scientific article; zbMATH DE number 5586073

zbMATH Open1168.62106MaRDI QIDQ5323624

Dong Han, Fugee Tsung

Publication date: 23 July 2009

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J19N2/j19n25/j19n25.html

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zbMATH Keywords

average run lengthchange point detectionautocorrelated stationary processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Unnamed Item ⋮ Minimax optimality of CUSUM for an autoregressive model

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