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Journal of the American Statistical Association Volume 72, 1977 - Issue 359
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Theory and Method

Sequential Procedures for Detecting Parameter Changes in a Time-Series Model

Michael Bagshaw Federal Reserve Bank of Cleveland
&
Richard A. Johnson Department of Statistics, University of Wisconsin, Madison, WI, 53706, USA
Pages 593-597 | Received 01 Sep 1975, Published online: 05 Apr 2012

References

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  • Harrison , P. J. and Davies , Owen L. 1964 . “The Use of Cumulative Sum (Cusum) Techniques for the Control of Routine Forecast of Product Demand,” . Operations Research , 12 : 325 – 33 .
  • Stevens , C. F. 1971 . “A Bayesian Approach to Short Term Forecasting,” . Operations Research Quarterly , 22 : 341 – 62 .
  • Johnson , Richard A. and Bagshaw , Michael . 1974 . “The Effect of Serial Correlation on the Performance of Cusum Tests,” . Technometrics , 16 : 103 – 12 .
  • Page , E. S. 1954 . “Continuous Inspection Schemes,” . Biometrika , 41 : 100 – 15 .
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  • Woodward , R. H. and Goldsmith , Peter . 1964 . Cumulative Sum Techniques , London : Oliver and Boyd .

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