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)

Full work available at URL https://doi.org/10.1017/S0004972712000135

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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