Truncated Sequential Change‐point Detection based on Renewal Counting Processes

DOI10.1111/1467-9469.00313zbMath1039.62074OpenAlexW2111369928MaRDI QIDQ4455927

Allan Gut, Josef G. Steinebach

Publication date: 16 March 2004

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00313

zbMATH Keywords

stopping timerenewal counting processstrong approximationsequential testextreme value asymptotics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10) Reliability and life testing (62N05) Renewal theory (60K05)

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Cites Work

• Unnamed Item
• Extremes and related properties of random sequences and processes
• First passage time for some stationary processes
• On extreme value asymptotics for increments of renewal processes
• Block records and maxima of the increments of the Wiener process
• Truncated Sequential Change‐point Detection based on Renewal Counting Processes
• Testing for changes in the mean or variance of a stochastic process under weak invariance

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