OPTIMAL CHANGE-POINT DETECTION IN TREND MODELS WITH INTEGRATED MOVING AVERAGE ERRORS
type: Item
instance of: scholarly article
title: OPTIMAL CHANGE-POINT DETECTION IN TREND MODELS WITH INTEGRATED MOVING AVERAGE ERRORS
zbMATH Open document ID: 0999.62064
DOI: 10.1081/SQA-120004175
author: K. Suresh Chandra
author: H. Jalikop Vaman
published in: Sequential Analysis
publication date: 2002-12-03T00:00:00Z
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1810459
zbMATH Keywords: polynomial trend model
MaRDI profile type: MaRDI publication profile
cites work: A change in level of a non-stationary time series
cites work: A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
cites work: Q5617375
cites work: Q3731548
cites work: Optimal online detection of parameter changes in two linear models
full work available at URL: sqa-120004175
OpenAlex ID: W2060582779
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description: scientific article; zbMATH DE number 1810459