Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple (Q3543508)
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scientific article; zbMATH DE number 5377319
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| English | Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple |
scientific article; zbMATH DE number 5377319 |
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Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple (English)
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4 December 2008
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asymptotic optimality
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average run length
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change-point detection
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0.813798189163208
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0.8114767670631409
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0.8070379495620728
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