Truncated Sequential Change‐point Detection based on Renewal Counting Processes (Q4455927)
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scientific article; zbMATH DE number 2059368
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| English | Truncated Sequential Change‐point Detection based on Renewal Counting Processes |
scientific article; zbMATH DE number 2059368 |
Statements
Truncated Sequential Change‐point Detection based on Renewal Counting Processes (English)
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16 March 2004
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renewal counting process
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strong approximation
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stopping time
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sequential test
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extreme value asymptotics
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0.8720917701721191
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0.8373637795448303
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0.8149820566177368
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0.7948291897773743
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