Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model (Q5476157)

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scientific article; zbMATH DE number 5036962
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Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
scientific article; zbMATH DE number 5036962

    Statements

    Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model (English)
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    29 June 2006
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    sequential change detection
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    detection delay
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    two-sided CUSUM
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