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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
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Efficiency
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SPRT
1
Scanning rule
1
Shiryayev-Roberts procedure
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allocation rule
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change point problem
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ladder epoches and ladder heights
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quasi-stationary bias
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random walk theory
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Wu, Yanhong
2
Dragalin, Vladimir
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Metrika
2
Annals of the Institute of Statistical Mathematics
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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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2
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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3
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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