Minimax optimality of CUSUM for an autoregressive model-Reference-Cited by-同舟云学术

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Minimax optimality of CUSUM for an autoregressive model

Published:2012-05-07 Issue:4 Volume:66 Page:357-379
ISSN:0039-0402
Container-title:Statistica Neerlandica
language:en
Short-container-title:

Author:

Knoth Sven,Frisén Marianne

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9574.2012.00512.x/fullpdf

Reference37 articles.

1. A SPC procedure for detecting level shifts of autocorrelated processes;Atienza;Journal of Quality Technology,1998

2. The effect of serial correlation on the performance of CUSUM tests II;Bagshaw;Technometrics,1975

3. Statistical surveillance. Optimality and methods;Frisén;International Statistical Review,2003

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3. Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data;Applied Stochastic Models in Business and Industry;2018-07-20

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