Inference for post-change parameters after sequential CUSUM test under AR(1) model

DOI10.1016/j.jspi.2015.06.006zbMath1353.62090MaRDI QIDQ900754

Yanhong Wu

Publication date: 22 December 2015

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.2015.06.006

zbMATH Keywords

strong renewal theorem; AR(1) model; corrected pivot; model-based sequential CUSUM procedure

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P12: Applications of statistics to environmental and related topics

62P30: Applications of statistics in engineering and industry; control charts

62L10: Sequential statistical analysis

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