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• W833091967 abstract "Abstract For a sequence of correlated normal random variables following the AR(1) change-point model, the inference problem for the change-point and post-change mean is considered when the residuals are used to form the sequential model-based CUSUM procedure. Higher order biases and corrected pivots are developed to construct confidence intervals. Numerical comparison with the classical CUSUM procedure shows that the model-based CUSUM procedure has smaller average delay detection time and change-point estimation bias. Northern hemisphere average temperature data is used for illustration." @default.
• W833091967 created "2016-06-24" @default.
• W833091967 creator A5028069653 @default.
• W833091967 date "2016-01-01" @default.
• W833091967 modified "2023-09-27" @default.
• W833091967 title "Inference for post-change parameters after sequential CUSUM test under AR(1) model" @default.
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• W833091967 doi "https://doi.org/10.1016/j.jspi.2015.06.006" @default.
• W833091967 hasPublicationYear "2016" @default.
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