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Change detection in the mean of a white Gaussian process by the backward standardized sum - MaRDI portal

Change detection in the mean of a white Gaussian process by the backward standardized sum (Q4586576)

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scientific article; zbMATH DE number 6800911
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Change detection in the mean of a white Gaussian process by the backward standardized sum
scientific article; zbMATH DE number 6800911

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    Change detection in the mean of a white Gaussian process by the backward standardized sum (English)
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    27 October 2017
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    average run length
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    change detection
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    CUSUM
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    EWMA
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    SPRT
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    SSIT
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