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

References

• Adenstedt , R.K. and Eisenberg , B. 1974 . Linear estimation of regression coefficients . Quarterly of Applied Mathematics , 32 : 317 – 327 .
   Web of Science ®Google Scholar
• Billingsley , P. 1968 . Convergence of Probability Measures , New York : Wiley .
   Google Scholar
• . Conference on Physical Aspects of Noise in Electronic Devices . Conference on Physical Aspects of Noise in Electronic Devices . Hertfordshire, England. Stevenage : Peter Peregrinas Ltd. .
   Google Scholar
• Daley , D.J. 1971 . The definition of mulit dimensional generalization of shot noise . J. Appl. Prob. , 8 : 128 – 135 .
   Web of Science ®Google Scholar
• Dogliotti , R. , Luvison , A. and Pirani , G. 1979 . Error probability in optical fiber transmission systems . IEEE Transactions on Information Theory , IT-25 : 170 – 178 .
   Web of Science ®Google Scholar
• Fuller , W.A. 1976 . Introduction to Statistical Time Series , New York : Wiley .
   Google Scholar
• Hawkins , D.L. 1984 . Sequential procedures for deviations in the parameters of the autoregressive model from specified targets . Sequential Analysis , 3 : 121 – 154 .
   Google Scholar
• Kuno , A. and Ikegaya , K. 1973 . A statistical investigation of acoustic power radiated by a flow of random point sources . J. Acoust. Soc. Japan , 29 : 662 – 671 .
   Google Scholar
• Lugannani , R. 1978 . Sample function regularity of shot processess . SIAM J. Appl. Math. , 35 : 249 – 259 .
   Web of Science ®Google Scholar
• Middleton , D. 1973 . Man made noise in urban enviroments and transportion systems: Models and measurements . IEEE Trans. Comm. , COM-21 : 1232 – 1241 .
   Google Scholar
• Parzen , E. 1962 . “ Stochastic Processes ” . Holden-Day .
   Google Scholar
• Stone , C. 1963 . Weak convergence of stochastic processes defined on semi infinite time intervals . Proc. Amer. Math. Soc. , 14 : 694 – 696 .
   Google Scholar
• Tung , C.C. 1967 . Random response of highway bridges to vehicle loads . J. Engrg Mech. Div. , 93 : 79 – 94 . Proc. Amer. Soc. Civil Engineers, EM1
   Google Scholar
• Verveen , A. and De Felice , L. 1974 . Membrane noise . Prog. Biophys. Mol. Biol. , 28 : 189 – 269 .
   PubMedGoogle Scholar
• Westcott , M. 1976 . “ On the existence of a generalized shot-noise process ” . In Studies in Probabilty and Statistics , Amsterdam : North Holland .
   Google Scholar