Article1997

An Application of the Likelihood Method to Change-Point Detection

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Advanced Statistical Process Monitoring Hydrology and Watershed Management Studies Statistical Distribution Estimation and Applications

Abstract

We reanalyse the water discharges from the creek Načetínský. We demonstrate that the likelihood method can be used to detect possible changes in the parameters of the distributions of the observations. © 1997 John Wiley & Sons, Ltd.

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1997Limit theorems in change-point analysis 1996On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models 1984The Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates.1982Detection of a “Disorder” in a Wiener Process 1996Approximations for the time of change and the power function in change-point models 1995Limit theorems for the union-intersection test

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