Timmermann, Hella (2015). Sequential detection of gradual changes in the location of a general stochastic process. Stat. Probab. Lett., 99. S. 85 - 94. AMSTERDAM: ELSEVIER. ISSN 1879-2103
Full text not available from this repository.Abstract
We present monitoring procedures for a class of general stochastic processes which exhibit a possible gradually increasing or decreasing perturbation in their otherwise linear drift term. The suggested detectors are based on weighted increments of the process for which we derive asymptotic critical values and under the alternative consistency and asymptotic normality of the stopping times. (C) 2015 Elsevier B.V. All rights reserved.
| Item Type: | Journal Article | ||||||||
| Creators: |
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| URN: | urn:nbn:de:hbz:38-403505 | ||||||||
| DOI: | 10.1016/j.spl.2015.01.001 | ||||||||
| Journal or Publication Title: | Stat. Probab. Lett. | ||||||||
| Volume: | 99 | ||||||||
| Page Range: | S. 85 - 94 | ||||||||
| Date: | 2015 | ||||||||
| Publisher: | ELSEVIER | ||||||||
| Place of Publication: | AMSTERDAM | ||||||||
| ISSN: | 1879-2103 | ||||||||
| Language: | English | ||||||||
| Faculty: | Unspecified | ||||||||
| Divisions: | Unspecified | ||||||||
| Subjects: | no entry | ||||||||
| Uncontrolled Keywords: |
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| URI: | http://kups.ub.uni-koeln.de/id/eprint/40350 |
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