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An Application of the Likelihood Method to Change-Point Detection
6 references·0 citing·29 second hop
An Application of the Likelihood Method to Change-Point Detection (1997)An Application of the Likelihood Method t…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…Approximations for the time of change and the power function in change-point models (1996)Approximations for the time o…Limit theorems for the union-intersection test (1995)Limit theorems for the union-…The Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates. (1984)The Asymptotic behavior of th…Detection of a “Disorder” in a Wiener Process (1982)Detection of a “Disorder” in …On Optimum Methods in Quickest Detection Problems (1963)Sequential Change-Point Detection and Estimation (2003)Change-Point Problems: Bibliography and Review (2010)Monitoring binary outcomes using risk‐adjusted charts: a comparative study (2011)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)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)Rank Tests for Changepoint Problems (1987)Economic structural change: Analysis and forecasting (1992)The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)Detection of structural changes in generalized linear models (2004)Detecting at‐Most‐m Changes in Linear Regression Models (2016)Inference About the Change-Point in a Sequence of Random Variables (1970)Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables (1987)The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)Estimators for the Time of Change in Linear Models (1997)Analysis of Change-Point Estimators under the Null Hypothesis (2001)Off-Line Statistical Process Control (2002)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)On Tests for Detecting Change in Mean (1975)Nonparametric tests for the changepoint problem (1987)Detecting Changes in Linear Regressions (1995)Testing for change points in time series models and limiting theorems for NED sequences (2007)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)
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References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1996On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models73 cited
  • 1984The Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates.64 cited
  • 1982Detection of a “Disorder” in a Wiener Process39 cited
  • 1996Approximations for the time of change and the power function in change-point models25 cited
  • 1995Limit theorems for the union-intersection test19 cited

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