Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data (Q4627114)
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scientific article; zbMATH DE number 7033558
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data |
scientific article; zbMATH DE number 7033558 |
Statements
Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data (English)
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7 March 2019
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autoregressive processes
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CUSUM chart
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sequential analysis
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sequential changepoint detection
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Shiryaev-Roberts procedure
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