Martingale type statistics applied to change points detection

Communications in Statistics - Theory and Methods

Volumn 37, Issue 8, 2008, Pages 1207-1224

  Vexler, Albert ^a  

^a UNIVERSITY AT BUFFALO   (United States)

Author keywords

Change point; CUSUM statistics; Epidemic alternative; Martingale; Maximum likelihood; Shiryayev Roberts statistics

Indexed keywords

ASYMPTOTIC ANALYSIS; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER EXTRACTION; STATISTICAL METHODS;

CHANGE POINTS; CUSUM STATISTICS; EPIDEMIC ALTERNATIVE; MARTINGALE; SHIRYAYEV-ROBERTS STATISTICS;

PROBABILITY DISTRIBUTIONS;

EID: 39449118818     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920701713385     Document Type: Article

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