Inference for post-change mean by a CUSUM procedure (Q2499101)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5045488
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Inference for post-change mean by a CUSUM procedure |
scientific article; zbMATH DE number 5045488 |
Statements
Inference for post-change mean by a CUSUM procedure (English)
0 references
14 August 2006
0 references
change-point problem
0 references
corrected pivot
0 references
CUSUM procedure
0 references
post-change mean estimate
0 references
quasi-stationary bias
0 references
conditional random walk
0 references
0 references
0 references
0 references
0 references
0 references
0.9119049906730652
0 references
0.9086751341819764
0 references
0.8542768955230713
0 references
0.833320140838623
0 references