Strong approximations and sequential change-point analysis for diffusion processes (Q419152): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60F15 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / zbMATH DE Number: 6036266 / rank | |||
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change-point analysis | |||
| Property / zbMATH Keywords: change-point analysis / rank | |||
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strong approximation | |||
| Property / zbMATH Keywords: strong approximation / rank | |||
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diffusion process | |||
| Property / zbMATH Keywords: diffusion process / rank | |||
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sequential testing procedure | |||
| Property / zbMATH Keywords: sequential testing procedure / rank | |||
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cumulative sum control chart (CUSUM | |||
| Property / zbMATH Keywords: cumulative sum control chart (CUSUM / rank | |||
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Revision as of 21:17, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximations and sequential change-point analysis for diffusion processes |
scientific article |
Statements
Strong approximations and sequential change-point analysis for diffusion processes (English)
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18 May 2012
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change-point analysis
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strong approximation
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diffusion process
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sequential testing procedure
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cumulative sum control chart (CUSUM
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