A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown

DOI10.1080/07474949608836367zbMath0876.62066OpenAlexW2056304462MaRDI QIDQ4342159

Hong Zhou, P. K. Bhattacharya

Publication date: 16 November 1997

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

Full work available at URL: https://doi.org/10.1080/07474949608836367

zbMATH Keywords

misspecificationsequential detection

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Inference from stochastic processes (62M99) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (2)

Nonparametric Stopping Rules for Detecting Small Changes in Location and Scale Families ⋮ Nonparametric adaptive change point estimation and on line detection

Cites Work

• Unnamed Item
• Sequential detection of a change in a normal mean when the initial value is unknown
• Optimal stopping times for detecting changes in distributions
• Procedures for Reacting to a Change in Distribution

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