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

DOI10.1007/BF00536298zbMATH Open0326.60053OpenAlexW2045356879MaRDI QIDQ4091192FDOQ4091192

Peter J. Brockwell, P. K. Bhattacharya

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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• Heuristic Approach to the Kolmogorov-Smirnov Theorems
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• On the spectrum of a class of matrices arising in storage theory

Cited In (41)

• Large deviations for the maxima of some random fields
• The changepoint problem in a multinomial sequence
• Discontinuous versus smooth regression
• BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
• A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point.
• INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
• A set-indexed process in a two-region image
• A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection
• Estimation of a change point in the variance function based on the χ²-distribution
• Threshold regression with nonparametric sample splitting
• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
• Information criterion for Gaussian change-point model
• Model selection criteria in multivariate models with multiple structural changes
• Exponential and polynomial tailbounds for change-point estimators
• Rank based estimators of the change-point
• Change-point estimators in case of small disorders
• Two-stage change-point estimators in smooth regression models
• On weak convergence of the likelihood ratio process in multi-phase regression models
• Detection of a change point based on local-likelihood
• On the rate of almost sure convergence of Dümbgen's change-point estimators
• Change-point model selection via AIC
• Quantile Regression on Quantile Ranges - A Threshold Approach
• Estimators for the Time of Change in Linear Models
• Nonparametric regression with multiple thresholds: estimation and inference
• Dynamic panels with threshold effect and endogeneity
• Cramér type moderate deviations for the Grenander estimator near the boundaries of the support
• Estimating non-simultaneous changes in the mean of vectors
• Optimal tests for the general two-sample problem
• On the power of nonparametric changepoint-tests
• Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point
• On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios
• ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS
• Likelihood-ratio-based confidence sets for the timing of structural breaks
• Approximations for the time of change and the power function in change-point models
• Fractals with point impact in functional linear regression
• On two estimates related to the change-point problem
• Asymptotics for change-point models under varying degrees of mis-specification
• The location of the maximum and asymmetric two-sided Brownian motion with triangular drift
• New penalty in information criteria for the ARCH sequence with structural changes
• The minimum of a unit-release reservoir with Markovian inputs
• GLS estimation and confidence sets for the date of a single break in models with trends

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