Sequential detection/isolation of abrupt changes
DOI10.1080/07474946.2016.1206354zbMath1356.62114OpenAlexW2520851932MaRDI QIDQ2830718
Publication date: 28 October 2016
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2016.1206354
asymptotic optimalityfalse alarm rateaverage detection delayaverage run length to a false alarmaverage run length to a false isolationchangepoint detection/isolationfalse isolation rate
Applications of statistics in engineering and industry; control charts (62P30) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15)
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