ON CHANGE POINT DETECTION AND ESTIMATION

DOI10.1081/SAC-100105085zbMATH Open1008.62726MaRDI QIDQ4787607FDOQ4787607

Authors: Jie Chen, Arjun K. Gupta 

Publication date: 8 January 2003

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• Testing and Locating Variance Changepoints with Application to Stock Prices
• Jump and sharp cusp detection by wavelets
• The maximum likelihood method for testing changes in the parameters of normal observations
• A test for a change in a parameter occurring at an unknown point
• Wavelets, approximation, and statistical applications
• On problems in which a change in a parameter occurs at an unknown point
• The likelihood ratio test for the change point problem for exponentially distributed random variables
• Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
• A simple cumulative sum type statistic for the change-point problem with zero-one observations
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Testing a Sequence of Observations for a Shift in Location
• On Detecting Changes in the Mean of Normal Variates
• On tests for detecting change in mean
• The power of likelihood ratio and cumulative sum tests for a change in a binomial probability
• Inference about the change-point in a sequence of binomial variables
• Testing for the number of change points in a sequence of exponential random variables
• On detection of the number of signals when the noise covariance matrix is arbitrary
• On detection of the number of signals in presence of white noise
• Bayesian approach to change point problems
• Some Bayesian Inferences for a Changing Linear Model
• A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
• Testing for a change point in linear regression models
• Some One-Sided Tests for Change in Level
• Change point analysis of a Gaussian model
• On the Resolution of Statistical Hypotheses
• A likelihood ratio test for a shift in the lifelength distribution
• Parameter changes in the multiple regression model with autocorrelated errors : Bayesian analysis

Cited In (15)

• Cusum techniques for timeslot sequences with applications to network surveillance
• Detection of a change-point in Student-\(t\) linear regression models
• \(\phi\)-divergence based procedure for parametric change-point problems
• Testing the Existence of Change-Point in NHPP Software Reliability Models
• A computational method for estimating a change point in the Cox hazard model
• Parameter Estimation of Some NHPP Software Reliability Models with Change-Point
• On the estimation of change points in the Beer-Lambert law problem
• Partially linear models and their applications to change point detection of chemical process data
• Storage life prediction for a high-performance capacitor using multi-phase Wiener degradation model
• On regime changes of COVID-19 outbreak
• The development of an information criterion for change-point analysis
• Testing for a change point in a sequence of exponential random variables with repeated values
• Pointwise wavelet estimation of density function with change-points based on NA and biased sample
• Asymptotically distribution free test for parameter change in a diffusion process model
• Statistical inference of covariance change points in gaussian model

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