Detection of a change-point in variance by a weighted sum of powers of variances test

DOI10.1080/02664763.2018.1510475MaRDI QIDQ5036596

Yuehua Wu, Baisuo Jin, Min Xu

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

zbMATH Keywords

asymptotics; change-point; approximate critical values; change in variance; weighted sum of powers of variances

Mathematics Subject Classification ID

62Pxx: Applications of statistics

Related Items

The CUSUM statistics of change-point models based on dependent sequences, Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model, Change point detection for nonparametric regression under strongly mixing process

Uses Software

• changepoint

Cites Work

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• The limit law of the iterated logarithm
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• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• Optimal Detection of Changepoints With a Linear Computational Cost
• Change-Point Detection for Variance Piecewise Constant Models
• Consistent two‐stage multiple change‐point detection in linear models
• CONTINUOUS INSPECTION SCHEMES