Change point analysis of a Gaussian model

DOI10.1007/BF02929878zbMATH Open0937.62023MaRDI QIDQ1297656FDOQ1297656

Arjun K. Gupta, Jie Chen

Publication date: 12 September 1999

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

change pointinformation criterionSICunbiased SIC

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Title not available (Why is that?)
• Estimating the dimension of a model
• Testing and Locating Variance Changepoints with Application to Stock Prices
• The maximum likelihood method for testing changes in the parameters of normal observations
• Further analysis of the data by Akaike's information criterion and the finite corrections
• Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
• On the Likelihood Ratio Test for a Shift in Location of Normal Populations
• Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
• Some One-Sided Tests for Change in Level
• Detecting changes of mean in multidimensional normal sequences with applications to literature and geology

Cited In (6)

• ON CHANGE POINT DETECTION AND ESTIMATION
• A Bayesian approach to inference about a change point model with application to DNA copy number experimental data
• Confidence distributions for skew normal change-point model based on modified information criterion
• Cumulative sum estimator for change-point in panel data
• Testing for a change point in a sequence of exponential random variables with repeated values
• Robust mean change-point detecting through Laplace linear regression using EM algorithm

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