Robustness in detecting a change in the location parameter of a random sequence

zbMath0706.62038MaRDI QIDQ918592

A. A. Romashchev, M. E. Byvajkov

Publication date: 1989

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

location parameterrobust algorithmschange point problemaverage timecriterion of cumulative sumsovershoot noisesequential failure detection

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Parametric inference (62F99) Sequential statistical methods (62L99)

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