Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process (Q1909013)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process |
scientific article |
Statements
Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process (English)
0 references
7 March 1996
0 references
inequalities
0 references
average detection delay
0 references
mean time to false alarm
0 references
Gaussian nonhomogeneous process
0 references
continuous time
0 references
nonrandom function
0 references
rate of false alarms
0 references
change point
0 references
sequential detection procedures
0 references
asymptotic approximations
0 references
operating characteristics
0 references
relative efficiency
0 references
asymptotic power nonhomogeneity
0 references
