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Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure - MaRDI portal

Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure (Q4603855)

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scientific article; zbMATH DE number 6840587
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Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure
scientific article; zbMATH DE number 6840587

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    Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure (English)
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    19 February 2018
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    adaptive CUSUM process
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    average run length
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    change-point detection
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    conditional bias
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    exponential family
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