Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion

Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Inference from stochastic processes (62M99) Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stochastic integrals (60H05)

Cited in

(30)

Mean shift testing in correlated data
Some nonparametric methods for changepoint problems
Some test statistics based on the martingale term of the empirical distribution function
Saddlepoint approximations to the limiting distribution of the modified Anderson-Darling test statistic
On optimal segmentation and parameter tuning for multiple change-point detection and inference
Adaptive Change Point Monitoring for High-Dimensional Data
Optimal change point detection in Gaussian processes
A comparison of single and multiple changepoint techniques for time series data
Asymptotic distributions of quadratic forms occurring in changepoint problems
Fréchet change-point detection
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
Percentage points for directional anderson-darling goodness-of-fit tests
Recent results in ridge regression methods
Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
Tests for parameter changes at unknown times in linear regression models
Modified cramer-von mises goodness-of-fit tests for spectral distribution functions
A modification of watson's statistic for goodness-of-fit
Inference for single and multiple change-points in time series
Nonparametric tests for the changepoint problem
A conversation with Ian MacNeill
Changepoint analysis of Klementinum temperature series
Multiple change-point models for time series
Changepoint detection in autocorrelated ordinal categorical time series
Invariance principles for change-point problems under dependent random variables
A property of partial sums of regression least squares residuals and its applications
On sums of independent gamma eandom yariames
The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables
Distributions of Bayes-type change-point statistics under polynomial regression
Change-point problems: bibliography and review
Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives

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