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On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution - MaRDI portal

On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution (Q5267910)

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scientific article; zbMATH DE number 6730525
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English
On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution
scientific article; zbMATH DE number 6730525

    Statements

    On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution (English)
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    13 June 2017
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    sequential analysis
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    Shiryaev-Roberts procedure
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    quality control
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    quickest change-point detection
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