Sequential change-point detection with likelihood ratios

Statistics and Probability Letters

Volumn 49, Issue 2, 2000, Pages 195-204

  Gombay, Edit ^a  

^a UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Maximum likelihood ratio; Sequential change point detection; Stochastic process; Strong approximation

Indexed keywords

EID: 0002358949     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(00)00048-1     Document Type: Article

References (11)

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