Recursive m–test for detection of change

DOI10.1080/07474948808836143zbMATH Open0664.62083OpenAlexW1501690928MaRDI QIDQ3814596FDOQ3814596

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

Recommendations

• scientific article; zbMATH DE number 3945165
• scientific article; zbMATH DE number 863574
• scientific article; zbMATH DE number 1124615
• scientific article; zbMATH DE number 4106045
• scientific article; zbMATH DE number 4086773

zbMATH Keywords

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

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Cites Work

• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Martingale Central Limit Theorems
• Recursive computation of M-estimates for the parameters of a finite autoregressive process
• Some Multivariate Chebyshev Inequalities with Extensions to Continuous Parameter Processes
• Nonparametric statistical procedures for the changepoint problem
• Title not available (Why is that?)

Cited In (6)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic approximation type estimators in linear models
• Title not available (Why is that?)
• M-procedures for detection of changes for dependent observations

This page was built for publication: Recursive m–test for detection of change

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3814596)