Asymptotic expansions for the CUSUM procedure in a change point problem

zbMath0848.60041MaRDI QIDQ1920060

Vladimir Ivanovich Lotov

Publication date: 28 August 1996

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

zbMATH Keywords

factorization methodchange point problemCUSUM procedurerandom walk with two barriers

Mathematics Subject Classification ID

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

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