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Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change
15 references·0 citing·28 second hop
Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change (2011)Empirical likelihood ratio test for a mea…Parametric Statistical Change Point Analysis (2011)Parametric Statistical Change…Change Point Analysis for Generalized Lambda Distribution (2009)Change Point Analysis for Gen…Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model (2008)Empirical Likelihood Ratio Te…Empirical likelihood ratio test for the change-point problem (2006)Empirical likelihood ratio te…A semiparametric changepoint model (2004)A semiparametric changepoint …Parametric Statistical Change Point Analysis (2000)Parametric Statistical Change…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Tests for Change-Points with Epidemic Alternatives (1993)Tests for Change-Points with …Detecting shifts in functions of multivariate location and covariance parameters (1992)Detecting shifts in functions…The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)The Likelihood Ratio Test for…On Tests for Detecting Change in Mean (1975)On Tests for Detecting Change…On Detecting Changes in the Mean of Normal Variates (1969)On Detecting Changes in the M…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Estimating the Current Mean o…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESInference About the Change-Point in a Sequence of Random Variables (1970)Testing a Sequence of Observations for a Shift in Location (1977)Multiscale Change Point Inference (2014)A Simple Cumulative Sum Type Statistic for the Change-Point Problem with Zero-One Observations (1980)Tests for a Change-Point (1987)Confidence Sets in Change-Point Problems (1988)Hölder norm test statistics for epidemic change (2003)Multiple change-point detection via a screening and ranking algorithm (2012)Bayesian Analysis of a Poisson Process with a Change-Point (1986)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series (1997)Detection of change in persistence of a linear time series (2000)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)Chapter 46 Unit roots, structural breaks and trends (1994)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Modelling Nonlinear Economic Time Series (2010)Procedures for Reacting to a Change in Distribution (1971)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)Bayesian Online Changepoint Detection (2007)Inference about the Change-Point from Cumulative Sum Tests (1971)The Equity Premium and Structural Breaks (2000)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)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 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
  • 1964Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time520 cited
  • 1975On Tests for Detecting Change in Mean355 cited
  • 2000Parametric Statistical Change Point Analysis284 cited
  • 1969On Detecting Changes in the Mean of Normal Variates224 cited
  • 1989The Likelihood Ratio Test for a Change-Point in Simple Linear Regression208 cited
  • 1993Tests for Change-Points with Epidemic Alternatives85 cited
  • 2006Empirical likelihood ratio test for the change-point problem61 cited
  • 2004A semiparametric changepoint model43 cited
  • 1992Detecting shifts in functions of multivariate location and covariance parameters32 cited
  • 2008Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model28 cited
  • 2009Change Point Analysis for Generalized Lambda Distribution17 cited

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