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Monitoring procedures for detecting gradual changes

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zbMATH Open1302.62004MaRDI QIDQ6486806FDOQ6486806


Authors: Hella Timmermann Edit this on Wikidata


Publication date: 17 November 2014


Full work available at URL: http://d-nb.info/1057957003/34




Recommendations

  • Sequential detection of gradual changes in the location of a general stochastic process
  • Sequential testing of gradual changes in the drift of a stochastic process
  • Some remarks on the testing of smooth changes in the linear drift of a stochastic process
  • Delay time in sequential detection of change
  • Sequential change-point detection for diffusion processes


Mathematics Subject Classification ID

Parametric inference (62F99) Sequential statistical analysis (62L10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)







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