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On the change–point problem

 

作者: shoutir kishore chatterjee,   Bandyopadhyay Uttam,  

 

期刊: Sequential Analysis  （Taylor Available online 1992）
卷期: Volume 11, issue 2  

页码: 101-118

 

ISSN:0747-4946

 

年代: 1992

 

DOI:10.1080/07474949208836248

 

出版商: Marcel Dekker, Inc.

 

关键词: Asymptotic power;Change–point;contiguity;weak convergence;tightness

 

数据来源: Taylor

 

摘要:

We consider the problem of testing a shift in the level of a process occurring at an unknown time point given an intial sample of fixed size from the original unchanged process. Various large sample results for the proposed test are formulated and examined.

 

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