Recursive m–test for detection of change

DOI10.1080/07474948808836143zbMATH Open0664.62083OpenAlexW1501690928MaRDI QIDQ3814596FDOQ3814596

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

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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
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Cited In (5)

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• Stochastic approximation type estimators in linear models
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