scientific article; zbMATH DE number 3673391

zbMATH Open0432.62050MaRDI QIDQ3870176FDOQ3870176

Authors: S. A. Shaban 

Publication date: 1980

Title of this publication is not available (Why is that?)

zbMATH Keywords

change point problemBibliographytwo-phase regressionannotated bibliography

Mathematics Subject Classification ID

Linear inference, regression (62J99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bibliographies for mathematics in general (00A15)

Cited In (18)

• \(L_ p\)-approximations of weighted partial sum processes
• A note on testing for constant hazard against a change-point alternative
• Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
• Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
• Maximum likelihood estimation in the multi-path change-point problem
• The likelihood ratio test for the change point problem for exponentially distributed random variables
• On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models.
• Threshold models in occupational epidemiology
• Gradual changes versus abrupt changes.
• Detecting changes in signals and systems - a survey
• On the asymptotic behavior of a class of nonparametric tests for a change-point problem
• Break detection for a class of nonlinear time series models
• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
• Hybrid Bayesian procedures for automatic detection of change-points
• Two-sided tests for change in level for correlated data
• Estimating the number of change-points via Schwarz' criterion
• Change-point problems: bibliography and review
• Estimation of multiple-regime regressions with least absolutes deviation

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