Inference for change-point and post-change means after a CUSUM test
Studies the bias of estimators and construction of corrected confidence intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure. This monograph includes case studies based on data sets from river flow, accident interval, stock prices, and global wa...
| Main Author: | Wu, Yanhong. |
|---|---|
| Other Authors: | SpringerLink (Online Service) |
| Format: | eBook |
| Language: | English |
| Published: |
New York :
Springer,
2005.
|
| Physical Description: |
1 online resource (xiii, 158 pages) : illustrations. |
| Series: |
Lecture notes in statistics (Springer-Verlag) ;
v. 180. |
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |