Delay time in sequential detection of change
type: Item
instance of: scholarly article
title: Delay time in sequential detection of change
zbMATH Open document ID: 1059.62085
author: Alexander Aue
author: Lajos Horváth
published in: Statistics \& Probability Letters
publication date: 2005-04-07T00:00:00Z
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 2154012
zbMATH Keywords: Change-point estimation
zbMATH Keywords: Sequential procedure
zbMATH Keywords: Wiener process
zbMATH Keywords: Partial sums
zbMATH Keywords: Invariance
zbMATH Keywords: CUSUM
zbMATH Keywords: Drift
MaRDI profile type: Publication
full work available at URL: j.spl.2004.01.002
OpenAlex ID: W1966954146
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DOI: 10.1016/J.SPL.2004.01.002
description: scientific article; zbMATH DE number 2154012