A test for a change in a parameter occurring at an unknown point

DOI10.1093/BIOMET/42.3-4.523zbMATH Open0067.11602OpenAlexW2092224475MaRDI QIDQ3227976FDOQ3227976

Authors: E. S. Page 

Publication date: 1955

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/42.3-4.523

zbMATH Keywords

statistics

Cited In (only showing first 100 items - show all)

• A general procedure for change-point detection in multivariate time series
• Truncated sequential change-point detection based on renewal counting processes. II
• On optimal segmentation and parameter tuning for multiple change-point detection and inference
• Consistent change-point detection with kernels
• ON CHANGE POINT DETECTION AND ESTIMATION
• Monitoring persistent change in a heavy-tailed sequence with polynomial trends
• Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
• Test for parameter changes in generalized random coefficient autoregressive model
• Multiple change-point detection: a selective overview
• Change points with linear trend for the exponential distribution
• Parameter change tests for ARMA-GARCH models
• Multiple breaks detection in general causal time series using penalized quasi-likelihood
• A nonparametric test for the change of the density function in strong mixing processes.
• A test for parameter change in general causal time series using quasi-likelihood estimator
• On testing for a change-point in variance of normal distribution.
• An $L_0$-Norm Regularized Method for Multivariate Time Series Segmentation
• Test for tail index change in stationary time series with Pareto-type marginal distribution
• On the change–point problem
• Semi-parametric dynamic time series modelling with applications to detecting neural dynamics
• Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
• An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
• On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process
• Monitoring parameter change in AR\((p)\) time series models
• Extensions of some classical methods in change point analysis
• Parameter change test for autoregressive conditional duration models
• U-Statistic Based Modified Information Criterion for Change Point Problems
• Nonparametric statistical procedures for the changepoint problem
• Reaction times of monitoring schemes for ARMA time series
• Multiple change point detection and validation in autoregressive time series data
• Structural breaks in time series
• Single change-point detection methods for small lifetime samples
• A two-step sequential procedure for detecting an epidemic change
• A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
• Modified information criterion for linear regression change-point model with its applications
• Testing for change-points with rank and sign statistics
• Tests for parameter changes at unknown times in linear regression models
• Optimal sequential kernel detection for dependent processes
• Test for parameter change in stochastic processes based on conditional least-squares estimator
• The Development of an Information Criterion for Change-Point Analysis
• Nonparametric estimation in change-point models
• The effect of serial correlation on the in-control average run length of cumulative score charts
• A point process driven multiple change point model: a robust resistant approach
• A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
• Subsampling tests for variance changes in the presence of autoregressive parameter shifts
• Inference for single and multiple change-points in time series
• Multiple changepoints problem-nonparmetric procedures for estimation of the points of change
• Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
• Nonparametric tests for the changepoint problem
• Change point estimators by local polynomial fits under a dependence assumption
• Testing for parameter constancy in general causal time-series models
• High Dimensional Change Point Estimation via Sparse Projection
• Modified tests for variance changes in autoregressive regression
• On detection of change points using mean vectors
• An ARL-unbiased design of time-between-events control charts with runs rules
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
• On the power of nonparametric changepoint-tests
• Confidence distributions for skew normal change-point model based on modified information criterion
• Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
• On the cusum of squares test for variance change in nonstationary and nonparametric time series models
• Modified information criterion for detecting changes in skew slash distribution
• High dimensional change point inference: recent developments and extensions
• Multiscale Change Point Inference
• A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler
• Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate
• Testing structural change in partially linear models
• Application of modified information criterion to multiple change point problems
• On detecting jumps in time series: nonparametric setting
• Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators
• Detection of multiple change-points in multivariate data
• Autocovariance Estimation in Regression with a Discontinuous Signal and m‐Dependent Errors: A Difference‐Based Approach
• Sequential multi-sensor change-point detection
• Exact likelihood-ratio tests for a simple step-stress cumulative exposure model with censored exponential data
• Asymptotically distribution free test for parameter change in a diffusion process model
• Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences
• An optimal retrospective change point detection policy
• Beta approximation and its applications
• Information approach for the change-point detection in the skew normal distribution and its applications
• Change-point problems: bibliography and review
• On \(L^2\) space approach to change point problems
• Mean shift testing in correlated data
• Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
• Information approach for a lifetime change-point model based on the exponential-logarithmic distribution
• Change-point analysis using logarithmic quantile estimation
• Efficient multiple change point detection for high‐dimensional generalized linear models
• Functional Estimation and Change Detection for Nonstationary Time Series
• Change point detection via feedforward neural networks with theoretical guarantees
• A classified bibliography of Monte Carlo studies in econometrics
• A Bayesian analysis of a change in the parameters of autoregressive time series
• Optimal change-point detection and localization
• On score vector- and residual-based CUSUM tests in ARMA-GARCH models
• Conditional quantile change test for time series based on support vector regression
• A semiparametric maximum likelihood ratio test for the change point in copula models
• A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models
• A comparison of single and multiple changepoint techniques for time series data
• Empirical likelihood for change point detection in autoregressive models
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
• Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap
• Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
• INVARIANCE PRINCIPLES FOR CHANGE-POINT PROBLEMS UNDER DEPENDENT RANDOM VARIABLES
• On Tests of Trend in a Weakly Stationary Time Series

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