Inference for post-change parameters after sequential CUSUM test under AR(1) model-Reference-Cited by-同舟云学术

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Inference for post-change parameters after sequential CUSUM test under AR(1) model

Published:2016-01 Issue: Volume:168 Page:52-67
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Wu Yanhong

Funder

California State University Stanislaus

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference42 articles.

1. Structural breaks in time series;Aue;J. Time Ser. Anal.,2013

2. The effect of serial correlation on the performance of CUSUM tests;Bagshaw;Technometrics,1974

3. Testing for changes in the covariance structure of linear processes;Berkes;J. Statist. Plann. Inference,2009

4. Testing for structural change of AR model to threshold AR models;Berkes;J. Time Ser. Anal.,2011

5. The effect of serial correlation on the in-control average run length of cumulative score charts;Bohm;J. Statist. Plann. Inference,1996

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1. Exploring the longevity risk using statistical tools derived from the Shiryaev–Roberts procedure;European Actuarial Journal;2018-04-03

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