Bias of estimator of change point detected by a CUSUM procedure (Q1881009): Difference between revisions

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Revision as of 05:04, 5 March 2024

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Bias of estimator of change point detected by a CUSUM procedure
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    Bias of estimator of change point detected by a CUSUM procedure (English)
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    27 September 2004
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    change-point estimator
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    CUSUM procedure
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    quasi-stationary bias
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    random walk theory
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    strong renewal theorem
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    ladder epoches
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    ladder heights
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    one-parameter exponential family
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