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Inference for Change Point and Post Change Means After a CUSUM Test
This monograph is the first to systematically study the bias of estimators and construction of corrected confidence intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure. Researchers in change-point problems and sequential analysis, time series a...
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| Auteur principal : | |
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| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Inference for Change Point and Post Change Means After a CUSUM Test / by Yanhong Wu. |
| Publié : |
New York, NY :
Springer New York
, 2005 |
| Collection : | Lecture notes in statistics (Berlin, West) ; 180 |
| Titre de l'ensemble : | Lecture Notes in Statistics vol. 180 |
| Disponibilité : | L'accès complet au document est réservé aux usagers des établissements qui en ont fait l'acquisition |
| Contenu : | CUSUM Procedure. Change-Point Estimation. Confidence Interval for Change-Point. Inference for Post-Change Mean. Estimation After False Signal. Inference with Change in Variance. Sequential Classification and Segmentation. An Adaptive CUSUM Procedure. Dependent Observation Case. Other Methods and Remarks. |
| Sujets : | |
| Documents associés : | Autre format:
Inference for Change Point and Post Change Means After a CUSUM Test Autre format: Inference for Change Point and Post Change Means After a CUSUM Test |
Bib. CRDM (Mathématiques)
| | Cote | Prêt | Statut |
|---|---|---|---|
| Bibliothèque | LNS/180 | Prêt sans prolongation | Disponible |