ROBUSTNESS OF THE N-CUSUM STOPPING RULE IN A WIENER DISORDER PROBLEM
| dc.contributor.author | Zhang, H | en_US |
| dc.contributor.author | Rodosthenous, N | en_US |
| dc.contributor.author | Hadjiliadis, O | en_US |
| dc.date.accessioned | 2017-12-08T10:33:24Z | |
| dc.date.issued | 2015-12 | en_US |
| dc.date.submitted | 2017-12-06T14:57:15.619Z | |
| dc.identifier.issn | 1050-5164 | en_US |
| dc.identifier.uri | http://qmro.qmul.ac.uk/xmlui/handle/123456789/29224 | |
| dc.format.extent | 3405 - 3433 | en_US |
| dc.language.iso | en | en_US |
| dc.relation.ispartof | ANNALS OF APPLIED PROBABILITY | en_US |
| dc.subject | CUSUM | en_US |
| dc.subject | correlated noise | en_US |
| dc.subject | quickest detection | en_US |
| dc.subject | Wiener disorder problem | en_US |
| dc.title | ROBUSTNESS OF THE N-CUSUM STOPPING RULE IN A WIENER DISORDER PROBLEM | en_US |
| dc.type | Article | |
| dc.rights.holder | (c) 2015 The Institute of Mathematical Statistics | |
| dc.identifier.doi | 10.1214/14-AAP1078 | en_US |
| pubs.author-url | http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000363223100011&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6a | en_US |
| pubs.issue | 6 | en_US |
| pubs.notes | No embargo | en_US |
| pubs.publication-status | Published | en_US |
| pubs.volume | 25 | en_US |
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