Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes

DOI10.1080/07474940701404765zbMath1116.62081MaRDI QIDQ5297917

Dong Han, Fugee Tsung

Publication date: 16 July 2007

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940701404765

zbMATH Keywords

asymptotic optimality; sequential analysis; Kullback-Leibler information distances; online detection and diagnosis

Mathematics Subject Classification ID

62P30: Applications of statistics in engineering and industry; control charts

65C05: Monte Carlo methods

62L10: Sequential statistical analysis

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