Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (Q894812)
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scientific article
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| English | Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem |
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Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (English)
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24 November 2015
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CUSUM
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correlated noise
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quickest detection
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Wiener disorder problem
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0.8165610432624817
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0.8086773753166199
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0.7974795699119568
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0.7823859453201294
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0.7809442281723022
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