"Stability of Approximations of Average Run Length of Risk-Adjusted CUSUM ..."

Ronald A. Webster, Anthony N. Pettitt (2007)

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DOI: 10.1080/03610910701208361

access: closed

type: Journal Article

metadata version: 2020-05-10

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Ronald A. Webster, Anthony N. Pettitt:
Stability of Approximations of Average Run Length of Risk-Adjusted CUSUM Schemes Using the Markov Approach: Comparing Two Methods of Calculating Transition Probabilities. Commun. Stat. Simul. Comput. 36(3): 471-482 (2007)

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