Abstract: Abstract In this article we propose some bootstrapping methods to obtain critical values for sequential change-point tests. We consider a change in the mean with i.i.d. errors. Theoretical results show the asymptotic validity of the proposed bootstrap procedures. A simulation study compares the bootstrap and the asymptotic tests and shows that the studentized bootstrap test behave generally better than asymptotic tests if measured by α- resp. β-errors and its run length.
Publication Year: 2008
Publication Date: 2008-08-22
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 41
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot