Bias of estimator of change point detected by a CUSUM procedure

Yanhong Wu

Annals of the Institute of Statistical Mathematics, 2004, vol. 56, issue 1, 127-142

Keywords: Change-point estimator; CUSUM procedure; quasi-stationary bias; random walk theory; strong renewal theorem; ladder epoches and ladder heights (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1007/BF02530528

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