ON CHANGE POINT DETECTION AND ESTIMATION

DOI10.1081/SAC-100105085MaRDI QIDQ4787607zbMATH OpenFDO

Authors Jie Chen, Arjun K. Gupta

Publication date 8 January 2003

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SAC-100105085

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30)

Cites work

• A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
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• A likelihood ratio test for a shift in the lifelength distribution
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• On problems in which a change in a parameter occurs at an unknown point
• On tests for detecting change in mean
• On the Resolution of Statistical Hypotheses
• Parameter changes in the multiple regression model with autocorrelated errors : Bayesian analysis
• Some Bayesian Inferences for a Changing Linear Model
• Some One-Sided Tests for Change in Level
• Testing a Sequence of Observations for a Shift in Location
• Testing and Locating Variance Changepoints with Application to Stock Prices
• Testing for a change point in linear regression models
• Testing for the number of change points in a sequence of exponential random variables
• The likelihood ratio test for the change point problem for exponentially distributed random variables
• 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
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• Wavelets, approximation, and statistical applications

Cited in

(16)

• Asymptotically distribution free test for parameter change in a diffusion process model
• A computational method for estimating a change point in the Cox hazard model
• Pointwise wavelet estimation of density function with change-points based on NA and biased sample
• -divergence based procedure for parametric change-point problems
• Storage life prediction for a high-performance capacitor using multi-phase Wiener degradation model
• Testing the Existence of Change-Point in NHPP Software Reliability Models
• Statistical inference of covariance change points in gaussian model
• Parameter Estimation of Some NHPP Software Reliability Models with Change-Point
• Partially linear models and their applications to change point detection of chemical process data
• On the estimation of change points in the Beer-Lambert law problem
• Testing for a change point in a sequence of exponential random variables with repeated values
• The development of an information criterion for change-point analysis
• On regime changes of COVID-19 outbreak
• Z-process method for change point problems in time series
• Detection of a change-point in Student-\(t\) linear regression models
• Cusum techniques for timeslot sequences with applications to network surveillance

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