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  • Search: subject:"strong renewal theorem"
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strong renewal theorem 2 Brownian motion 1 CUSUM procedure 1 Change-point estimator 1 ladder epoches and ladder heights 1 ladder height and ladder epoch 1 quasi-stationary bias 1 random walk theory 1
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Undetermined 2
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Article 2
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Undetermined 2
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Wu, Yanhong 2
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Annals of the Institute of Statistical Mathematics 2
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RePEc 2
Showing 1 - 2 of 2
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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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Second Order Expansions for the Moments of Minimum Point of an Unbalanced Two-sided Normal Random Walk
Wu, Yanhong - In: Annals of the Institute of Statistical Mathematics 51 (1999) 1, pp. 187-200
Persistent link: https://www.econbiz.de/10005169179
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