Inference for post-change parameters after sequential CUSUM test under AR(1) model
type: Item
instance of: scholarly article
title: Inference for post-change parameters after sequential CUSUM test under AR(1) model
zbMATH Open document ID: 1353.62090
author: Yanhong Wu
published in: Journal of Statistical Planning and Inference
publication date: 2015-12-22T00:00:00Z
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P12
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 6523702
zbMATH Keywords: AR(1) model
zbMATH Keywords: corrected pivot
zbMATH Keywords: model-based sequential CUSUM procedure
zbMATH Keywords: strong renewal theorem
MaRDI profile type: Publication
full work available at URL: j.jspi.2015.06.006
OpenAlex ID: W833091967
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DOI: 10.1016/J.JSPI.2015.06.006
description: scientific article; zbMATH DE number 6523702