A sequential procedure for monitoring the mean of a shot noise process

DOI10.1080/07474948908836179zbMath0682.62049OpenAlexW2062622051WikidataQ126243430 ScholiaQ126243430MaRDI QIDQ4731997

Tailen Hsing, Doyle L. Hawkins

Publication date: 1989

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948908836179

zbMATH Keywords

Monte Carlo studyasymptotic behaviourinvariance principlePoisson processimpulse response functionintensity functionshot noise processsequential detection proceduresdetection of the unknown change point

Mathematics Subject Classification ID

Sequential statistical methods (62L99) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Linear estimation of regression coefficients
• Sample Function Regularity of Shot Processes
• Error probability in optical fiber transmission systems
• The definition of a multi-dimensional generalization of shot noise