Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: longmemo / rank | |||
Normal rank |
Revision as of 19:45, 29 February 2024
scientific article; zbMATH DE number 6157727
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal Sequential Change Detection for Fractional Diffusion-Type Processes |
scientific article; zbMATH DE number 6157727 |
Statements
Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (English)
0 references
25 April 2013
0 references
CUSUM
0 references
sequential change detection
0 references
change-point detection
0 references
fractional Brownian motion
0 references
fractional Ornstein-Uhlenbeck
0 references
diffusion-type process
0 references
optimality
0 references