Average run length function of CUSUM test with independent but non-stationary log-likelihood ratios

Liu, Yu; Li, X. Rong

doi:10.1109/acc.2013.6580259

2013 American Control Conference 2013

DOI: 10.1109/acc.2013.6580259

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Average run length function of CUSUM test with independent but non-stationary log-likelihood ratios

Yu Liu

X. Rong Li

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Average run length function of CUSUM test with independent but non-stationary log-likelihood ratios

Cited by 1 publication

References 23 publications

Performance Analysis of Sequential Probability Ratio Test

Performance Analysis of Sequential Probability Ratio Test

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