مرکز منطقه ای اطلاع رساني علوم و فناوري - On the biases of change point and change magnitude estimation after CUSUM test

Title of article :

On the biases of change point and change magnitude estimation after CUSUM test

Author/Authors :

Keyue Ding، نويسنده , , Yanhong Wu، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

1258

To page :

1280

Keywords :

bias , CUSUM process , random walk , change-point , Renewal theorem , Standard one parameter exponential family

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2006

Journal title :

Journal of Statistical Planning and Inference

Record number :

220098

Link To Document :