Asymptotic expansions for the CUSUM procedure in a change point problem (Q1920060)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions for the CUSUM procedure in a change point problem |
scientific article |
Statements
Asymptotic expansions for the CUSUM procedure in a change point problem (English)
0 references
28 August 1996
0 references
change point problem
0 references
CUSUM procedure
0 references
random walk with two barriers
0 references
factorization method
0 references
