Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov (Q5890985)
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scientific article; zbMATH DE number 6645515
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English | Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov |
scientific article; zbMATH DE number 6645515 |
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Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov (English)
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28 October 2016
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asymptotic optimality
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average run length to false alarm
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changepoint detection
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CUSUM
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false alarm rate
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isolation
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misspecification probability
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worst-case detection delay
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