Optimality of the CUSUM procedure in continuous time. (Q1884615)

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Optimality of the CUSUM procedure in continuous time.
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    Statements

    title
    Optimality of the CUSUM procedure in continuous time. (English)
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    publication date
    5 November 2004
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    zbMATH Keywords
    CUSUM
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    change point
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    disorder problem
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    sequential detection
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    Kullback-Leibler divergence
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    Identifiers

    zbMATH DE Number
    2113760
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    OpenAlex ID
    W2090660158
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