Bias of estimator of change point detected by a CUSUM procedure
| Year of publication: |
2004
|
|---|---|
| Authors: | Wu, Yanhong |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 56.2004, 1, p. 127-142
|
| Publisher: |
Springer |
| Subject: | Change-point estimator | CUSUM procedure | quasi-stationary bias | random walk theory | strong renewal theorem | ladder epoches and ladder heights |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395771