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scientific article; zbMATH DE number 2046536
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scientific article; zbMATH DE number 2046536 |
Statements
24 February 2004
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quality control
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change point problem
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robust estimators
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time series
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0.7517136335372925
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0.739619255065918
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This extensive contribution has four parts dealing with various aspects of off-line statistical process control. The first part deals with tests on the stability of statistical models: testing changes in various linear regression models. The second part deals with estimators of change points: e.g., least squares, M-, R- and MOSUM estimators are studied including the corresponding confidence intervals. The third part presents selected limit results for deriving the limit distribution of the test statistics and change point estimators. Finally, the fourth part gives selected Matlab codes for implementation of the presented methods. For the entire collection see [Zbl 0978.00019].
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