Truncated sequential change-point detection based on renewal counting processes. II (Q1011531)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Truncated sequential change-point detection based on renewal counting processes. II |
scientific article |
Statements
Truncated sequential change-point detection based on renewal counting processes. II (English)
0 references
8 April 2009
0 references
change-point
0 references
training period
0 references
extreme value asymptotics
0 references
first passage time
0 references
increments
0 references
renewal counting process
0 references
sequential test
0 references
stopping time
0 references
strong approximation
0 references
Wiener process
0 references
0 references