The CUSUM statistic of change point under NA sequences
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Publication:2076705
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Cites work
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- Associated sequences, demimartingales and nonparametric inference.
- Asymptotic normality of random fields of positively or negatively associated processes
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- Asymptotics for associated random variables.
- Change-point detection in panel data
- Change-point in the mean of dependent observations
- Common breaks in means and variances for panel data
- Consistent and powerful graph-based change-point test for high-dimensional data
- Consistent and powerful non-Euclidean graph-based change-point test with applications to segmenting random interfered video data
- Extensions of some classical methods in change point analysis
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Limit theorems for associated fields and related systems.
- Monitoring parameter change in time series models
- Negative association of random variables, with applications
- On score vector- and residual-based CUSUM tests in ARMA-GARCH models
- Parametric statistical change point analysis. With applications to genetics, medicine, and finance
- Strong convergence rate of estimators of change point and its application
- The Cusum Test for Parameter Change in Time Series Models
- The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
Cited in
(6)- Strong consistency of estimators for change points in the means
- Limit results for \(L^p\) functionals of weighted CUSUM processes
- Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test
- Detection of multiple change points for linear processes under negatively super-additive dependence
- Bias of estimator of change point detected by a CUSUM procedure
- Inference for change point and post change means after a CUSUM test.
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