Inference for change point and post change means after a CUSUM test Wu, Yanhong

By: Wu, Yanhong
Material type: TextTextSeries: Lecture notes in Statistics, no.180Publisher: New York Springer Verlag 2005Description: xi, 159 p.ISBN: 9780387229270Subject(s): Statisitcs | Probabilities | Stochastic processes | Econometrics | CUSUM testDDC classification: 519.5 Summary: This monograph is the studies the bias of estimators and construction of corrected intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure.
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This monograph is the studies the bias of estimators and construction of corrected intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure.

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