Truncated sequential change-point detection based on renewal counting processes II
Keywords: primary 62G10;; 62G20; 62G32; 62L10; secondary 60F17;; 60G40; 60G70; 60J65; 60K05; Change-point; Training period; Extreme value asymptotics; First passage time; Increments; Renewal counting process; Sequential test; Stopping time; Strong approximation; Wi