Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests
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DOI: 10.1007/s001840400354
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Cited by:
- Enkelejd Hashorva, 2010. "Boundary Non-crossings of Brownian Pillow," Journal of Theoretical Probability, Springer, vol. 23(1), pages 193-208, March.
- Deng, Pingjin, 2017. "Boundary non-crossing probabilities for Slepian process," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 28-35.
- 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.
- Pingjin Deng, 2016. "Asymptotic of Non-Crossings probability of Additive Wiener Fields," Papers 1610.07131, arXiv.org.
- Pingjin Deng, 2016. "The boundary non-Crossing probabilities for Slepian process," Papers 1608.01133, arXiv.org.
- 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.
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Keywords
Primary 60G70; 62G10; 62G32; 62M02; secondary 60F10; 60G15; 62J05; Change-point problem; Quality control; Regression models; Partial sums processes; Signal-plus-noise model; Brownian motion with trend; Tests of Kolmogorov type; Extreme values; Large deviations;All these keywords.
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Statistics
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