Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
DOI10.1214/AOS/1176342816zbMATH Open0289.62059OpenAlexW1981674748MaRDI QIDQ1847129FDOQ1847129
Authors: Ian MacNeill 
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342816
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)
- 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
- Modified cramer-von mises goodness-of-fit tests for spectral distribution functions
- Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
- Recent results in ridge regression methods
- Tests for parameter changes at unknown times in linear regression models
- 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
- Mean shift testing in correlated data
- Some nonparametric methods for changepoint problems
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