Asymptotic distribution of the delay time in Page's sequential procedure

DOI10.1016/j.jspi.2013.09.001zbMath1432.62273arXiv1308.1241MaRDI QIDQ393539

Stefan Fremdt

Publication date: 23 January 2014

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

Full work available at URL: https://arxiv.org/abs/1308.1241

zbMATH Keywords

asymptotic distribution; location model; CUSUM; invariance principle; change-point; delay time; sequential test

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62L10: Sequential statistical analysis

62L15: Optimal stopping in statistics

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