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Nonparametric adaptive change point estimation and on line detection - MaRDI portal

Nonparametric adaptive change point estimation and on line detection (Q4500804)

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scientific article; zbMATH DE number 1496747
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English
Nonparametric adaptive change point estimation and on line detection
scientific article; zbMATH DE number 1496747

    Statements

    title
    Nonparametric adaptive change point estimation and on line detection (English)
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    author
    Michael Baron
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    publication date
    7 December 2000
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    zbMATH Keywords
    CUSUM
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    generalized likelihood ratio
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    stopping time
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    mean delay
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    mean time between false alarms
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    Identifiers

    Mathematics Subject Classification ID
    62G05
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    62L12
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    62G07
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    zbMATH DE Number
    1496747
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    OpenAlex ID
    W1597681648
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