Detecting Changes in Linear Regressions
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- A Bivariate Test for the Detection of a Systematic Change in Mean
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- Inference in Two-Phase Regression
- Inference in a model with at most one slope-change point
- Limit theorems for change in linear regression
- Limit theorems for sums of weakly dependent Banach space valued random variables
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- Testing a Sequence of Observations for a Shift in Location
- Testing for a Two-Phase Multiple Regression
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- The likelihood ratio test for a change-point in simple linear regression
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Cited in
(35)- Likelihood ratio and cumulative sum tests for a change-point in linear regression
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- Functional Estimation and Change Detection for Nonstationary Time Series
- Likelihood ratio tests for the structural change of an AR(p) model to a threshold AR(p) model
- Testing for structural change of AR model to threshold AR model
- Some simple LM tests against multiple changes of variance in linear regression
- Detecting change in a hazard regression model with right-censoring
- The likelihood ratio method for testing changes in the parameters of double exponential observations
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- Permutation tests for multiple changes.
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- Extensions of some classical methods in change point analysis
- Robust change point detection for high-dimensional linear models with tolerance for outliers and heavy tails
- Detection of structural changes in generalized linear models
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- Change-point detection in a shape-restricted regression model
- Estimation in a change-point hazard regression model
- Detecting at-most-\(\mathfrak{m}\) changes in linear regression models
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- Testing for changes in polynomial regression
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- Estimators for the Time of Change in Linear Models
- Detecting changes in the functional linear regression model
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- Variance estimation free tests for structural changes in regression
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
- Testing for change points in time series models and limiting theorems for NED sequences
- Likelihood ratio test for estimation of time-varying systems
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
- Estimation of multiple-regime regressions with least absolutes deviation
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