On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution
Author:
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2015.1039131
Reference43 articles.
1. The Economic Design ofXCharts Used to Maintain Current Control of a Process
2. Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
3. Data-analytic aspects of the Shiryayev-Roberts control chart: Surveillance of a non-homogeneous Poisson process
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