Delay time in monitoring jump changes in linear models

DOI10.1080/02331888.2011.577895zbMath1368.62234OpenAlexW2032397886MaRDI QIDQ5299460

Zuzana Prášková, Alena Černíková, Marie Hušková, Josef G. Steinebach

Publication date: 25 June 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2011.577895

zbMATH Keywords

asymptotic normalitystopping timedelay timelinear regression modelmonitoring proceduresequential change point analysis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17) Optimal stopping in statistics (62L15)

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