Change detection in the mean of a white Gaussian process by the backward standardized sum

DOI10.1080/03610926.2016.1179761zbMath1378.62040OpenAlexW2496091751MaRDI QIDQ4586576

Sungwhan Cho, Jin Jiang

Publication date: 27 October 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1179761

zbMATH Keywords

CUSUMchange detectionaverage run lengthSPRTEWMASSIT

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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