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stat.ME2013
Asymptotic Distribution of the Delay Time in Page's Sequential Procedure
Stefan Fremdt
In this paper the asymptotic distribution of the stopping time in Page's sequential cumulative sum (CUSUM) procedure is presented. Page as well as ordinary cumulative sums are cons…
stat.ME2013
Page's Sequential Procedure for Change-Point Detection in Time Series Regression
Stefan Fremdt
In a variety of different settings cumulative sum (CUSUM) procedures have been applied for the sequential detection of structural breaks in the parameters of stochastic models. Yet…