Change detection in the mean of a white Gaussian process by the backward standardized sum

DOI10.1080/03610926.2016.1179761MaRDI QIDQ4586576zbMATH OpenOpenAlexFDO

Authors Sungwhan Cho, Jin Jiang

Publication date 27 October 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1179761

zbMATH Keywords

CUSUMaverage run lengthchange detectionSPRTEWMASSIT

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stopping in statistics (62L15)

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