Power of the MOSUM test for online detection of a transient change in mean
type: Item
instance of: scholarly article
title: Power of the MOSUM test for online detection of a transient change in mean
zbMATH Open document ID: 1456.60107
DOI: 10.1080/07474946.2020.1767406
author: Jack Noonan
author: A. Zhigljavsky
published in: Sequential Analysis
publication date: 2021-03-02T00:00:00Z
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 7316858
zbMATH Keywords: boundary crossing probability
zbMATH Keywords: change point detection
zbMATH Keywords: moving sum
zbMATH Keywords: moving sum of normal
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/07474946.2020.1767406
OpenAlex ID: W3085827582
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description: scientific article; zbMATH DE number 7316858