A Bayesian View on Detecting Drifts by Nonparametric Methods

Stochastics and Quality Control

Volumn 17, Issue 2, 2002, Pages 177-186

  Steland, Ansgar ^a  

^a RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Bayesian robustness; control chart; economic control; jump preserving estimation; quality control; sequential analysis

Indexed keywords

EID: 10044259457     PISSN: 23672390     EISSN: 23672404     Source Type: Journal    
DOI: 10.1515/EQC.2002.177     Document Type: Article

References (11)

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9. Steland, A. (2002a). Nonparametric monitoring of financial time series by jump-preserving estimators. Statistical Papers 43, 361-377.
10. Steland, A. (2002b). Jump-preserving sequential monitoring of dependent time series under local alternatives. Submitted.
11. Steland, A. (2002c). Optimal sequential kernel smoothers under local nonparametric alternatives for dependent processes. Submitted.