Asymptotic law in sequential estimation of a change point

DOI10.1016/0167-7152(93)90072-QzbMath0773.62058OpenAlexW2001114867MaRDI QIDQ1210129

O. de Cambry

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90072-q

zbMATH Keywords

change point problemfirst hitting timesconvergence theorems on recursive processesGaussian limitsknown distributionsPage-Hinckley detector

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12)

Cites Work

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