Bias of estimator of change point detected by a CUSUM procedure (Q1881009)
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scientific article; zbMATH DE number 2103654
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias of estimator of change point detected by a CUSUM procedure |
scientific article; zbMATH DE number 2103654 |
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Bias of estimator of change point detected by a CUSUM procedure (English)
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27 September 2004
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change-point estimator
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CUSUM procedure
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quasi-stationary bias
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random walk theory
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strong renewal theorem
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ladder epoches
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ladder heights
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one-parameter exponential family
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0.93905246
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0.90953624
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0.8696683
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