Wentworth
Institute of Technology
Inference for Change Point and Post Change Means After a CUSUM Test
This monograph is the first to systematically study the bias of estimators and construction of corrected confidence intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure. Researchers in change-point problems and sequential analysis, time series a...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
2005.
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| Series: | Lecture notes in statistics (Springer-Verlag) ;
v. 180. |
| Subjects: | |
| Online Access: |
Full text (Wentworth users only). |