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Asymptotic behaviour of a test statistic for detection of change in mean of vectors
7 references·1 citing·28 second hop
Asymptotic behaviour of a test statistic for detection of change in mean of vectors (2009)Asymptotic behaviour of a test statistic …Permutation principles for the change analysis of stochastic processes under strong invariance (2005)Permutation principles for th…Testing for changes using permutations of U-statistics (2004)Testing for changes using per…On a Test Statistic for Linear Trend (2003)On a Test Statistic for Linea…Permutation tests in change point analysis (2001)Permutation tests in change p…Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999)Testing for Changes in Multiv…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…On Extremal Theory for Stationary Processes (1990)On Extremal Theory for Statio…Piterbarg theorems for chi-processes with trend (2014)Piterbarg theorems for chi-pr…On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models (1996)Bootstrapping sequential change-point tests for linear regression (2011)Nonparametric tests for change-point detection à la Gombay and Horváth (2012)Data segmentation algorithms: Univariate mean change and beyond (2021)20 Nonparametric methods for changepoint problems (1988)Invariance principles for changepoint problems (1988)Multiple change-point estimation with U-statistics (2010)Multivariate Kendall's tau for change‐point detection in copulas (2012)Robust Change Point Analysis (2013)The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)Testing for a Change in the Parameter Values and Order of an Autoregressive Model (1995)Breaking down the non-normality of stock returns (2009)Detecting gradual changes in locally stationary processes (2015)Detecting Relevant Changes in Time Series Models (2015)Extremes and related properties of random sequences and processes (1984)Testing for changes in the mean or variance of a stochastic process under weak invariance (2000)Resampling in the frequency domain of time series to determine critical values for change-point tests (2007)Sequential detection of gradual changes in the location of a general stochastic process (2015)Moving Sum Data Segmentation for Stochastic Processes Based on Invariance (2021)Ruin probability for Gaussian integrated processes (2002)On asymptotic constants in the theory of extremes for Gaussian processes (2014)Parisian ruin of self-similar Gaussian risk processes (2015)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)Extremes of a class of nonhomogeneous Gaussian random fields (2016)Sequential testing of gradual changes in the drift of a stochastic process (2011)Detecting at‐Most‐m Changes in Linear Regression Models (2016)
this work references cited by second hop

References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1990On Extremal Theory for Stationary Processes91 cited
  • 1999Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes85 cited
  • 2001Permutation tests in change point analysis69 cited
  • 2003On a Test Statistic for Linear Trend23 cited
  • 2004Testing for changes using permutations of U-statistics22 cited
  • 2005Permutation principles for the change analysis of stochastic processes under strong invariance21 cited

Cited by

  • 2014Piterbarg theorems for chi-processes with trend34 cited

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