Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test

DOI10.1080/07474946.2023.2171056MaRDI QIDQ6111152zbMATH OpenOpenAlexFDO

Authors Blaise Kévin Guépié, Igor Nikiforov

Publication date 6 July 2023

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2023.2171056

zbMATH Keywords

transient change detectionfinite moving averageworst-case probability of false alarmworst-case probability of missed detection

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Asymptotic properties of parametric tests (62F05) Sequential statistical analysis (62L10) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Cites work

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• Shewhart Revisited
• Some Concepts of Dependence

Cited in

(1)

• Detecting an intermittent change of unknown duration

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