A numerical approach to performance analysis of quickest change-point detection procedures
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Publication:2999741
DOI10.5705/ss.2011.026azbMath1214.62084arXiv0907.3521OpenAlexW2124196232MaRDI QIDQ2999741
Aleksey S. Polunchenko, Alexander G. Tartakovsky, George V. Moustakides
Publication date: 16 May 2011
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0907.3521
quasi-stationary distributionFredholm integral equation of the second kindsequential analysisShiryaev-Roberts procedurefast initial responsequickest changepoint detection
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