<i>U</i>-Statistic Based Modified Information Criterion for Change Point Problems (Q3532757): Difference between revisions

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+An improved Akaike information criterion for state-space model selection
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+Invariance principles for changepoint problems
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+Q4348180
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+A limit theorem for the maximum of normalized sums of independent random variables
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+\(U\)-statistics for sequential change detection.
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+\(U\)-statistics for change under alternatives
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+On the invariance principle for U-statistics
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+Inference about the change-point from cumulative sum tests
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+On the Cusum test for parameter changes in garch(1,1) Models
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+Generalised information criteria in model selection
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+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
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+A test for a change in a parameter occurring at an unknown point
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+Testing and estimating change-points in time series
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+Estimating the dimension of a model
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+Q4840210
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+Bayesian Information Criterion for Censored Survival Models
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