Bias of estimator of change point detected by a CUSUM procedure
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF02530528.pdf
Reference9 articles.
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2. Hinkley, D. V. (1971). Inference about the change point from cumulative sum tests,Biometrika,58, 509–523.
3. Page, E. S. (1954). Continuous inspection schemes,Biometrika,41, 100–114.
4. Pollak, M. and Siegmund, D. (1986). Convergence of quasi-stationary to stationary distribution for stochastically monotone Markov processes,Journal of Applied Probability,23, 215–220.
5. Siegmund, D. (1979). Corrected diffusion approximations in certain random walk problems,Advances in Applied Probability,11, 701–719.
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