Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures

Published 2012 View Full Article

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Title
Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
Authors
Keywords
-
Journal
THEORY OF PROBABILITY AND ITS APPLICATIONS
Volume 56, Issue 3, Pages 457-484
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2012-09-05
DOI
10.1137/s0040585x97985534
References
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