Approximations for the boundary crossing probabilities of moving sums of normal random variables (Q5082796)
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scientific article; zbMATH DE number 7545736
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| English | Approximations for the boundary crossing probabilities of moving sums of normal random variables |
scientific article; zbMATH DE number 7545736 |
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Approximations for the boundary crossing probabilities of moving sums of normal random variables (English)
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21 June 2022
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moving sum
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boundary crossing probability
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moving sum of normal
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change-point detection
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0.9638710021972656
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0.8437570333480835
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0.8255007266998291
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0.7947217226028442
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0.7929940819740295
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