Bias of estimator of change point detected by a CUSUM procedure (Q1881009): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:04, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bias of estimator of change point detected by a CUSUM procedure |
scientific article |
Statements
Bias of estimator of change point detected by a CUSUM procedure (English)
0 references
27 September 2004
0 references
change-point estimator
0 references
CUSUM procedure
0 references
quasi-stationary bias
0 references
random walk theory
0 references
strong renewal theorem
0 references
ladder epoches
0 references
ladder heights
0 references
one-parameter exponential family
0 references