Detection of a change-point in variance by a weighted sum of powers of variances test
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Publication:5036596
DOI10.1080/02664763.2018.1510475OpenAlexW2886082462WikidataQ129364187 ScholiaQ129364187MaRDI QIDQ5036596FDOQ5036596
Publication date: 23 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2018.1510475
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asymptoticschange-pointapproximate critical valueschange in varianceweighted sum of powers of variances
Cites Work
- Title not available (Why is that?)
- A Cluster Analysis Method for Grouping Means in the Analysis of Variance
- Estimating the number of change-points via Schwarz' criterion
- Parametric Statistical Change Point Analysis
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- Title not available (Why is that?)
- Optimal Detection of Changepoints With a Linear Computational Cost
- CONTINUOUS INSPECTION SCHEMES
- A Bayesian Analysis for Change Point Problems
- Change-of-variance problem for linear processes with long memory
- The limit law of the iterated logarithm
- Change-Point Detection for Variance Piecewise Constant Models
- Consistent two‐stage multiple change‐point detection in linear models
Cited In (3)
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