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Inference for Change Point and Post Change Means After a CUSUM Test
Yanhong Wu
Verlag Springer-Verlag, 2007
ISBN 9780387262697 , 158 Seiten
Format PDF, OL
Kopierschutz Wasserzeichen
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The main emphasis is on the inference problem for the change point and post-change parameters after a change has been detected. More specifically, due to the convenient form and statistical properties, the author concentrates on the CUSUM procedure. The goal is to provide some quantitative evaluations on the statistical properties of estimators on the change point and post-change parameters.
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