On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model (Q3556742)
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scientific article; zbMATH DE number 5701632
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| English | On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model |
scientific article; zbMATH DE number 5701632 |
Statements
On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model (English)
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26 April 2010
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change detection
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quickest detection
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CUSUM
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two-sided CUSUM
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0.9814053
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0.91666234
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0.8914399
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0.8436074
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0.8394474
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0.8359594
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