A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown
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Publication:4342159
DOI10.1080/07474949608836367zbMath0876.62066MaRDI QIDQ4342159
Publication date: 16 November 1997
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949608836367
60F05: Central limit and other weak theorems
62M99: Inference from stochastic processes
62L10: Sequential statistical analysis
62L15: Optimal stopping in statistics
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