Online change-point detection for a transient change

DOI10.4310/21-sii718arXiv2104.02734OpenAlexW3147082441MaRDI QIDQ6049777

Jack Noonan

Publication date: 16 September 2023

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.02734

zbMATH Keywords

change-point detectionstatistical quality controlboundary crossing probabilities

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics (62-XX) Sums of independent random variables; random walks (60G50) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Fault detection; testing in circuits and networks (94C12)

This page was built for publication: Online change-point detection for a transient change