A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence (Q3200398)
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scientific article; zbMATH DE number 4176248
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| default for all languages | No label defined |
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| English | A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence |
scientific article; zbMATH DE number 4176248 |
Statements
A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence (English)
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1987
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change point problem
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nonparametric procedure
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discrete stochastic process
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stopping strategy
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minimum mean delay time
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probability of false alarm
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asymptotic optimality
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