An extension of a change-point problem (Q3396483)
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scientific article; zbMATH DE number 5604755
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| default for all languages | No label defined |
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| English | An extension of a change-point problem |
scientific article; zbMATH DE number 5604755 |
Statements
An extension of a change-point problem (English)
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18 September 2009
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Doob decomposition
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change-point
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classification
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CUSUM statistics
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likelihood ratio
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limit of detection
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martingale
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martingale transforms
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Shiryayev-Roberts statistics
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0.8224701285362244
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0.8204017281532288
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0.7914677858352661
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