Sequential change-point analysis based on weighted moving averages.

MaRDI QIDQ3562792zbMATH OpenFDO

Authors Mario Kühn

Publication date 28 May 2010

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

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