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An Optimal Retrospective Change Point Detection Policy - MaRDI portal

An Optimal Retrospective Change Point Detection Policy (Q3552972)

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scientific article
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English
An Optimal Retrospective Change Point Detection Policy
scientific article

    Statements

    title
    An Optimal Retrospective Change Point Detection Policy (English)
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    author
    Albert Vexler
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    Chengquing Wu
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    publication date
    22 April 2010
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    zbMATH Keywords
    Shiryayev-Roberts statistic
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    average most powerful test
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    a-posteriori change point detection
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    Identifiers

    Mathematics Subject Classification ID
    62L10
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    62L99
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    62F03
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    zbMATH DE Number
    5697618
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    OpenAlex ID
    W2028847289
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