Window-limited CUSUM for sequential change detection

DOI10.1109/TIT.2023.3274646zbMATH Open1547.62098MaRDI QIDQ6574863FDOQ6574863

Authors: Liyan Xie, George V. Moustakides, Yao Xie 

Publication date: 19 July 2024

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

window-limited CUSUMjoint detection/estimation schemeparametric online changepoint detection problem

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Sequential estimation (62L12) Stochastic programming (90C15) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (1)

• Sequential change diagnosis revisited and the Adaptive Matrix CuSum

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