"On robustness of the Shiryaev-Roberts change-point detection procedure ..."

Wenyu Du, Aleksey S. Polunchenko, Grigory Sokolov (2017)

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DOI: 10.1080/03610918.2015.1039131

access: closed

type: Journal Article

metadata version: 2020-05-10

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Wenyu Du, Aleksey S. Polunchenko, Grigory Sokolov:
On robustness of the Shiryaev-Roberts change-point detection procedure under parameter misspecification in the post-change distribution. Commun. Stat. Simul. Comput. 46(3): 2185-2206 (2017)

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