Integral equation methods in change-point detection problems

DOI10.1017/S0004972712000135MaRDI QIDQ2891981zbMATH OpenFDO

Authors G. Mititelu

Publication date 18 June 2012

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

CUSUMcontrol chartsARLEWMAAD

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20)

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Cites work

• scientific article; zbMATH DE number 9266 (Why is no real title available?)
• A first passage time distribution for a discrete version of the Ornstein–Uhlenbeck process
• A numerical approach to performance analysis of quickest change-point detection procedures
• Fitting combinations of exponentials to probability distributions

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