A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence (Q3200398)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence
scientific article

    Statements

    A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence (English)
    0 references
    1987
    0 references
    change point problem
    0 references
    nonparametric procedure
    0 references
    discrete stochastic process
    0 references
    stopping strategy
    0 references
    minimum mean delay time
    0 references
    probability of false alarm
    0 references
    asymptotic optimality
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references