Delay time in monitoring jump changes in linear models

Statistics

Volumn 47, Issue 1, 2013, Pages 1-25

  Černíková, Alena ^a   Hušková, Marie ^a   Prášková, Zuzana ^a   Steinebach, Josef G ^b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b UNIVERSITY OF COLOGNE   (Germany)

Author keywords

asymptotic normality; delay time; linear regression model; monitoring procedure; sequential change point analysis; stopping time

Indexed keywords

EID: 84873878985     PISSN: 02331888     EISSN: 10294910     Source Type: Journal    
DOI: 10.1080/02331888.2011.577895     Document Type: Article

References (25)

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