Inference for post-change parameters after sequential CUSUM test under AR(1) model

DOI10.1016/J.JSPI.2015.06.006MaRDI QIDQ900754zbMATH OpenOpenAlexFDO

Authors Yanhong Wu

Publication date 22 December 2015

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.2015.06.006

zbMATH Keywords

strong renewal theoremAR(1) modelcorrected pivotmodel-based sequential CUSUM procedure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Applications of statistics to environmental and related topics (62P12)

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Cites work

• scientific article; zbMATH DE number 1146587 (Why is no real title available?)
• scientific article; zbMATH DE number 795279 (Why is no real title available?)
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• Inference for post-change mean by a CUSUM procedure
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• The Effect of Serial Correlation on the Performance of CUSUM Tests
• The effect of serial correlation on the in-control average run length of cumulative score charts

Cited in

(4)

• Inference for Change-Point and Post-Change Mean with Possible Change in Variance
• Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure
• Inference for change point and post change means after a CUSUM test.
• Inference for post-change mean by a CUSUM procedure

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