Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean (Q688374)

From MaRDI portal
Revision as of 18:22, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
scientific article

    Statements

    Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean (English)
    0 references
    0 references
    0 references
    3 July 1995
    0 references
    Ornstein-Uhlenbeck process
    0 references
    renewal process
    0 references
    change point problem
    0 references
    exponentially weighted moving average procedure
    0 references
    Shiryayev-Roberts procedure
    0 references
    CUSUM procedure
    0 references
    stationary average delay time
    0 references
    average-in- control run length
    0 references
    EWMA procedure
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references