article · RePEc: Research Papers in Economics

Detecting change in a random sequence

CsoÂ¨rgo, MikloÂ´s, HorvaÂ´th, Lajos

Cited by 0Abstract and details only

Abstract

We propose a sequential procedure for detecting a possible changepoint in a random sequence of observations so that we can fix the probabilty of stopping at any level if there is no change, while otherwise we will stop with probabilty one in a specified length of time.

Cite this paper

APA 7

CsoÂ¨rgo, M., & HorvaÂ´th, L. (n.d.). Detecting change in a random sequence. RePEc: Research Papers in Economics.

MLA 9

CsoÂ¨rgo, MikloÂ´s, and Lajos HorvaÂ´th. “Detecting change in a random sequence.” RePEc: Research Papers in Economics.

Chicago

CsoÂ¨rgo, MikloÂ´s, and Lajos HorvaÂ´th. n.d.. “Detecting change in a random sequence.” RePEc: Research Papers in Economics.

Harvard

CsoÂ¨rgo, M. and HorvaÂ´th, L. (n.d.) ‘Detecting change in a random sequence’, RePEc: Research Papers in Economics.

BibTeX

@article{csoargodetecting,
  title = {{Detecting change in a random sequence}},
  author = {CsoÂ¨rgo, MikloÂ´s and HorvaÂ´th, Lajos},
  journal = {RePEc: Research Papers in Economics}
}

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