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

finite moving averagetransient change detectionworst-case probability of false alarmworst-case probability of missed detection

Mathematics Subject Classification ID

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

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Cited in

(2)

• Detecting an intermittent change of unknown duration
• Sequential detection of an unknown transient change profile by the finite moving average test

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