{"product_id":"inference-for-change-point-and-post-change-means-after-a-cusum-test-lecture-notes-in-statistics-180-0387229272","title":"Inference for Change Point and Post Change Means After a CUSUM Test (Lecture Notes in Statistics, 180)","description":"\u003cp\u003e\u003cstrong\u003eISBN:\u003c\/strong\u003e 0387229272\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eAuthor:\u003c\/strong\u003e Wu, Yanhong\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eCondition:\u003c\/strong\u003e New\u003c\/p\u003e\u003cp\u003eThe change-point problem has attracted many statistical researchers and practitioners during the last few decades. Here, we only concentrate on the sequential change-point problem. Starting from the Shewhart chart with app- cations to quality control [see Shewhart (1931)], several monitoring procedures have been developed for a quick detection of change. The three most studied monitoring procedures are the CUSUM procedure [Page (1954)], the EWMA procedure [Roberts (1959)] and the Shiryayev?Roberts procedure [Shiryayev (1963) and Roberts (1966)]. Extensive studies have been conducted on the p- formancesofthesemonitoringproceduresandcomparisonsintermsofthedelay detection time. Lai (1995) made a review on the state of the art on these charts and proposed several possible generalizations in order to detect a change in the case of the unknown post-change parameter case. In particular, a wind- limited version of the generalized likelihood ratio testing procedure studied by Siegmund and Venkatraman (1993) is proposed for a more practical treatment even when the observations are correlated. In this work, our main emphasis is on the inference problem for the chan- point and the post-change parameters after a signal of change is made. More speci?cally, due to its convenient form and statistical properties, most d- cussions are concentrated on the CUSUM procedure. Our goal is to provide some quantitative evaluations on the statistical properties of estimators for the change-point and the post-change parameters.\u003c\/p\u003e","brand":"Mia Karts","offers":[{"title":"Default Title","offer_id":51824171450656,"sku":"NEW0387229272","price":65.98,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0980\/7426\/3840\/files\/51IhARGkYDL.jpg?v=1781208899","url":"https:\/\/miakarts.com\/products\/inference-for-change-point-and-post-change-means-after-a-cusum-test-lecture-notes-in-statistics-180-0387229272","provider":"Miakarts Books","version":"1.0","type":"link"}