Optimal sequential change detection for fractional diffusion-type processes (Q4918559)
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scientific article; zbMATH DE number 6157727
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| English | Optimal sequential change detection for fractional diffusion-type processes |
scientific article; zbMATH DE number 6157727 |
Statements
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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0.8157413005828857
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0.79841548204422
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0.7965620160102844
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0.7926920652389526
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0.7923793792724609
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