{"product_id":"inference-for-change-point-and-yanhong-wu-9780387229270","title":"Inference for Change Point and Post Change Means After a Cusum Test","description":"The 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Yanhong Wu\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 0387229272\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780387229270\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 01\/14\/2005\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 158\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.55lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 8.90h x 6.00w x 0.40d","brand":"Yanhong Wu","offers":[{"title":"Paperback","offer_id":47421683597567,"sku":"9780387229270","price":54.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_4c1c4d32-6628-4cee-92d6-c229d09c63d5.jpg?v=1761527086","url":"https:\/\/www.whiterainbookhouse.com\/products\/inference-for-change-point-and-yanhong-wu-9780387229270","provider":"WR Book House","version":"1.0","type":"link"}