Inference for Change-Point and Post-Change Mean with Possible Change in Variance

DOI10.1081/SQA-200063283zbMath1072.62066MaRDI QIDQ5697358

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

zbMATH Keywords

change-point problem; renewal theorem; random walk theory; biased estimation; corrected confidence interval

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62L12: Sequential estimation

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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