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.
Online Access:Texto Completo
Table of Contents:
  • 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.

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