Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models

DOI10.1002/ASMB.2064MaRDI QIDQ6574660zbMATH OpenWikidataFDO

Authors Sangyeol Lee, Meihui Guo

Publication date 18 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

hypothesis testingmodel validationdiscretely observed sampleEWMS control chartstandardized control chart

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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