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The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations
5 references·16 citing·36 second hop
The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)The Maximum Likelihood Method for Testing…Tests for a Change-Point (1987)Tests for a Change-PointConfidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Confidence Regions and Tests …On Tests for Detecting Change in Mean (1975)On Tests for Detecting Change…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESA heuristic, iterative algorithm for change-point detection in abrupt change models (2017)A heuristic, iterative algori…Detection of Change in the Spatiotemporal Mean Function (2016)Detection of Change in the Sp…Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (2015)Inference for Multiple Change…Extensions of some classical methods in change point analysis (2014)Extensions of some classical …Testing for change points in time series models and limiting theorems for NED sequences (2007)Testing for change points in …Testing for change points in time series models and limiting theorems for NED sequences (2007)Testing for change points in …On the detection of changes in autoregressive time series I. Asymptotics (2006)On the detection of changes i…ON CHANGE POINT DETECTION AND ESTIMATION (2001)ON CHANGE POINT DETECTION AND…Change-Point Estimation in ARCH Models (2000)Change-Point Estimation in AR…Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999)Testing for Changes in Multiv…Change point analysis of a Gaussian model (1999)Change point analysis of a Ga…Some Problems with Application of Change-Point Detection Methods to Environmental Data (1997)Some Problems with Applicatio…On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models (1996)On the Rate of Approximations…Testing for a Change in the Parameter Values and Order of an Autoregressive Model (1995)Testing for a Change in the P…Detecting Changes in Linear Regressions (1995)Detecting Changes in Linear R…An application of the maximum likelihood test to the change-point problem (1994)An application of the maximum…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Testing for unit roots in heterogeneous panels (2003)Structural breaks in panel data: Large number of panels and short length time series (2018)Data segmentation algorithms: Univariate mean change and beyond (2021)High-Dimensional, Multiscale Online Changepoint Detection (2022)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Detection of Abrupt Changes in Signals and Dynamical Systems (1985)Testing and estimating change-points in time series (1985)Stable Non-Gaussian Random ProcessesGennady Samorodnitsky and Murad S. Taqqu Chapman and Hall, 1994 (1997)Testing a Sequence of Observations for a Shift in Location (1977)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)Fitting multiple change-point models to data (2001)Graph-based change-point detection (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (2004)Structural breaks and GARCH models of exchange rate volatility (2008)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Detection of a change-point in student-t linear regression models (2006)Cusum techniques for timeslot sequences with applications to network surveillance (2009)A cusum change-point detection algorithm for non-stationary sequences with application to data network surveillance (2010)segmented: Regression Models with Break-Points / Change-Points Estimation (with Possibly Random Effects) (2003)Optimal Detection of Changepoints With a Linear Computational Cost (2012)changepoint : An R Package for Changepoint Analysis (2014)Multiscale Change Point Inference (2014)Rank-based multiple change-point detection (2019)Procedures for Reacting to a Change in Distribution (1971)Selective review of offline change point detection methods (2019)Statistical Surveillance. Optimality and Methods (2003)Dealing with Structural Breaks (2005)Bayesian Online Changepoint Detection (2007)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 1975On Tests for Detecting Change in Mean355 cited
  • 1986Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables260 cited
  • 1987Tests for a Change-Point225 cited

Cited by

  • 2000Change-Point Estimation in ARCH Models238 cited
  • 1995Testing for a Change in the Parameter Values and Order of an Autoregressive Model148 cited
  • 2014Extensions of some classical methods in change point analysis127 cited
  • 2017A heuristic, iterative algorithm for change-point detection in abrupt change models104 cited
  • 2001ON CHANGE POINT DETECTION AND ESTIMATION96 cited
  • 2015Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics89 cited
  • 1999Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes85 cited
  • 2006On the detection of changes in autoregressive time series I. Asymptotics79 cited
  • 1996On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models73 cited
  • 1997Some Problems with Application of Change-Point Detection Methods to Environmental Data

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72 cited
  • 1994An application of the maximum likelihood test to the change-point problem72 cited
  • 2007Testing for change points in time series models and limiting theorems for NED sequences51 cited
  • 2016Detection of Change in the Spatiotemporal Mean Function47 cited
  • 1995Detecting Changes in Linear Regressions47 cited
  • 2007Testing for change points in time series models and limiting theorems for NED sequences41 cited
  • 1999Change point analysis of a Gaussian model34 cited