Asymptotic distribution of the delay time in Page's sequential procedure
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Publication:393539
DOI10.1016/j.jspi.2013.09.001zbMath1432.62273arXiv1308.1241MaRDI QIDQ393539
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
asymptotic distribution; location model; CUSUM; invariance principle; change-point; delay time; sequential test
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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