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Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests

Author

Listed:
  • Wolfgang Bischoff
  • Enkelejd Hashorva
  • Jürg Hüsler
  • Frank Miller

Abstract

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Suggested Citation

  • Wolfgang Bischoff & Enkelejd Hashorva & Jürg Hüsler & Frank Miller, 2005. "Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 62(1), pages 85-98, September.
    • Handle: RePEc:spr:metrik:v:62:y:2005:i:1:p:85-98
    DOI: 10.1007/s001840400354
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    Citations

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    Cited by:

    1. Enkelejd Hashorva & Yuliya Mishura & Georgiy Shevchenko, 2021. "Boundary Non-crossing Probabilities of Gaussian Processes: Sharp Bounds and Asymptotics," Journal of Theoretical Probability, Springer, vol. 34(2), pages 728-754, June.
    2. Bischoff, Wolfgang & Somayasa, Wayan, 2009. "The limit of the partial sums process of spatial least squares residuals," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2167-2177, November.
    3. Enkelejd Hashorva, 2010. "Boundary Non-crossings of Brownian Pillow," Journal of Theoretical Probability, Springer, vol. 23(1), pages 193-208, March.
    4. Pingjin Deng, 2016. "Asymptotic of Non-Crossings probability of Additive Wiener Fields," Papers 1610.07131, arXiv.org.
    5. Pingjin Deng, 2016. "The boundary non-Crossing probabilities for Slepian process," Papers 1608.01133, arXiv.org.
    6. Deng, Pingjin, 2017. "Boundary non-crossing probabilities for Slepian process," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 28-35.

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