Graphically based interval estimation for the change-point
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Publication:1361558
DOI10.1016/0167-9473(92)00064-XzbMATH Open0937.62528OpenAlexW2086207579MaRDI QIDQ1361558FDOQ1361558
Authors: Benzion Boukai
Publication date: 25 August 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(92)00064-x
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Cites Work
- Title not available (Why is that?)
- The problem of the Nile: Conditional solution to a changepoint problem
- Boundary crossing probabilities and statistical applications
- An explicit expression for the distribution of the supremum of brownian motion with a change point
- Inference about the change-point in a sequence of random variables
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- Asymptotic inference for a change-point Poisson process
- Confidence Sets in Change-Point Problems
- THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS
- The asymptotic power function of GLR tests for local change of parameter
Cited In (7)
- A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point.
- Graph-based change-point detection
- A note on Studentized confidence intervals for the change-point
- Estimating the turning point location in shifted exponential model of time series
- Title not available (Why is that?)
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- Confidence distributions for change-points and regime shifts
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