on the use of estimating functions in monitoring time series for change points论文.pdfVIP

Journal of Statistical Planning and Inference 161 (2015) 25–49 Contents lists available at ScienceDirect Journal of Statistical Planning and Inference journal homepage: /locate/jspi On the use of estimating functions in monitoring time series for change points Claudia Kirch a,∗, Joseph Tadjuidje Kamgaing b a Otto von Guericke University Magdeburg, Institute for Mathematical Stochastics, Postfach 4120, D–39016 Magdeburg, Germany b University Kaiserslautern,