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 method; change point problem; CUSUM procedure; random walk with two barriers

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

62E10: Characterization and structure theory of statistical distributions

60F99: Limit theorems in probability theory