Inference for post-change mean by a CUSUM procedure

DOI10.1016/j.jspi.2005.02.022zbMath1093.62076MaRDI QIDQ2499101

Yanhong Wu

Publication date: 14 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.02.022

zbMATH Keywords

change-point problem; CUSUM procedure; conditional random walk; corrected pivot; quasi-stationary bias; post-change mean estimate

Mathematics Subject Classification ID

62F10: Point estimation

62P30: Applications of statistics in engineering and industry; control charts

62L10: Sequential statistical analysis

Related Items

False Alarms and Sparse Change Segment Detection by Using a CUSUM Procedure, Hybrid regions for post-change mean in a sequence of normal variables

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