Inference for post-change mean by a CUSUM procedure

DOI10.1016/j.jspi.2005.02.022zbMath1093.62076OpenAlexW2005568752MaRDI QIDQ2499101

Yanhong Wu

Publication date: 14 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.02.022

zbMATH Keywords

change-point problemCUSUM procedureconditional random walkcorrected pivotquasi-stationary biaspost-change mean estimate

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

Related Items

Inference for post-change parameters after sequential CUSUM test under AR(1) model ⋮ Sequential Common Change Detection and Isolation of Changed Panels in Panel Data ⋮ False Alarms and Sparse Change Segment Detection by Using a CUSUM Procedure ⋮ Hybrid regions for post-change mean in a sequence of normal variables ⋮ Inference after truncated one-sided sequential test

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