Inference for Change-Point and Post-Change Mean with Possible Change in Variance
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Publication:5697358
DOI10.1081/SQA-200063283zbMATH Open1072.62066OpenAlexW2064096037MaRDI QIDQ5697358FDOQ5697358
Authors: Yanhong Wu 
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
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Cites Work
- Sequential analysis. Tests and confidence intervals
- CONTINUOUS INSPECTION SCHEMES
- Title not available (Why is that?)
- Inference about the change-point from cumulative sum tests
- Inference for change point and post change means after a CUSUM test.
- Very weak expansions for sequential confidence levels
- Corrected diffusion approximations in certain random walk problems
- Estimation after sequential testing: A simple approach for a truncated sequential probability ratio test
- Bias of estimator of change point detected by a CUSUM procedure
- Approximate bias calculations for sequentially designed experiments
- On the bias of maximum likelihood estimation following a sequential test
- Second order expansions for the moments of minimum point of an unbalanced two-sided normal random walk
- Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test
Cited In (10)
- A lower confidence bound for the change point after a sequential CUSUM test
- Hybrid regions for post-change mean in a sequence of normal variables
- Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure
- A change-point problem and inference for segment signals
- On the biases of change point and change magnitude estimation after CUSUM test
- Inference for post-change parameters after sequential CUSUM test under AR(1) model
- Inference for mean change-point in infinite variance \(AR(p)\) process
- Inference on the change point estimator of variance in measurement error models
- Inference for change point and post change means after a CUSUM test.
- Inference for post-change mean by a CUSUM procedure
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