Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process
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- scientific article; zbMATH DE number 418928
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- Change-level detection for Lévy subordinators
- A Bayesian View on Detecting Drifts by Nonparametric Methods
- Change-point detection for Lévy processes
- Optimal change point detection in Gaussian processes
- Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
- Optimality of the CUSUM procedure in continuous time.
- Sequential detection of gradual changes in the location of a general stochastic process
- On the sequential testing and quickest change-point detection problems for Gaussian processes
- Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
- Detection of intrusions in information systems by sequential change-point methods
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