Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple

DOI10.1080/07474940802446244zbMath1149.62069OpenAlexW1985936867MaRDI QIDQ3543508

Moshe Pollak, Gary Lorden

Publication date: 4 December 2008

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940802446244

zbMATH Keywords

asymptotic optimalitychange-point detectionaverage run length

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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