Inference for Change-Point and Post-Change Mean with Possible Change in Variance
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Publication:5697358
DOI10.1081/SQA-200063283zbMath1072.62066MaRDI QIDQ5697358
Publication date: 17 October 2005
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sqa-200063283
change-point problem; renewal theorem; random walk theory; biased estimation; corrected confidence interval
Related Items
Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure, A change-point problem and inference for segment signals, Inference for post-change parameters after sequential CUSUM test under AR(1) model, Hybrid regions for post-change mean in a sequence of normal variables
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