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  • Search: subject:"CUSUM procedure"
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CUSUM procedure 3 Average delay time 1 Change-point estimator 1 EWMA procedure 1 Efficiency 1 SPRT 1 Scanning rule 1 Shiryayev-Roberts procedure 1 allocation rule 1 change point problem 1 ladder epoches and ladder heights 1 quasi-stationary bias 1 random walk theory 1 strong renewal theorem 1
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Undetermined 3
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Article 3
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Undetermined 3
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Wu, Yanhong 2 Dragalin, Vladimir 1
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Metrika 2 Annals of the Institute of Statistical Mathematics 1
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RePEc 3
Showing 1 - 3 of 3
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Bias of estimator of change point detected by a CUSUM procedure
Wu, Yanhong - In: Annals of the Institute of Statistical Mathematics 56 (2004) 1, pp. 127-142
Persistent link: https://www.econbiz.de/10005395771
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A simple and effective scanning rule for a multi-channel system
Dragalin, Vladimir - In: Metrika 43 (1996) 1, pp. 165-182
Persistent link: https://www.econbiz.de/10005756420
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A less sensitive linear detector for the change point based on kernel smoothing method
Wu, Yanhong - In: Metrika 43 (1996) 1, pp. 43-55
Persistent link: https://www.econbiz.de/10005155799
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