Truncated sequential change-point detection based on renewal counting processes

Gut, Allan, Steinebach, Josef . Scandinavian Journal of Statistics 2002. 29 (4) :693-719

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Bibtex

@article{CIS-182143,
  Author = {Gut, Allan and Steinebach, Josef},
  Title = {Truncated sequential change-point detection based on renewal counting processes},
  Journal = {Scandinavian Journal of Statistics},
  Volume = {29},
  Number = {4},
  Year = {2002},
  Pages = {693--719},
  Keywords = {Wiener process, Sequential tests, First passage time, Stopping time, strong approximations, extreme value asymptotics, increments}
}

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