Strong approximations and sequential change-point analysis for diffusion processes (Q419152)
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scientific article; zbMATH DE number 6036266
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| English | Strong approximations and sequential change-point analysis for diffusion processes |
scientific article; zbMATH DE number 6036266 |
Statements
Strong approximations and sequential change-point analysis for diffusion processes (English)
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18 May 2012
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change-point analysis
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strong approximation
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diffusion process
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sequential testing procedure
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cumulative sum control chart (CUSUM
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0.8819727897644043
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0.8617688417434692
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0.8568242192268372
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0.8286445736885071
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0.8193300366401672
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