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Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator
9 references·0 citing·30 second hop
Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator (2004)Cusum Test for Parameter Change Based on …Parametric Statistical Change Point Analysis (2011)Parametric Statistical Change…The Cusum Test for Parameter Change in Time Series Models (2003)The Cusum Test for Parameter …Parametric Statistical Change Point Analysis (2000)Parametric Statistical Change…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models (1996)On the Rate of Approximations…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…An application of the maximum likelihood test to the change-point problem (1994)An application of the maximum…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…On Tests for Detecting Change in Mean (1975)Testing a Sequence of Observations for a Shift in Location (1977)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Change point problems in the model of logistic regression (2004)Empirical likelihood ratio test for the change-point problem (2006)Change point detection in heteroscedastic time series (2017)Tests for a Change-Point (1987)Some Problems with Application of Change-Point Detection Methods to Environmental Data (1997)Permutation tests in change point analysis (2001)Change analysis of a dynamic copula for measuring dependence in multivariate financial data (2009)Time Series Analysis: Forecasting and Control (1977)A Guide to Simulation (1983)Volatility in Emerging Stock Markets (1999)Selection of estimation window in the presence of breaks (2006)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Testing for the Constancy of Parameters Over Time (1989)Testing for changes in the covariance structure of linear processes (2008)Detection of Multiple Structural Breaks in Multivariate Time Series (2014)Green growth of cereal food production under the constraints of agricultural carbon emissions: A new insights from ARDL and VECM models (2021)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)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Bayesian Online Changepoint Detection (2007)A GUIDE TO WAVELETS FOR ECONOMISTS* (2007)Detection of multiple change-points in multivariate time series (2006)Analysis of changepoint models (2011)Inference for single and multiple change‐points in time series (2013)Journal De La Société Française De Statistique (2005)Multiscale Change Point Inference (2014)
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References

  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 2011Parametric Statistical Change Point Analysis597 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance399 cited
  • 2000Parametric Statistical Change Point Analysis284 cited
  • 2003The Cusum Test for Parameter Change in Time Series Models222 cited
  • 1996On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models73 cited
  • 1994An application of the maximum likelihood test to the change-point problem72 cited

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