Suboptimal properties of page's CUSUM and shiryayev-roberts procedures in change-point problems with dependent observations

Statistica Sinica

Volumn 16, Issue 3, 2006, Pages 883-897

  Mei, Yajun ^a,b  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^b Georgia Institute of Technology   (United States)

Author keywords

Asymptotic optimality; CUSUM; Open ended tests; Quality control; Shiryeyev Roberts; Statistical process control

Indexed keywords

EID: 33750975878     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review

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