Optimality of the CUSUM procedure in continuous time. (Q1884615): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1214/aos/1079120138 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1214/AOS/1079120138 / rank | |||
Normal rank | |||
Latest revision as of 11:46, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of the CUSUM procedure in continuous time. |
scientific article |
Statements
Optimality of the CUSUM procedure in continuous time. (English)
0 references
5 November 2004
0 references
CUSUM
0 references
change point
0 references
disorder problem
0 references
sequential detection
0 references
Kullback-Leibler divergence
0 references
0 references
0 references
