论文信息 - Sequential detection of change-points in counting processes

Sequential detection of change-points in counting processes

Instead of the standard approach in change-point theory to perform the statistical analysis based on a sample of fixed size, we have, in a series of papers—Gut and Steinebach (2002, 2004, 2005, 2009)—introduced some (truncated) sequential testing procedures for detecting a possible change-point in a sequence of renewal counting data (based on random walks). The main focus of the present paper is on “detection of an early change” and on EWMA charts.

Allan Gut | Josef Steinebach

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