Inference for Change Point and Post Change Means After a CUSUM Test
| Author | : Yanhong Wu |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 164 |
| Release | : 2007-12-29 |
| ISBN-10 | : 9780387262697 |
| ISBN-13 | : 0387262695 |
| Rating | : 4/5 (97 Downloads) |
Book Synopsis Inference for Change Point and Post Change Means After a CUSUM Test by : Yanhong Wu
Download or read book Inference for Change Point and Post Change Means After a CUSUM Test written by Yanhong Wu and published by Springer Science & Business Media. This book was released on 2007-12-29 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
