Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives (Q5472361)
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scientific article; zbMATH DE number 5031059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives |
scientific article; zbMATH DE number 5031059 |
Statements
Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives (English)
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9 June 2006
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change detection
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quickest detection
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CUSUM
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two-sided CUSUM
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