An extension of a change-point problem

DOI10.1080/02331880802395930zbMath1278.62020OpenAlexW2042470423WikidataQ58322527 ScholiaQ58322527MaRDI QIDQ3396483

Albert Vexler, Chengqing Wu, Enrique F. Schisterman, Brian W. Whitcomb, Aiyi Liu

Publication date: 18 September 2009

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880802395930

zbMATH Keywords

classificationlikelihood ratiomartingalechange-pointCUSUM statisticslimit of detectionmartingale transformsDoob decompositionShiryayev-Roberts statistics

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Compound decision problems in statistical decision theory (62C25)

Related Items (3)

Retrospective Change Point Detection: From Parametric to Distribution Free Policies ⋮ Density-Based Empirical Likelihood Ratio Change Point Detection Policies ⋮ Generalized Poisson integer-valued autoregressive processes with structural changes

Uses Software

• NADA

Cites Work

• Unnamed Item
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• CONTINUOUS INSPECTION SCHEMES

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