Optimal and asymptotically optimal cusum rules for change point detection in the Brownian motion model with multiple alternatives

Theory of Probability and its Applications

Volumn 50, Issue 1, 2005, Pages 75-85

  Hadjiliadis, O ^a   Moustakides, V ^b,c  

^a MC 4609 ^*  (United States)

^b INRIA   (France)

^c UNIVERSITY OF THESSALY   (Greece)

Author keywords

Change detection; CUSUM; Quickest detection; Two sided CUSUM

Indexed keywords

EID: 33645340960     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0040585X97981494     Document Type: Article

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