A CUSUM type change detection test based on martingale differences
Abstract
The paper is about detecting changes in the parameters of certain parameterized stochastic models. We apply CUSUM (Cumulated Sums) type test statistics that are based on martingale difference sequences.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.