Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown (Q3578021)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown
scientific article

    Statements

    Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown (English)
    0 references
    0 references
    0 references
    13 July 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    asymptotic optimality
    0 references
    Bayes
    0 references
    detection delay
    0 references
    false alarm rate
    0 references
    generalized likelihood ratio
    0 references
    0 references