An application of the maximum likelihood test to the change-point problem
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Cites work
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- Approximation Theorems of Mathematical Statistics
- Asymptotic distributions of maximum likelihood tests for change in the mean
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
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- Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
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- Testing a Sequence of Observations for a Shift in Location
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- The maximum likelihood method for testing changes in the parameters of normal observations
- The power of likelihood ratio and cumulative sum tests for a change in a binomial probability
Cited in
(78)- Monitoring parameter change in AR\((p)\) time series models
- Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence
- Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.
- Detection and estimation of abrupt changes in the variability of a process
- A more powerful test identifying the change in mean of functional data
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Change point problems in the model of logistic regression
- The likelihood ratio method for testing changes in the parameters of double exponential observations
- Using the generalized likelihood ratio statistic for sequential detection of a change-point
- On the rate of approximations for maximum likelihood tests in change-point models
- Approximations for the time of change and the power function in change-point models
- Testing appearance of polynomial trend
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Empirical likelihood for change point detection in autoregressive models
- On the asymptotic distribution of the scan statistic for empirical distributions
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México
- A weighted \(\chi^2\) test to detect the presence of a major change point in non-stationary Markov chains
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- Maximum log-likelihood ratio test for a change in three parameter Weibull distribution
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- A test for detecting the change-point of the mean in a Gaussian model
- Rate of convergence of the maximum likelihood estimate of a change-point
- A statistical test of change-point in mean that almost surely has zero error probabilities
- A changepoint statistic with uniform type I error probabilities
- Structural breaks in time series
- Two non parametric methods for change-point detection in distribution
- Density-based empirical likelihood ratio change point detection policies
- Epidemic Change Model for the Exponential Family
- Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator
- Locating a changed segment in a sequence of Bernoulli variables
- Average Most Powerful Tests for a Segmented Regression
- An extension of a change-point problem
- Change‐point monitoring in linear models
- Bayesian Estimation of Change Point in Inverse Weibull Sequence
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- Asymptotic distributions of maximum likelihood tests for change in the mean
- An optimal retrospective change point detection policy
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- Testing for the Constancy of Parameters Over Time
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- On the change–point problem
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- Some Tests on a Single Change in Independent Copies of Short Sequences: A Cancer Diagnostic Study
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- ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems
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- Minimally Selected P and Other Tests for A Single Abrupt Changepoint in A Binary Sequence
- The weighted sequential likelihood ratio
- Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
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- Bounding the maximum of dependent random variables
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- Sequential testing of process capability indices
- Changepoint estimation in a segmented linear regression via empirical likelihood
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- Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations
- Guaranteed maximum likelihood splitting tests of a linear regression model
- Retrospective Parametric Tests for Homogeneity of Data
- Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression
- Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives
- Change Point Detection in a General Class of Distributions
- Editorial
- Log-likelihood ratio test for detecting transient change
- Elasticity as a measure for online determination of remission points in ongoing epidemics
- The maximum likelihood method for testing changes in the parameters of normal observations
- On joint testing of changes in conditional mean and variance functions of stationary and ergodic time series
- Estimating coefficient-by-coefficient breaks in panel data models
- Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique
- Empirical likelihood ratio test for the change-point problem
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