A less sensitive linear detector for the change point based on kernel smoothing method
| Year of publication: |
1996
|
|---|---|
| Authors: | Wu, Yanhong |
| Published in: |
Metrika. - Springer. - Vol. 43.1996, 1, p. 43-55
|
| Publisher: |
Springer |
| Subject: | Average delay time | CUSUM procedure | EWMA procedure | Shiryayev-Roberts procedure | Efficiency |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005155799