A lower bound on the ARL to detection of a change with a probability constraint on false alarm
type: Item
instance of: scholarly article
title: A lower bound on the ARL to detection of a change with a probability constraint on false alarm
zbMATH Open document ID: 0853.62063
author: B. Yakir
published in: The Annals of Statistics
publication date: 1997-01-07T00:00:00Z
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 922150
zbMATH Keywords: inequality
zbMATH Keywords: probability of false alarm
zbMATH Keywords: change-point detection
zbMATH Keywords: average run length to detection
zbMATH Keywords: lower bound on the rate of detection
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1033066219
OpenAlex ID: W2087561340
cites work: Random difference equations and renewal theory for products of random matrices
cites work: Approximations to the expected sample size of certain sequential tests
DOI: 10.1214/AOS/1033066219
description: scientific article; zbMATH DE number 922150