Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model (Q5476157): Difference between revisions
From MaRDI portal
Set profile property. |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 02:58, 7 March 2024
scientific article; zbMATH DE number 5036962
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model |
scientific article; zbMATH DE number 5036962 |
Statements
Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model (English)
0 references
29 June 2006
0 references
sequential change detection
0 references
detection delay
0 references
two-sided CUSUM
0 references