Detection of changes in linear sequences
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Publication:1370546
DOI10.1023/A:1003110912735zbMATH Open0937.62086MaRDI QIDQ1370546FDOQ1370546
Authors: Lajos Horváth 
Publication date: 14 June 2000
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
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Cited In (24)
- Delay time in sequential detection of change
- Sequential testing of gradual changes in the drift of a stochastic process
- Optimal change point detection in Gaussian processes
- Testing for changes in the mean or variance of a stochastic process under weak invariance
- Data line change detection with application to Mud logging data processing
- Testing for changes in the covariance structure of linear processes
- Block permutation principles for the change analysis of dependent data
- Limit theorem in change-point analysis for dependent data.
- On a test statistic for linear trend
- Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
- Testing for changes in the mean or variance of long memory processes
- Strong approximation for RCA(1) time series with applications
- Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models
- Testing for parameter stability in \(RCA(1)\) time series
- Change-point in the mean of dependent observations
- Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test
- Monitoring parameter changes in models with a trend
- Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes
- Some remarks on the testing of smooth changes in the linear drift of a stochastic process
- Change-point detection in the marginal distribution of a linear process
- Detecting linear sequences and subsequences
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
- An estimator of the number of change points based on a weak invariance principle
- Detecting changes in functional linear models
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