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Log-likelihood ratio test for detecting transient change
2 references·5 citing·24 second hop
Log-likelihood ratio test for detecting transient change (2011)Log-likelihood ratio test for detecting t…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…The cusum test of homogeneity with an application in spontaneous abortion epidemiology (1985)The cusum test of homogeneity…Bivariate change point detection: Joint detection of changes in expectation and variance (2021)Bivariate change point detect…Detecting non-simultaneous changes in means of vectors (2015)Detecting non-simultaneous ch…Piterbarg theorems for chi-processes with trend (2014)Piterbarg theorems for chi-pr…Testing for multiple change points (2013)Testing for multiple change p…Exact asymptotics and limit theorems for supremum of stationary χ -processes over a random interval (2013)Exact asymptotics and limit t…Estimating the number of change-points via Schwarz' criterion (1988)Critical values for multiple structural change tests (2003)A Fast Screen and Shape Recognition Algorithm for Multiple Change-Point Detection (2018)CONTINUOUS INSPECTION SCHEMES (1954)Procedures for Reacting to a Change in Distribution (1971)An Approach to the Probability Distribution of Cusum Run Length (1972)Tests for Change-Points with Epidemic Alternatives (1993)A semiparametric changepoint model (2004)Change-point detection and bootstrap for Hilbert space valued random fields (2017)Extremes and related properties of random sequences and processes (1984)Extremal Theory for Stochastic Processes (1988)Ruin probability for Gaussian integrated processes (2002)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Optimal Detection of Changepoints With a Linear Computational Cost (2012)On Extremal Theory for Stationary Processes (1990)On asymptotic constants in the theory of extremes for Gaussian processes (2014)Parisian ruin of self-similar Gaussian risk processes (2015)On Generalised Piterbarg Constants (2017)Nonparametric Methods in Change-Point Problems (1993)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Wild binary segmentation for multiple change-point detection (2014)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)
this work references cited by second hop

References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1985The cusum test of homogeneity with an application in spontaneous abortion epidemiology94 cited

Cited by

  • 2014Piterbarg theorems for chi-processes with trend34 cited
  • 2013Exact asymptotics and limit theorems for supremum of stationary χ -processes over a random interval29 cited
  • 2013Testing for multiple change points21 cited
  • 2021Bivariate change point detection: Joint detection of changes in expectation and variance7 cited
  • 2015Detecting non-simultaneous changes in means of vectors7 cited

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