A numerical approach to performance analysis of quickest change-point detection procedures (Q2999741)
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scientific article
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| English | A numerical approach to performance analysis of quickest change-point detection procedures |
scientific article |
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A numerical approach to performance analysis of quickest change-point detection procedures (English)
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16 May 2011
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fast initial response
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Fredholm integral equation of the second kind
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quasi-stationary distribution
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quickest changepoint detection
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sequential analysis
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Shiryaev-Roberts procedure
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0.8296712040901184
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0.8261702060699463
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0.8226029872894287
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0.8195368647575378
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