Recursive m–test for detection of change

DOI10.1080/07474948808836143MaRDI QIDQ3814596zbMATH OpenOpenAlexFDO

Authors Marie Hušková

Publication date 1988

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948808836143

zbMATH Keywords

location modelCUSUM-statisticschange-point-problemrecursive M- estimatorsrecursive one-step version M-estimator

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Cites work

• scientific article; zbMATH DE number 3679003 (Why is no real title available?)
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Martingale Central Limit Theorems
• Nonparametric statistical procedures for the changepoint problem
• Recursive computation of M-estimates for the parameters of a finite autoregressive process
• Some Multivariate Chebyshev Inequalities with Extensions to Continuous Parameter Processes

Cited in

(6)

• scientific article; zbMATH DE number 4106045 (Why is no real title available?)
• scientific article; zbMATH DE number 3945165 (Why is no real title available?)
• scientific article; zbMATH DE number 4190925 (Why is no real title available?)
• Stochastic approximation type estimators in linear models
• scientific article; zbMATH DE number 922032 (Why is no real title available?)
• M-procedures for detection of changes for dependent observations

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