Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
type: Item
instance of: scholarly article
title: Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
zbMATH Open document ID: 0816.62068
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
Mathematics Subject Classification ID: 60J70
zbMATH DE Number: 444773
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: renewal process
zbMATH Keywords: change point problem
zbMATH Keywords: exponentially weighted moving average procedure
zbMATH Keywords: Shiryayev-Roberts procedure
zbMATH Keywords: CUSUM procedure
zbMATH Keywords: stationary average delay time
zbMATH Keywords: average-in- control run length
zbMATH Keywords: EWMA procedure
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176349142
OpenAlex ID: W1969534213
DOI: 10.1214/AOS/1176349142
description: scientific article; zbMATH DE number 444773