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