Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process (Q1909013): Difference between revisions
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Revision as of 22:53, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process |
scientific article |
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Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process (English)
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7 March 1996
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inequalities
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average detection delay
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mean time to false alarm
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Gaussian nonhomogeneous process
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continuous time
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nonrandom function
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rate of false alarms
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change point
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sequential detection procedures
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asymptotic approximations
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operating characteristics
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relative efficiency
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asymptotic power nonhomogeneity
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