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Using the generalized likelihood ratio statistic for sequential detection of a change-point - MaRDI portal

Using the generalized likelihood ratio statistic for sequential detection of a change-point (Q1895358)

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scientific article; zbMATH DE number 786213
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Using the generalized likelihood ratio statistic for sequential detection of a change-point
scientific article; zbMATH DE number 786213

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    Using the generalized likelihood ratio statistic for sequential detection of a change-point (English)
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    16 August 1995
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    sequential detection
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    change-point
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    generalized likelihood ratio statistic
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    normal mean
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    approximations to the average run lengths
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    CUSUM tests
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    combined CUSUM-Shewhart tests
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