On the change–point problem

DOI10.1080/07474949208836248zbMath0746.62077OpenAlexW2511622790MaRDI QIDQ4012352

Uttam Bandyopadhyay, Shoutir Kishore Chatterjee

Publication date: 27 September 1992

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949208836248

zbMATH Keywords

weak convergencecontinuitytightnessasymptotic powerchangepoint problem

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05)

Related Items (2)

On detecting change in likelihood ratio ordering ⋮ A conversation with Shoutir Kishore Chatterjee

Cites Work

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• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Inference about the change-point in a sequence of random variables
• Some Characteristics of Page's Two-sided Procedure for Detecting a Change in a Location Parameter
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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