Dynamic sampling plan in Shiryayev-Roberts procedure for detecting a change in the drift of Brownian motion
type: Item
instance of: scholarly article
title: Dynamic sampling plan in Shiryayev-Roberts procedure for detecting a change in the drift of Brownian motion
zbMATH Open document ID: 0816.62067
author: Yanhong Wu
author: Muni S. Srivastava
published in: The Annals of Statistics
publication date: 1995-07-03T00:00:00Z
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 699863
zbMATH Keywords: average run length
zbMATH Keywords: diffusion process
zbMATH Keywords: Shiryayev-Roberts procedure
zbMATH Keywords: two- rate dynamic sampling plan
zbMATH Keywords: stationary average delay time
zbMATH Keywords: CUSUM procedure
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176325496
OpenAlex ID: W1995738141
DOI: 10.1214/AOS/1176325496
description: scientific article; zbMATH DE number 699863