Comparative Analysis of Some Nonparametric Methods of Fastest Detection of the Moment of “Disorder” of a Random Sequence (Q4712542)
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scientific article; zbMATH DE number 6751
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparative Analysis of Some Nonparametric Methods of Fastest Detection of the Moment of “Disorder” of a Random Sequence |
scientific article; zbMATH DE number 6751 |
Statements
Comparative Analysis of Some Nonparametric Methods of Fastest Detection of the Moment of “Disorder” of a Random Sequence (English)
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25 June 1992
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CUSUM
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decision rule
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asymptotic comparison of tests
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strong mixing
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change-point problems
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hypothesis of no change
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fixed alternatives
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a.s. limits
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lower bounds
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performance
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