Detecting Changes in Linear Regressions

DOI10.1080/02331889508802489zbMATH Open0812.62074OpenAlexW2097708626MaRDI QIDQ4763484FDOQ4763484

Authors: Lajos Horváth 

Publication date: 10 April 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889508802489

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zbMATH Keywords

maximum likelihoodstrong approximationextreme value distributionmaximum likelihood ratio testchange-point modelalmost sure consistencyestimator for time of change

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Strong limit theorems (60F15)

Cites Work

• The likelihood ratio test for a change-point in simple linear regression
• A New Approach to Estimating Switching Regressions
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• The maximum likelihood method for testing changes in the parameters of normal observations
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• Inference in Two-Phase Regression
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• Limit theorems for change in linear regression
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• A Bivariate Test for the Detection of a Systematic Change in Mean

Cited In (33)

• Title not available (Why is that?)
• Functional Estimation and Change Detection for Nonstationary Time Series
• Testing for structural change of AR model to threshold AR model
• Likelihood ratio tests for the structural change of an AR(\(p\)) model to a threshold AR(\(p\)) model
• Some simple LM tests against multiple changes of variance in linear regression
• The likelihood ratio method for testing changes in the parameters of double exponential observations
• Guaranteed maximum likelihood splitting tests of a linear regression model
• Detecting change in a hazard regression model with right-censoring
• Permutation tests for multiple changes.
• Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters
• Title not available (Why is that?)
• Extensions of some classical methods in change point analysis
• Detection of structural changes in generalized linear models
• Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
• Some invariant test procedures for detection of structural changes; behavior under alternatives.
• Change-point detection in a shape-restricted regression model
• Detecting at-most-\(\mathfrak{m}\) changes in linear regression models
• Estimation in a change-point hazard regression model
• On sequential detection of parameter changes in linear regression
• Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.
• Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models
• Testing for changes in polynomial regression
• Title not available (Why is that?)
• Estimators for the Time of Change in Linear Models
• Detecting changes in the functional linear regression model
• Change detection in linear regression with time series errors
• Title not available (Why is that?)
• Variance estimation free tests for structural changes in regression
• BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
• Testing for change points in time series models and limiting theorems for NED sequences
• Likelihood ratio test for estimation of time-varying systems
• Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
• Estimation of multiple-regime regressions with least absolutes deviation

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