Detecting non-simultaneous changes in means of vectors
From MaRDI portal
Publication:905099
DOI10.1007/S11749-015-0429-3zbMath1329.62097OpenAlexW2115084242MaRDI QIDQ905099
Publication date: 14 January 2016
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-015-0429-3
asymptotic distributionextremes of \(\chi^2\) random fieldslog-likelihood ratio test statisticsmultiple change point detectionnon-simultaneous changes
Related Items (5)
Estimating non-simultaneous changes in the mean of vectors ⋮ Extremes and limit theorems for difference of chi-type processes ⋮ The extremes of dependent chi-processes attracted by the Brown-Resnick process ⋮ Extremes of stationary random fields on a lattice ⋮ Comparison Inequalities for Order Statistics of Gaussian Arrays
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Log-likelihood ratio test for detecting transient change
- On extremal theory for stationary processes
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors
- Boundary crossing probabilities and statistical applications
- Testing for changes in multivariate dependent observations with an application to temperature changes
- Testing for multiple change points
- Non-monotonic penalizing for the number of structural breaks
- Exploring the latent segmentation space for the assessment of multiple change-point models
- Testing for structural stability in the whole sample
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
- Extensions of some classical methods in change point analysis
- Inference for single and multiple change-points in time series
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Optimal Detection of Changepoints With a Linear Computational Cost
This page was built for publication: Detecting non-simultaneous changes in means of vectors
