Estimations and Tests in Change-Point Models

DOI10.1142/10757MaRDI QIDQ3130444zbMATH OpenOpenAlexFDO

Authors Odile Pons

Publication date 22 January 2018

Full work available at URL https://doi.org/10.1142/10757

zbMATH Keywords

change-point modelsestimationstests

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Point estimation (62F10) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(17)

• Some remarks on applications of tests for detecting a change point to psychometric problems
• The likelihood ratio method for testing changes in the parameters of double exponential observations
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
• Estimation of change-point models
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• A statistical test of change-point in mean that almost surely has zero error probabilities
• scientific article; zbMATH DE number 4131439 (Why is no real title available?)
• Parametric statistical change point analysis. With applications to genetics, medicine, and finance
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• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 1485432 (Why is no real title available?)
• Schwarz information criterion based tests for a change-point in regression models
• scientific article; zbMATH DE number 766442 (Why is no real title available?)
• Binary time series models in change point detection tests
• Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique
• Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests

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