An Optimal Retrospective Change Point Detection Policy

DOI10.1111/j.1467-9469.2008.00636.xzbMath1189.62135OpenAlexW2028847289MaRDI QIDQ3552972

Albert Vexler, Chengquing Wu

Publication date: 22 April 2010

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.949.602

zbMATH Keywords

a-posteriori change point detectionaverage most powerful testShiryayev-Roberts statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sequential statistical methods (62L99) Sequential statistical analysis (62L10)

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