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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Wu, Yanhong (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: New York, NY : Springer New York : Imprint: Springer, 2005.
Edition:1st ed. 2005.
Series:Lecture Notes in Statistics, 180
Subjects:
Probabilities.
Statistics .
Security systems.
Econometrics.
Probability Theory.
Statistical Theory and Methods.
Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
Security Science and Technology.
Statistics in Business, Management, Economics, Finance, Insurance.
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