scientific article

zbMath0691.62026MaRDI QIDQ3033120

Richard A. Davis, Yi-Ching Yao

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

likelihood ratio testOrnstein-Uhlenbeck processBayes testchange pointasymptotic operating characteristicsdouble exponential extreme value distributionapproximation procedure to the null distributionnormalized Brownian bridge

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items (16)

On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations ⋮ INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES ⋮ Change-point detection based on weighted two-sample U-statistics ⋮ Testing for change points in time series models and limiting theorems for NED sequences ⋮ Approximations for the time of change and the power function in change-point models ⋮ Univariate mean change point detection: penalization, CUSUM and optimality ⋮ Optimal change point detection in Gaussian processes ⋮ Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design. ⋮ Bounding the maximum of dependent random variables ⋮ Variable selection bias in regression trees with constant fits ⋮ Optimal nonparametric change point analysis ⋮ Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives ⋮ Change-point problems: bibliography and review ⋮ Testing for structural change of AR model to threshold AR model ⋮ An application of the maximum likelihood test to the change-point problem ⋮ Limit theorems for change in linear regression

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