On a test statistic for linear trend
DOI10.1023/B:EXTR.0000031181.16968.17zbMATH Open1050.62085OpenAlexW2147991319MaRDI QIDQ1880892FDOQ1880892
Authors: J. M. P. Albin, D. Jarušková 
Publication date: 24 September 2004
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:extr.0000031181.16968.17
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change point detectionGaussian processOrnstein-Uhlenbeck processextremeslinear trend\(\chi^2\)-processtest of linear trend
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
Cited In (16)
- Sequential testing of gradual changes in the drift of a stochastic process
- Detecting at‐Most‐m Changes in Linear Regression Models
- Extreme value theory for stochastic integrals of Legendre polynomials
- Extremes of order statistics of stationary processes
- On maxima of chi-processes over threshold dependent grids
- On the probability of conjunctions of stationary Gaussian processes
- Tail asymptotic behavior of the supremum of a class of chi-square processes
- Extensions of some classical methods in change point analysis
- On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
- Asymptotic behaviour of a test statistic for detection of change in mean of vectors
- On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
- Testing for changes in polynomial regression
- Almost sure central limit theorems for the maxima of Gaussian functions
- Estimating a gradual parameter change in an AR(1)-process
- Piterbarg theorems for chi-processes with trend
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
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