Window-limited CUSUM for sequential change detection

DOI10.1109/TIT.2023.3274646MaRDI QIDQ6574863zbMATH OpenFDO

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

This page was built for publication: Window-limited CUSUM for sequential change detection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6574863)