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Bias of estimator of change point detected by a CUSUM procedure
5 references·1 citing·20 second hop
Bias of estimator of change point detected by a CUSUM procedure (2004)Bias of estimator of change point detecte…Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test (1999)Quasi-stationary biases of ch…Sequential Analysis (1985)Sequential AnalysisCorrected diffusion approximations in certain random walk problems (1979)Corrected diffusion approxima…Inference about the Change-Point from Cumulative Sum Tests (1971)Inference about the Change-Po…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESInference for post-change mean by a CUSUM procedure (2005)Inference for post-change mea…A Diffusion Process and Its Applications to Detecting a Change in the Drift of Brownian Motion (1985)Consistent Estimation of Early and Frequent Change Points (2003)Reaction times of monitoring schemes for ARMA time series (2013)Reaction times of monitoring schemes for ARMA time series (2015)Some Limit Theorems in the Theory of Mass Service (1964)Inference About the Change-Point in a Sequence of Random Variables (1970)Approximations for the probability of ruin within finite time (1984)Simulation of Ruin Probabilities for Subexponential Claims (1997)Ruin theory with compounding assets — a survey (1998)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)The Changepoint Model for Statistical Process Control (2003)The Cusum Test for Parameter Change in Time Series Models (2003)An Overview of Phase I Analysis for Process Improvement and Monitoring (2014)Point Processes and Queues: Martingale Dynamics. (1983)First passage times of a jump diffusion process (2003)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)A Re-Evaluation of Fixed Effect(s) Meta-Analysis (2017)Procedures for Reacting to a Change in Distribution (1971)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)
this work references cited by second hop

References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1985Sequential Analysis781 cited
  • 1971Inference about the Change-Point from Cumulative Sum Tests460 cited
  • 1979Corrected diffusion approximations in certain random walk problems146 cited
  • 1999Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test20 cited

Cited by

  • 2005Inference for post-change mean by a CUSUM procedure10 cited

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