Sequential testing of gradual changes in the drift of a stochastic process
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Publication:538120
DOI10.1016/j.jspi.2011.02.020zbMath1213.62129MaRDI QIDQ538120
Hella Timmermann, Josef G. Steinebach
Publication date: 23 May 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.02.020
62L10: Sequential statistical analysis
62M07: Non-Markovian processes: hypothesis testing
62L15: Optimal stopping in statistics
Related Items
Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown, Monitoring a Poisson process subject to gradual changes in the arrival rates, Sequential detection of gradual changes in the location of a general stochastic process, Asymmetric cusp estimation in regression models
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