Truncated sequential change-point detection based on renewal counting processes II

Journal of Statistical Planning and Inference

Volumn 139, Issue 6, 2009, Pages 1921-1936

  Gut, Allan ^a   Steinebach, Josef ^b  

^a UPPSALA UNIVERSITY   (Sweden)

^b UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Change point; Extreme value asymptotics; First passage time; Increments; Renewal counting process; Sequential test; Stopping time; Strong approximation; Training period; Wiener process

Indexed keywords

EID: 61449208972     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.08.021     Document Type: Article

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