An adaptation of Page's CUSUM test for change detection

DOI10.1007/S10998-005-0007-7zbMath1092.62075OpenAlexW2027483418MaRDI QIDQ2568547

Daniel Serban, Edit Gombay

Publication date: 27 June 2006

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10998-005-0007-7

zbMATH Keywords

Brownian motioninvariance principleslaw of iterated logarithmrestricted maximum likelihood estimatorPage's CUSUM test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17) Asymptotic properties of parametric tests (62F05)

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