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Cusums for tracking arbitrary functionals

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  • Christopher S. Withers
  • Saralees Nadarajah

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  • Christopher S. Withers & Saralees Nadarajah, 2016. "Cusums for tracking arbitrary functionals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(3), pages 193-228, August.
    • Handle: RePEc:bla:stanee:v:70:y:2016:i:3:p:193-228
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    File URL: http://hdl.handle.net/10.1111/stan.12084
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    References listed on IDEAS

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    1. Ploberger, Werner & Krämer;, Walter, 1990. "The Local Power of the CUSUM and CUSUM of Squares Tests," Econometric Theory, Cambridge University Press, vol. 6(3), pages 335-347, September.
    2. Richard A. Davis & Thomas C. M. Lee & Gabriel A. Rodriguez‐Yam, 2008. "Break Detection for a Class of Nonlinear Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 834-867, September.
    3. G. K. Kanji & Osama Hasan Arif, 2000. "Median rankit control chart by the quantile approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(6), pages 757-770.
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