Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions (Q3645039)

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Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
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    Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions (English)
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    16 November 2009
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    CUSUM test
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    Fredholm integral equation of the second kind
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    numerical analysis
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    quickest change-point detection
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    sequential analysis
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    Shiryaev-Roberts test
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