Performance analysis for a changepoint problem (Q4506863)
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scientific article; zbMATH DE number 1518388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance analysis for a changepoint problem |
scientific article; zbMATH DE number 1518388 |
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Performance analysis for a changepoint problem (English)
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17 October 2000
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measure transformations
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nonlinear stochastic differential equations
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changepoint problem
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likelihood-ratio tests
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false alarm probability
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error probability
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Fokker-Planck equation
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