Performance of CUSUM tests for detecting changes in continuous time processes

IEEE International Symposium on Information Theory - Proceedings

Volumn , Issue , 2002, Pages 186-

  Moustakides, George V ^a  

^a INRIA   (France)

Author keywords

[No Author keywords available]

Indexed keywords

POISSON PROCESSES;

BOUNDARY VALUE PROBLEMS; BROWNIAN MOVEMENT; POISSON DISTRIBUTION;

STATISTICAL TESTS;

EID: 0036352859     PISSN: 21578095     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (3)

1. A note on Ritov's Bayes approach to the minimax property of the cusum procedure
2. Optimal stopping times for detecting changes in distributions