Approximations for the boundary crossing probabilities of moving sums of random variables (Q2241630)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Approximations for the boundary crossing probabilities of moving sums of random variables
scientific article

    Statements

    Approximations for the boundary crossing probabilities of moving sums of random variables (English)
    0 references
    0 references
    0 references
    9 November 2021
    0 references
    moving sum
    0 references
    boundary crossing probability
    0 references
    moving sum of normal
    0 references
    change-point detection
    0 references

    Identifiers