A sequential procedure for monitoring the mean of a shot noise process

DOI10.1080/07474948908836179MaRDI QIDQ4731997zbMATHOpenAlexWikidataFDO

Authors Tailen Hsing, Doyle L. Hawkins

Publication date 1989

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948908836179

zbMATH Keywords

intensity functionMonte Carlo studyPoisson processasymptotic behaviourinvariance principleimpulse response functionshot noise processsequential detection proceduresdetection of the unknown change point

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17) Sequential statistical methods (62L99)

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Cites work

• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Error probability in optical fiber transmission systems
• Linear estimation of regression coefficients
• Sample Function Regularity of Shot Processes
• The definition of a multi-dimensional generalization of shot noise

Cited in

(1)

• Inference for shot noise

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