Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change

DOI10.1080/00949655.2021.1966005OpenAlexW3194239412MaRDI QIDQ3390464FDOQ3390464

Authors: Gideon Mensah Engmann, Dong Han 

Publication date: 24 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1966005

zbMATH Keywords

mean-variancechange-point monitoringdetection-diagnosisoptimized CUSUM and EWMA multi-charts

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (2)

• Title not available (Why is that?)
• CUSUM multi-chart for detecting unknown abrupt changes under finite measure space for network observation sequences

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