Asymptotic expansions for the CUSUM procedure in a change point problem

zbMATH Open0848.60041MaRDI QIDQ1920060FDOQ1920060

V. I. Lotov

Publication date: 28 August 1996

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

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zbMATH Keywords

factorization methodchange point problemCUSUM procedurerandom walk with two barriers

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Cited In (2)

• Study of characteristics of the CUSUM procedure in a change point problem
• Title not available (Why is that?)

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