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A sequential procedure for monitoring the mean of a shot noise process

 

作者: D.L. Hawkins,   Tailen Hsing,  

 

期刊: Sequential Analysis  （Taylor Available online 1989）
卷期: Volume 8, issue 3  

页码: 237-251

 

ISSN:0747-4946

 

年代: 1989

 

DOI:10.1080/07474948908836179

 

出版商: Marcel Dekker, Inc.

 

关键词: shot noise process;Poisson process;sequential detection;invariance principle

 

数据来源: Taylor

 

摘要:

A sequential detection procedure for monitoring the intensity function of a shot noise process is studied. An invariance principle for the sample mean of such a process is proved and utilized to control the false signal rate. Reaction time performance of the procedure is studied by Monte Carlo methods.

 

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