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

标题
Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
作者
关键词
-
出版物
THEORY OF PROBABILITY AND ITS APPLICATIONS
Volume 56, Issue 3, Pages 457-484
出版商
Society for Industrial & Applied Mathematics (SIAM)
发表日期
2012-09-05
DOI
10.1137/s0040585x97985534

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