Asymptotic properties for the sequential CUSUM procedure

DOI10.1016/0167-7152(88)90091-0zbMath0662.62083OpenAlexW1968173447MaRDI QIDQ1113593

Vera R. Huse

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90091-0

zbMATH Keywords

Wiener processempirical distributionchangepoint problemone-sided stopping ruletwo-sided stopping rules

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17)

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Cites Work

• Nonparametric tests for the changepoint problem
• Boundary crossing probabilities and statistical applications
• Detecting change in a random sequence
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