Minimax optimality of CUSUM for an autoregressive model
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- Knoth, Sven & Frisén, Marianne, 2011. "Minimax Optimality of CUSUM for an Autoregressive Model," Research Reports 2011:4, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
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- Liubov Rabyk & Wolfgang Schmid, 2016. "EWMA control charts for detecting changes in the mean of a long-memory process," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(3), pages 267-301, April.
- Robert Garthoff & Iryna Okhrin & Wolfgang Schmid, 2014. "Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(3), pages 225-255, July.
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- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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