Asymptotic expansions for the CUSUM procedure in a change point problem (Q1920060)
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scientific article; zbMATH DE number 917967
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| English | Asymptotic expansions for the CUSUM procedure in a change point problem |
scientific article; zbMATH DE number 917967 |
Statements
Asymptotic expansions for the CUSUM procedure in a change point problem (English)
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28 August 1996
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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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0.8410390019416809
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0.7902811765670776
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0.7663958668708801
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