Adaptive CUSUM procedures with Markovian mean estimation

Computational Statistics and Data Analysis

Volumn 52, Issue 9, 2008, Pages 4395-4409

  Shu, Lianjie ^a   Jiang, Wei ^b   Wu, Zhang ^c  

^a UNIVERSITY OF MACAU   (Macao)

^b STEVENS INSTITUTE OF TECHNOLOGY   (United States)

^c NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

DATA REDUCTION; MARKOV PROCESSES; MATHEMATICAL MODELS;

CONVENTIONAL CUMULATIVE SUM (CUSUM); UNKNOWN MEAN SHIFTS;

ADAPTIVE CONTROL SYSTEMS;

EID: 42749097665     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.02.024     Document Type: Article

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