Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (Q4918559)
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scientific article; zbMATH DE number 6157727
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Sequential Change Detection for Fractional Diffusion-Type Processes |
scientific article; zbMATH DE number 6157727 |
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Optimal Sequential Change Detection for Fractional Diffusion-Type Processes (English)
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25 April 2013
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CUSUM
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sequential change detection
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change-point detection
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck
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diffusion-type process
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optimality
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