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A lower confidence bound for the change point after a sequential CUSUM test - MaRDI portal

A lower confidence bound for the change point after a sequential CUSUM test (Q1395892)

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scientific article; zbMATH DE number 1945059
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A lower confidence bound for the change point after a sequential CUSUM test
scientific article; zbMATH DE number 1945059

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    A lower confidence bound for the change point after a sequential CUSUM test (English)
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    1 July 2003
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    standard one parameter exponential family
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    random walk
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    renewal theorem
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    detecting change in variance
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