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Inference for Change Point and Post Change Means After a CUSUM Test

Inference for Change Point and Post Change Means After a CUSUM Test
Catalogue Information
Field name Details
Dewey Class 519.5 (DDC 22)
Title Inference for Change Point and Post Change Means After a CUSUM Test (EB) / by Yanhong Wu
Author Wu, Yanhong
Other name(s) SpringerLink (Online service)
Publication New York, NY : Springer , 2005
Physical Details : v.: digital
Series Lecture Notes in Statistics 0930-0325 ; 180
ISBN 9780387262697
Summary Note CUSUM Procedure.- Change-Point Estimation.- Confidence Interval for Change-Point.- Inference for Post-Change Mean.- Estimation After False Signal.- Inference with Change in Variance.- Sequential Classification and Segmentation.- An Adaptive CUSUM Procedure.- Dependent Observation Case.- Other Methods and Remarks.:
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/b100107
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