Asymptotic expansions for the CUSUM procedure in a change point problem

MaRDI QIDQ1920060zbMATH OpenFDO

Authors V. I. 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

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

Recommendations

• Asymptotic properties for the sequential CUSUM procedure
• Detecting changes in probabilities of a multi—component process
• Limit results for \(L^p\) functionals of weighted CUSUM processes
• Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues

Cited in

(2)

• Study of characteristics of the CUSUM procedure in a change point problem
• scientific article; zbMATH DE number 926583 (Why is no real title available?)

This page was built for publication: Asymptotic expansions for the CUSUM procedure in a change point problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1920060)