Abstract
The paper is about detecting changes in the parameters of certain parameterized stochastic models. We apply CUSUM (Cumulated Sums) type test statistics that are based on martingale difference sequences.
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.