A numerical approach to performance analysis of quickest change-point detection procedures

Statistica Sinica

Volumn 21, Issue 2, 2011, Pages 571-596

  Moustakides, George V ^a   Polunchenko, Aleksey S ^b   Tartakovsky, Alexander G ^b  

^a UNIVERSITY OF PATRAS   (Greece)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Fast initial response; Fredholm integral equation of the second kind; Numerical analysis; Quasi stationary distribution; Quickest changepoint detection; Sequential analysis; Shiryaev roberts procedure

Indexed keywords

EID: 79952606202     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: 10.5705/ss.2011.026a     Document Type: Article

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