A sequential procedure for monitoring the mean of a shot noise process (Q4731997)

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scientific article; zbMATH DE number 4117688
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A sequential procedure for monitoring the mean of a shot noise process
scientific article; zbMATH DE number 4117688

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    A sequential procedure for monitoring the mean of a shot noise process (English)
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    1989
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    detection of the unknown change point
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    impulse response function
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    sequential detection procedures
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    shot noise process
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    invariance principle
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    intensity function
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    Poisson process
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    asymptotic behaviour
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    Monte Carlo study
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