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An extension of a change-point problem - MaRDI portal

An extension of a change-point problem (Q3396483)

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An extension of a change-point problem
scientific article

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    title
    An extension of a change-point problem (English)
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    author
    Albert Vexler
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    Chengqing Wu
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    Aiyi Liu
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    Brian W. Whitcomb
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    Enrique F. Schisterman
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    published in
    Statistics
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    publication date
    18 September 2009
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    zbMATH Keywords
    Doob decomposition
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    change-point
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    classification
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    CUSUM statistics
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    likelihood ratio
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    limit of detection
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    martingale
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    martingale transforms
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    Shiryayev-Roberts statistics
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    Identifiers

    zbMATH DE Number
    5604755
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    OpenAlex ID
    W2042470423
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    Wikidata QID
    Q58322527
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