Inference for Change-Point and Post-Change Mean with Possible Change in Variance

DOI10.1081/SQA-200063283zbMath1072.62066OpenAlexW2064096037MaRDI QIDQ5697358

Yanhong Wu

Publication date: 17 October 2005

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

Full work available at URL: https://doi.org/10.1081/sqa-200063283

zbMATH Keywords

change-point problemrenewal theoremrandom walk theorybiased estimationcorrected confidence interval

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sequential estimation (62L12)

Related Items (4)

Inference for post-change parameters after sequential CUSUM test under AR(1) model ⋮ Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure ⋮ A change-point problem and inference for segment signals ⋮ Hybrid regions for post-change mean in a sequence of normal variables

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