Inference for Change Point and Post Change Means After a Cusum Test
Author:   Robert Dautray ,  Yanhong Wu
Publisher:   Springer
ISBN:  

9780387502076


Pages:   176
Publication Date:   12 May 2009
Format:   Undefined
Availability:   Out of stock   Availability explained


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


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Overview

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.

Full Product Details

Author:   Robert Dautray ,  Yanhong Wu
Publisher:   Springer
Imprint:   Springer
Dimensions:   Width: 23.40cm , Height: 1.00cm , Length: 15.60cm
Weight:   0.254kg
ISBN:  

9780387502076


ISBN 10:   0387502076
Pages:   176
Publication Date:   12 May 2009
Audience:   General/trade ,  General
Format:   Undefined
Publisher's Status:   Unknown
Availability:   Out of stock   Availability explained

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