Detecting a change in regression: first-order optimality
نویسندگان
چکیده
منابع مشابه
Detecting a Change in Regression: First Order Optimality
Observations are generated according to a regression with normal error as a function of time, when the process is in control. The process potentially changes at some unknown point of time and then the ensuing observations are normal with the same mean function plus an arbitrary function under suitable regularity conditions. The problem is to obtain a stopping rule that is optimal in the sense t...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1999
ISSN: 0090-5364
DOI: 10.1214/aos/1017939243