Asymptotically optimal ditiction of a change in a linear model (Q4293729)
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scientific article; zbMATH DE number 579228
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| English | Asymptotically optimal ditiction of a change in a linear model |
scientific article; zbMATH DE number 579228 |
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Asymptotically optimal ditiction of a change in a linear model (English)
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7 July 1994
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stopping time
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detection of change
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one-sided sequential probability ratio test
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change in the mean value parameters
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normal linear model
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asymptotically optimal
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CUSUM procedure
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0.830924391746521
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0.8258828520774841
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0.8214160799980164
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