scientific article; zbMATH DE number 51714

MaRDI QIDQ4002104zbMATH OpenFDO

Authors Josef Högel

Publication date 18 September 1992

zbMATH Keywords

ARLaverage run lengthchange point problemconvergence theoremscumulative sumCUSUMEWMAexponentially weighted moving averagelinear tracking proceduresMarkov chain approximationprocess variabilitytime-dependent process mean

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Applications of statistics in engineering and industry; control charts (62P30)

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Cited in

(2)

• Drift time detection and adjustment procedures for processes subject to linear trend
• scientific article; zbMATH DE number 63370 (Why is no real title available?)

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