The minimum of an additive process with applications to signal estimation and storage theory

DOI10.1007/BF00536298MaRDI QIDQ4091192zbMATH OpenOpenAlexFDO

Authors P. K. Bhattacharya, Peter J. Brockwell

Publication date 1976

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00536298

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99)

Cites work

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• On the spectrum of a class of matrices arising in storage theory
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Cited in

(41)

• Discontinuous versus smooth regression
• The location of the maximum and asymmetric two-sided Brownian motion with triangular drift
• On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
• Estimation of a change point in the variance function based on the \(\chi^{2}\)-distribution
• INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
• Change-point model selection via AIC
• Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point
• Quantile regression on quantile ranges -- a threshold approach
• New penalty in information criteria for the ARCH sequence with structural changes
• Fractals with point impact in functional linear regression
• Two-stage change-point estimators in smooth regression models
• Rank based estimators of the change-point
• The minimum of a unit-release reservoir with Markovian inputs
• Approximations for the time of change and the power function in change-point models
• Model selection criteria in multivariate models with multiple structural changes
• On weak convergence of the likelihood ratio process in multi-phase regression models
• BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
• Threshold regression with nonparametric sample splitting
• A set-indexed process in a two-region image
• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
• Optimal tests for the general two-sample problem
• Exponential and polynomial tailbounds for change-point estimators
• Change-point estimators in case of small disorders
• On the rate of almost sure convergence of Dümbgen's change-point estimators
• On two estimates related to the change-point problem
• Information criterion for Gaussian change-point model
• Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
• Nonparametric regression with multiple thresholds: estimation and inference
• A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection
• On the power of nonparametric changepoint-tests
• GLS estimation and confidence sets for the date of a single break in models with trends
• Dynamic panels with threshold effect and endogeneity
• Large deviations for the maxima of some random fields
• A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point.
• Estimating non-simultaneous changes in the mean of vectors
• Estimators for the Time of Change in Linear Models
• Cramér type moderate deviations for the Grenander estimator near the boundaries of the support
• The changepoint problem in a multinomial sequence
• Likelihood-ratio-based confidence sets for the timing of structural breaks
• Asymptotics for change-point models under varying degrees of mis-specification
• Detection of a change point based on local-likelihood

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