A lower confidence bound for the change point after a sequential CUSUM test
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Publication:1395892
DOI10.1016/S0378-3758(02)00147-7zbMath1016.62091OpenAlexW2031481152MaRDI QIDQ1395892
Publication date: 1 July 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00147-7
Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Related Items
Sequential Detection and Estimation of Change-Points ⋮ On the biases of change point and change magnitude estimation after CUSUM test
Cites Work
- Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
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- Optimal stopping times for detecting changes in distributions
- On moments of the first ladder height of random walks with small drift
- The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
- A diffusion process and its applications to detecting a change in the drift of Brownian motion
- Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
- Corrected diffusion approximations in certain random walk problems
- Cusum procedure for monitoring variability
- PROPERTIES OF THE MINIMUM POINT OF AN UNBALANCED TWO-SIDED RANDOM WALK
- Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test
- Procedures for Reacting to a Change in Distribution
- CONTINUOUS INSPECTION SCHEMES
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