Asymptotic expansions for the CUSUM procedure in a change point problem (Q1920060)

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Asymptotic expansions for the CUSUM procedure in a change point problem
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    title
    Asymptotic expansions for the CUSUM procedure in a change point problem (English)
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    publication date
    28 August 1996
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    Mathematics Subject Classification ID
    60F99
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    62E10
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    60G50
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    zbMATH DE Number
    917967
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    zbMATH Keywords
    change point problem
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    CUSUM procedure
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    random walk with two barriers
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    factorization method
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