Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test (Q4944015)
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scientific article; zbMATH DE number 1417263
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| English | Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test |
scientific article; zbMATH DE number 1417263 |
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Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test (English)
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25 July 2000
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bias reduction
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change point problem
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CUSUM process
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Brownian motion
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0.95296276
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0.90953624
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0.8902259
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0.8791716
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0.87492377
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