Monitoring shifts in mean: Asymptotic normality of stopping times
Year of publication: |
2008
|
---|---|
Authors: | Aue, Alexander ; Horváth, Lajos ; Kokoszka, Piotr ; Steinebach, Josef |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 17.2008, 3, p. 515-530
|
Publisher: |
Springer |
Subject: | Asymptotic normality | Change in the mean | CUSUM | Sequential detection |
-
Bayesian analysis of autoregressive time series with change points
Barbieri, Maria, (1998)
-
Castro, Tomas del Barrio, (2013)
-
Testing for periodic integration with a changing mean
Barrio Castro, Tomás del, (2019)
- More ...
-
Rescaled range analysis in the presence of stochastic trend
Aue, Alexander, (2007)
-
Estimation in Random Coefficient Autoregressive Models
Aue, Alexander, (2006)
-
Sequential testing for the stability of high-frequency portfolio betas
Aue, Alexander, (2012)
- More ...