Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test
DOI10.1080/07474946.2023.2171056OpenAlexW4328052237MaRDI QIDQ6111152FDOQ6111152
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
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transient change detectionfinite moving averageworst-case probability of false alarmworst-case probability of missed detection
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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