Cusums for tracking arbitrary functionals

DOI10.1111/stan.12084zbMath1528.62087MaRDI QIDQ6085832

Saralees Nadarajah, Christopher S. Withers

Publication date: 12 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

weak convergenceWiener processasymptotic testsdependenceCUSUMs

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

Cites Work

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• Break detection in the covariance structure of multivariate time series models
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• Inference for change point and post change means after a CUSUM test.
• Accurate confidence intervals when nuisance parameters are present
• A Dispersion Control Chart
• Break Detection for a Class of Nonlinear Time Series Models
• Testing a Sequence of Observations for a Shift in Location
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• Testing and Locating Variance Changepoints with Application to Stock Prices
• CONTINUOUS INSPECTION SCHEMES

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