Detection and estimation of abrupt changes in the variability of a process (Q1606091): Difference between revisions

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+Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
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+Q4494125
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+Testing and Locating Variance Changepoints with Application to Stock Prices
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+The problem of the Nile: Conditional solution to a changepoint problem
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+Q4348180
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+An application of the maximum likelihood test to the change-point problem
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+Testing a Sequence of Observations for a Shift in Location
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+Q4386500
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+Inference about the change-point in a sequence of random variables
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+Time-ordered classification
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+The maximum likelihood method for testing changes in the parameters of normal observations
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+Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint
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+Q2767491
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+A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point.
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+The Calculation of Distributions of Two-Sided Kolmogorov-Smirnov Type Statistics
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+Q4851803
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+Asymptotic efficient estimation of the change point with unknown distributions
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+Q4494144
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+Confidence Sets in Change-Point Problems
@@ Property / cites work: Confidence Sets in Change-Point Problems / rank @@
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+Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
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+Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test
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+Testing for a Two-Phase Multiple Regression
@@ Property / cites work: Testing for a Two-Phase Multiple Regression / rank @@
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+Confidence regions and tests for a change-point in a sequence of exponential family random variables
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+Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
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