Inference for change point and post change means after a CUSUM test Wu, Yanhong
By: Wu, Yanhong
Material type: 
TextSeries: 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.
| Item type | Current location | Item location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|
| Books | Vikram Sarabhai Library | Slot 1418 (0 Floor, East Wing) | 519.5 W8Y2 (Browse shelf) | Available | 159511 |
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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