Sequential change-point detection procedures that are nearly optimal and computationally simple

Sequential Analysis

Volumn 27, Issue 4, 2008, Pages 476-512

  Lorden, Gary ^a   Pollak, Moshe ^b  

^a CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

^b HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Asymptotic optimality; Average run length; Change point detection

Indexed keywords

ASYMPTOTIC OPTIMALITY; AVERAGE RUN LENGTHS; CHANGE POINT DETECTION; DETECTION SCHEME; EXPONENTIAL FAMILY; FINITE NUMBER; SECOND ORDERS; TYPICAL APPLICATION;

STATISTICS;

OPTIMIZATION;

EID: 55349146290     PISSN: 07474946     EISSN: 15324176     Source Type: Journal    
DOI: 10.1080/07474940802446244     Document Type: Article

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