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

Bibliographic Details
Main Authors:	Hawkins, Doyle Louis (Author), Hsing, Tailen, 1955- (Author)
Format:	Book
Language:	English
Published:	College Station, Texas : Department of Statistics, Texas A & M University, [1989]
Series:	Technical report (Texas A & M University. Department of Statistics) ; no. 47.
Subjects:	Poisson processes. Point processes. Sequential analysis. Change-point problems. Monte Carlo method. Mathematical statistics. Shot noise. Poisson noise Sequential detection Invariance principles

Description
Abstract:	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.
Physical Description:	15 unnumbered leaves ; 28 cm
Bibliography:	Includes bibliographical references (leaves 14-15).