Cusums for tracking arbitrary functionals

DOI10.1111/STAN.12084MaRDI QIDQ6085832zbMATH OpenFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 12 December 2023

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/STAN.12084

zbMATH Keywords

asymptotic testsCUSUMsdependenceweak convergenceWiener process

Mathematics Subject Classification ID

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

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Cites work

• A Dispersion Control Chart
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• Break detection for a class of nonlinear time series models
• Break detection in the covariance structure of multivariate time series models
• CONTINUOUS INSPECTION SCHEMES
• Detection of abrupt changes: theory and application
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
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• The asymptotic behavior of some nonparametric change-point estimators
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

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