A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model (Q3618557): Difference between revisions
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scientific article
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English | A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model |
scientific article |
Statements
A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model (English)
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2 April 2009
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Brownian motion
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2-CUSUM
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change-point detection
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sequential detection
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two-sided detection
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