Strong approximations and sequential change-point analysis for diffusion processes (Q419152)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong approximations and sequential change-point analysis for diffusion processes |
scientific article; zbMATH DE number 6036266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximations and sequential change-point analysis for diffusion processes |
scientific article; zbMATH DE number 6036266 |
Statements
Strong approximations and sequential change-point analysis for diffusion processes (English)
0 references
18 May 2012
0 references
change-point analysis
0 references
strong approximation
0 references
diffusion process
0 references
sequential testing procedure
0 references
cumulative sum control chart (CUSUM
0 references
0 references
