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

From MaRDI portal
Revision as of 14:03, 7 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
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

    Identifiers