Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén (Q5897002)
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scientific article; zbMATH DE number 5604684
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| English | Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén |
scientific article; zbMATH DE number 5604684 |
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Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén (English)
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18 September 2009
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average detection delay
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average run length to false alarm
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change-point detection
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CUSUM
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EWMA
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false alarm rate
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Shiryaev-Roberts
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0.9280304312705994
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0.9126442670822144
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0.9068458080291748
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0.9017854332923888
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