Truncated sequential change-point detection based on renewal counting processes. II (Q1011531): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Truncated sequential change-point detection based on renewal counting processes. II |
scientific article |
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Truncated sequential change-point detection based on renewal counting processes. II (English)
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8 April 2009
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change-point
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training period
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extreme value asymptotics
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first passage time
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increments
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renewal counting process
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sequential test
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stopping time
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strong approximation
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Wiener process
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