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

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+On moments of the first ladder height of random walks with small drift
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+Inference about the change-point from cumulative sum tests
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+CONTINUOUS INSPECTION SCHEMES
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+Normal rank
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+Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
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+Corrected diffusion approximations in certain random walk problems
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+Sequential analysis. Tests and confidence intervals
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+Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test
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+On Moment Generating Functions and Renewal Theory
@@ Property / cites work: On Moment Generating Functions and Renewal Theory / rank @@
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+Second order expansions for the moments of minimum point of an unbalanced two-sided normal random walk
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