Comparison of some sequential rules for detecting changes in distributions

zbMath0792.62070MaRDI QIDQ1320662

I. A. Ivanova, Alexander G. Tartakovsky

Publication date: 18 May 1994

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

reflecting barriersGaussian signalchange-detection rulesexcesses over thresholdShiryaev's rule

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Related Items (2)

Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data ⋮ Detection of intrusions in information systems by sequential change-point methods

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