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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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| Main Author : | |
|---|---|
| Format : | Book |
| Language : | anglais |
| Title statement : | Inference for Change Point and Post Change Means After a CUSUM Test / by Yanhong Wu. |
| Published : |
New York, NY :
Springer New York
, 2005 |
| Series : | Lecture notes in statistics (Berlin, West) ; 180 |
| Titre de l'ensemble : | Lecture Notes in Statistics vol. 180 |
| Availability : | L'accès complet au document est réservé aux usagers des établissements qui en ont fait l'acquisition |
| Content : | 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. |
| Subjects : | |
| Related Items : | Additional physical form:
Inference for Change Point and Post Change Means After a CUSUM Test Additional physical form: Inference for Change Point and Post Change Means After a CUSUM Test |
Bib. CRDM (Mathématiques)
| Location | Call Number | Loan type | Status |
|---|---|---|---|
| Bibliothèque | LNS/180 | Prêt sans prolongation | Available |