| 書目名稱 | Inference for Change Point and Post Change Means After a CUSUM Test |
| 編輯 | Yanhong Wu |
| 視頻video | http://file.papertrans.cn/465/464589/464589.mp4 |
| 概述 | The main emphasis is on the inference problem for the change point and post-change parameters after a change has been detected.More specifically, due to the convenient form and statistical properties, |
| 叢書名稱 | Lecture Notes in Statistics |
| 圖書封面 |  |
| 描述 | The change-point problem has attracted many statistical researchers and practitioners during the last few decades. Here, we only concentrate on the sequential change-point problem. Starting from the Shewhart chart with app- cations to quality control [see Shewhart (1931)], several monitoring procedures have been developed for a quick detection of change. The three most studied monitoring procedures are the CUSUM procedure [Page (1954)], the EWMA procedure [Roberts (1959)] and the Shiryayev?Roberts procedure [Shiryayev (1963) and Roberts (1966)]. Extensive studies have been conducted on the p- formancesofthesemonitoringproceduresandcomparisonsintermsofthedelay detection time. Lai (1995) made a review on the state of the art on these charts and proposed several possible generalizations in order to detect a change in the case of the unknown post-change parameter case. In particular, a wind- limited version of the generalized likelihood ratio testing procedure studied by Siegmund and Venkatraman (1993) is proposed for a more practical treatment even when the observations are correlated. In this work, our main emphasis is on the inference problem for the chan- point and the post-change |
| 出版日期 | Book 2005 |
| 關(guān)鍵詞 | Estimator; Stochastic model; Stochastic models; Time series; Variance; classification; sets; statistics; qua |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b100107 |
| isbn_softcover | 978-0-387-22927-0 |
| isbn_ebook | 978-0-387-26269-7Series ISSN 0930-0325 Series E-ISSN 2197-7186 |
| issn_series | 0930-0325 |
| copyright | Springer-Verlag New York 2005 |
|Archiver|手機(jī)版|小黑屋|
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