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Distributional Properties of CUSUM Stopping Times and Stopped Processes - MaRDI portal

Distributional Properties of CUSUM Stopping Times and Stopped Processes (Q3630049)

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Distributional Properties of CUSUM Stopping Times and Stopped Processes
scientific article

    Statements

    title
    Distributional Properties of CUSUM Stopping Times and Stopped Processes (English)
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    author
    Rasul A. Khan
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    publication date
    2 June 2009
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    zbMATH Keywords
    asymptotic
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    distribution
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    generating function
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    Laplace transform
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    stationary independent increments
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    stochastic process
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    stopping times
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    Identifiers

    zbMATH DE Number
    5560876
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    OpenAlex ID
    W2053918962
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