Practical aspects of false alarm control for change point detection: beyond average run length

DOI10.1007/s11009-018-9636-1zbMath1411.62243WikidataQ62117561 ScholiaQ62117561MaRDI QIDQ1739359

J. Kuhn, Thomas Taimre, M. R. H. Mandjes

Publication date: 26 April 2019

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-018-9636-1

zbMATH Keywords

threshold selection; change point detection; false alarm control

Mathematics Subject Classification ID

62L10: Sequential statistical analysis

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Cites Work

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