Using the generalized likelihood ratio statistic for sequential detection of a change-point
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Publication:1895358
DOI10.1214/aos/1176324466zbMath0821.62044OpenAlexW2027251375MaRDI QIDQ1895358
E. S. Venkatraman, David O. Siegmund
Publication date: 16 August 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176324466
change-pointsequential detectionnormal meangeneralized likelihood ratio statisticCUSUM testsapproximations to the average run lengthscombined CUSUM-Shewhart tests
Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)
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