Inference For Change Point And Post Change Means After A Cusum Test
by Yanhong Wu /
2005 / English / PDF
1.3 MB Download
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.
