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

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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 PDF Author: Yanhong Wu
Publisher: Springer Science & Business Media
ISBN: 0387262695
Category : Mathematics
Languages : en
Pages : 164

Book Description
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, the author concentrates on the CUSUM procedure. The goal is to provide some quantitative evaluations on the statistical properties of estimators on the change point and post-change parameters.
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