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The Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates.
6 references·16 citing·35 second hop
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 the Likelihood…On the rate of convergence of normal extremes (1979)On the rate of convergence of…Testing a Sequence of Observations for a Shift in Location (1977)Testing a Sequence of Observa…On Tests for Detecting Change in Mean (1975)On Tests for Detecting Change…Tests for Change of Parameter at Unknown Times and Distributions of Some Related Functionals on Brownian Motion (1974)Tests for Change of Parameter…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…Optimal Nonparametric Multivariate Change Point Detection and Localization (2021)Optimal Nonparametric Multiva…Optimal nonparametric change point detection and localization (2019)Optimal nonparametric change …Optimal change point detection in Gaussian processes (2017)Optimal change point detectio…Testing for structural change of AR model to threshold AR model (2011)Testing for structural change…Change-Point Problems: Bibliography and Review (2010)Change-Point Problems: Biblio…Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model (2008)Empirical Likelihood Ratio Te…Testing for change points in time series models and limiting theorems for NED sequences (2007)Testing for change points in …Testing for change points in time series models and limiting theorems for NED sequences (2007)Testing for change points in …Off-Line Statistical Process Control (2002)Off-Line Statistical Process …Change-point methods for Weibull models with applications to detection of trends in extreme temperatures (1999)Change-point methods for Weib…Detection of Changes in Linear Sequences (1997)Detection of Changes in Linea…Approximations for the time of change and the power function in change-point models (1996)Approximations for the time o…Detecting Changes in Linear Regressions (1995)Detecting Changes in Linear R…Testing change-points with linear trend (1994)Testing change-points with li…Limit theorems for change in linear regression (1994)Limit theorems for change in …Nonparametric tests for the changepoint problem (1987)Nonparametric tests for the c…CONTINUOUS INSPECTION SCHEMES (1954)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Non-Parametric Approach to the Change-Point Problem (1979)Testing and estimating in the change-point problem of the spectral function (1992)On the power of nonparametric changepoint-tests (1994)A cusum change-point detection algorithm for non-stationary sequences with application to data network surveillance (2010)Inference About the Change-Point in a Sequence of Random Variables (1970)Multiscale Change Point Inference (2014)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Testing For and Dating Common Breaks in Multivariate Time Series (1998)Structural changes in autoregressive models for binary time series (2013)A New Class of Change Point Test Statistics of Rényi Type (2019)Nonparametric Methods in Change-Point Problems (1993)Limit theorems for the union-intersection test (1995)Estimators for the Time of Change in Linear Models (1997)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Limit theorems in change-point analysis (1997)LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE (2006)Test for parameter change in ARMA models with GARCH innovations (2008)The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time (1993)Some Problems with Application of Change-Point Detection Methods to Environmental Data (1997)Mean shift testing in correlated data (2011)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)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (2000)Shifting endpoints in the term structure of interest rates (2001)Uniform rates of convergence in extreme-value theory (1982)Strong, Weak and False Inverse Power Laws (2005)Large Matching Markets as Two-Sided Demand Systems (2015)Inference about the Change-Point from Cumulative Sum Tests (1971)The Equity Premium and Structural Breaks (2000)Dealing with Structural Breaks (2005)
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References

  • 1964Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time520 cited
  • 1975On Tests for Detecting Change in Mean355 cited
  • 1977Testing a Sequence of Observations for a Shift in Location338 cited
  • 1969On Detecting Changes in the Mean of Normal Variates224 cited
  • 1979On the rate of convergence of normal extremes223 cited
  • 1974Tests for Change of Parameter at Unknown Times and Distributions of Some Related Functionals on Brownian Motion85 cited

Cited by

  • 1987Nonparametric tests for the changepoint problem57 cited
  • 2007Testing for change points in time series models and limiting theorems for NED sequences51 cited
  • 1995Detecting Changes in Linear Regressions47 cited
  • 2007Testing for change points in time series models and limiting theorems for NED sequences41 cited
  • 2021Optimal Nonparametric Multivariate Change Point Detection and Localization36 cited
  • 1994Testing change-points with linear trend32 cited
  • 1994Limit theorems for change in linear regression30 cited
  • 2008Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model28 cited
  • 1999Change-point methods for Weibull models with applications to detection of trends in extreme temperatures

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27 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 1996Approximations for the time of change and the power function in change-point models25 cited
  • 2017Optimal change point detection in Gaussian processes23 cited
  • 1997Detection of Changes in Linear Sequences22 cited
  • 2002Off-Line Statistical Process Control18 cited
  • 2019Optimal nonparametric change point detection and localization18 cited
  • 2011Testing for structural change of AR model to threshold AR model16 cited