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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| Glavni autor: | |
|---|---|
| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Izdanje: | 1st ed. 2005. |
| Serija: | Lecture Notes in Statistics
180 |
| Online pristup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Bilješka: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Mathematical analysis and numerical methods for science and technology, 1, physical origins and classical methods, Robert Dautray, Jacques-Louis Lions, Berlin, Springer, 1990, 1 vol. (XVII-695 p.), 3-540-50207-6 • Inference for change-point and post-change means after a CUSUM test, Yanhong Wu, 2005, New York, Springer, 1 vol. (XIII-158 p.), Lecture notes in statistics, 0-387-22927-2 • Mathematical analysis and numerical methods for science and technology, 1, physical origins and classical methods, Robert Dautray, Jacques-Louis Lions, Berlin, Springer, 1990, 1 vol. (XVII-695 p.), 3-540-50207-6 • Inference for change-point and post-change means after a CUSUM test, Yanhong Wu, 2005, New York, Springer, 1 vol. (XIII-158 p.), Lecture notes in statistics, 0-387-22927-2 |
Sadržaj:
- 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.