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Limit theorems for the union-intersection test
7 references·3 citing·39 second hop
Limit theorems for the union-intersection test (1995)Limit theorems for the union-intersection…Detecting Changes in Linear Regressions (1995)Detecting Changes in Linear R…Limit theorems for change in linear regression (1994)Limit theorems for change in …The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)The Maximum Likelihood Method…Economic structural change: Analysis and forecasting (1992)Economic structural change: A…Economic Structural Change: Analysis and Forecasting (1991)Economic Structural Change: A…A u-i approach to retrospective testing for shifting parameters in a linear model (1989)A u-i approach to retrospecti…Rank Tests for Changepoint Problems (1987)Rank Tests for Changepoint Pr…Detecting at‐Most‐m Changes in Linear Regression Models (2016)Detecting at‐Most‐m Changes i…Detection of structural changes in generalized linear models (2004)Detection of structural chang…An Application of the Likelihood Method to Change-Point Detection (1997)An Application of the Likelih…CONTINUOUS INSPECTION SCHEMES (1954)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)On Tests for Detecting Change in Mean (1975)Testing for a Change in the Parameter Values and Order of an Autoregressive Model (1995)Change-Point Estimation in ARCH Models (2000)Extensions of some classical methods in change point analysis (2014)Extremes and related properties of random sequences and processes (1984)Limit theorems in change-point analysis (1997)Empirical likelihood test in a posteriori change-point nonlinear model (2015)Tests for a Change-Point (1987)20 Nonparametric methods for changepoint problems (1988)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)Change-point methods for Weibull models with applications to detection of trends in extreme temperatures (1999)Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model (2008)Change-Point Problems: Bibliography and Review (2010)Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times (1978)A Non-Parametric Approach to the Change-Point Problem (1979)SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. (1983)On-Line Statistical Process Control (2002)Adaptive Detection of Multiple Change-Points in Asset Price Volatility (2006)The Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates. (1984)On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models (1996)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Testing a Sequence of Observations for a Shift in Location (1977)Nonparametric Methods in Change-Point Problems (1993)Estimators for the Time of Change in Linear Models (1997)Off-Line Statistical Process Control (2002)Testing for change points in time series models and limiting theorems for NED sequences (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)On Persistence in Mutual Fund Performance (1997)Moments-based spillovers across gold and oil markets (2020)Big data, news diversity and financial market crash (2021)Structural breaks, ARIMA model and Finnish inflation forecasts (2001)Forecasting with equilibrium-correction models during structural breaks (2010)Is the tourism-led growth hypothesis valid after the global economic and financial crisis? The case of Spain 1957–2014 (2017)Procedures for the Detection of Multiple Changes in Series of Independent Observations (1994)Tests for a change-point in linear regression (1994)An empirical study of seasonal unit roots in forecasting (1997)
this work references cited by second hop

References

  • 1987Rank Tests for Changepoint Problems161 cited
  • 1993The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations160 cited
  • 1992Economic structural change: Analysis and forecasting84 cited
  • 1991Economic Structural Change: Analysis and Forecasting58 cited
  • 1995Detecting Changes in Linear Regressions47 cited
  • 1994Limit theorems for change in linear regression30 cited
  • 1989A u-i approach to retrospective testing for shifting parameters in a linear model27 cited

Cited by

  • 2016Detecting at‐Most‐m Changes in Linear Regression Models14 cited
  • 2004Detection of structural changes in generalized linear models13 cited
  • 1997An Application of the Likelihood Method to Change-Point Detection11 cited

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