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.
- ISBN10 0387262695
- ISBN13 9780387262697
- Publish Date December 2005 (first published 1 January 2005)
- Publish Status Active
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Format eBook
- Pages 190
- Language English