A surveillance procedure for random walks based on local linear estimation (Q3569204)
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scientific article; zbMATH DE number 5723362
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| default for all languages | No label defined |
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| English | A surveillance procedure for random walks based on local linear estimation |
scientific article; zbMATH DE number 5723362 |
Statements
A surveillance procedure for random walks based on local linear estimation (English)
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18 June 2010
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change point
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non-standard asymptotics
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invariance principle
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nonparametric regression
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sequential analysis
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weak dependence
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0.7399691939353943
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0.7335967421531677
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0.730076253414154
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