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    3. Inference for Change Point and Post Change Means After a CUSUM Test

    Inference for Change Point and Post Change Means After a CUSUM Test

    Posted By: roxul
    Date: 27 Nov 2019 22:11:26
    Inference for Change Point and Post Change Means After a CUSUM Test

    Yanhong Wu, "Inference for Change Point and Post Change Means After a CUSUM Test "
    English | ISBN: 0387229272 | 2005 | 176 pages | PDF | 1288 KB

    The main emphasis is on the inference problem for the change point and post-change parameters after a change has been detected. More specifically, due to the convenient form and statistical properties, the author concentrates on the CUSUM procedure. The goal is to provide some quantitative evaluations on the statistical properties of estimators on the change point and post-change parameters.
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