An extension of a change-point problem (Q3396483)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of a change-point problem |
scientific article |
Statements
An extension of a change-point problem (English)
0 references
18 September 2009
0 references
Doob decomposition
0 references
change-point
0 references
classification
0 references
CUSUM statistics
0 references
likelihood ratio
0 references
limit of detection
0 references
martingale
0 references
martingale transforms
0 references
Shiryayev-Roberts statistics
0 references
