Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
DOI10.1016/j.csda.2008.01.026zbMath1452.62135OpenAlexW1964985688MaRDI QIDQ1023761
Jean-Pierre Vila, Nadine Hilgert, Ghislain Verdier
Publication date: 16 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2008.01.026
Computational methods for problems pertaining to statistics (62-08) Applications of statistics in engineering and industry; control charts (62P30) Estimation and detection in stochastic control theory (93E10) Detection theory in information and communication theory (94A13) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
Related Items (3)
Cites Work
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