Optimality of the CUSUM procedure in continuous time. (Q1884615)
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scientific article; zbMATH DE number 2113760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of the CUSUM procedure in continuous time. |
scientific article; zbMATH DE number 2113760 |
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Optimality of the CUSUM procedure in continuous time. (English)
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5 November 2004
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CUSUM
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change point
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disorder problem
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sequential detection
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Kullback-Leibler divergence
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