The detection and estimation of the change point in a discrete-time stochastic system

Stochastic Analysis and Applications

Volumn 17, Issue 4, 1999, Pages 637-649

  Stoumbos, Zachary G ^a  

^a RUTGERS UNIVERSITY   (United States)

Author keywords

Bayes detector; Large deviations; Likelihood ratio; Maximum a posteriori estimator; Measure transformation; Quality control; Sequential detection

Indexed keywords

EID: 0033450731     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999908809626     Document Type: Article

References (29)

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