A note on the run length of false alarm of a change-point detection policy (Q1895359): Difference between revisions

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Latest revision as of 21:46, 19 March 2024

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A note on the run length of false alarm of a change-point detection policy
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    A note on the run length of false alarm of a change-point detection policy (English)
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    2 January 1996
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    new proof
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    average run length to false alarm
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    Shiryayev-Roberts change- point detection policy
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    lattice case
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    mixed-type Shiryayev-Roberts scheme
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    renewal theory
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