A comparison of 2-CUSUM stopping rules for quickest detection of two-sided alternatives in a Brownian motion model

被引:0
|
作者
Hadjiliadis, O. [1 ,4 ]
Del-Valle, G. Hernandez [2 ]
Stamos, I. [3 ]
机构
[1] Department of Mathematics, Brooklyn College, Brooklyn, NY, United States
[2] Department of Statistics, Columbia University, New York, NY, United States
[3] Department of Computer Science, Hunter College, New York, NY, United States
[4] Department of Mathematics, 1314N Ingersoll Hall, City University of New York, Brooklyn, NY 11209, United States
关键词
D O I
10.1080/07474940802619410
中图分类号
学科分类号
摘要
引用
收藏
页码:92 / 114
相关论文
共 3 条