Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov (Q5890985)
From MaRDI portal
scientific article; zbMATH DE number 6645515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov |
scientific article; zbMATH DE number 6645515 |
Statements
Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov (English)
0 references
28 October 2016
0 references
asymptotic optimality
0 references
average run length to false alarm
0 references
changepoint detection
0 references
CUSUM
0 references
false alarm rate
0 references
isolation
0 references
misspecification probability
0 references
worst-case detection delay
0 references
