Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test
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Publication:4944015
DOI10.1080/07474949908836432zbMath0944.62074OpenAlexW1554375891MaRDI QIDQ4944015
Yanhong Wu, Muni S. Srivastava
Publication date: 25 July 2000
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949908836432
Related Items (12)
Bias of estimator of change point detected by a CUSUM procedure ⋮ A lower confidence bound for the change point after a sequential CUSUM test ⋮ Inference for Change-Point and Post-Change Mean with Possible Change in Variance ⋮ Sequential Detection and Estimation of Change-Points ⋮ On the biases of change point and change magnitude estimation after CUSUM test ⋮ Inference for post-change mean by a CUSUM procedure ⋮ Sequential Change-Point Detection and Estimation ⋮ Inference after truncated one-sided sequential test ⋮ Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich ⋮ Detecting Abrupt Leaks in Blended Underground Storage Tanks ⋮ Reaction times of monitoring schemes for ARMA time series ⋮ Detection and estimation of abrupt changes in the variability of a process
Cites Work
- Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
- A diffusion process and its applications to detecting a change in the drift of Brownian motion
- Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
- Inference about the change-point from cumulative sum tests
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