Optimality of the CUSUM procedure in continuous time.
type: Item
instance of: scholarly article
title: Optimality of the CUSUM procedure in continuous time.
zbMATH Open document ID: 1105.62368
author: George V. Moustakides
published in: The Annals of Statistics
publication date: 2004-11-05T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.aos/1079120138
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 2113760
zbMATH Keywords: CUSUM
zbMATH Keywords: change point
zbMATH Keywords: disorder problem
zbMATH Keywords: sequential detection
zbMATH Keywords: Kullback-Leibler divergence
MaRDI profile type: Publication
OpenAlex ID: W2090660158
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DOI: 10.1214/AOS/1079120138
description: scientific article; zbMATH DE number 2113760