INTEGRAL EQUATION METHODS IN CHANGE-POINT DETECTION PROBLEMS

DOI10.1017/S0004972712000135zbMath1282.62272MaRDI QIDQ2891981

Gabriel Mititelu

Publication date: 18 June 2012

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

CUSUMADcontrol chartsARLEWMA

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20)

Cites Work

• A numerical approach to performance analysis of quickest change-point detection procedures
• A first passage time distribution for a discrete version of the Ornstein–Uhlenbeck process
• Fitting combinations of exponentials to probability distributions
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