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Inference for Change Point and Post Change Means After a CUSUM Test (Lecture Notes in Statistics Vol.180) (2005. XIV, 176 p.)

Wu Yanhong
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The three most studied monitoring procedures are the CUSUM procedure [Page (1954)], the EWMA procedure [Roberts (1959)] and the Shiryayev?Roberts procedure [Shiryayev (1963) and Roberts (1966)].

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