The maximum likelihood method for testing changes in the parameters of normal observations
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Publication:688375
DOI10.1214/AOS/1176349143zbMATH Open0778.62016OpenAlexW1985277880MaRDI QIDQ688375FDOQ688375
Authors: Lajos Horváth 
Publication date: 11 January 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349143
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- scientific article; zbMATH DE number 4131440
limit distributionchange-point problemstrong approximationmaximum likelihood ratio test\(d\)-dimensional Ornstein-Uhlenbeck processlargest deviationnormal observationsDarling- Erdős-type limit theorems
Parametric hypothesis testing (62F03) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Strong limit theorems (60F15)
Cited In (66)
- ON CHANGE POINT DETECTION AND ESTIMATION
- Optimal detection of changepoints with a linear computational cost
- A robust bootstrap change point test for high-dimensional location parameter
- 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
- Extreme value theory for stochastic integrals of Legendre polynomials
- Detection of a change-point in Student-\(t\) linear regression models
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Title not available (Why is that?)
- Testing constancy in varying coefficient models
- Detecting Changes in Linear Regressions
- The likelihood ratio method for testing changes in the parameters of double exponential observations
- Testing for changes in multivariate dependent observations with an application to temperature changes
- A change detection procedure for an ergodic diffusion process
- On the use of estimating functions in monitoring time series for change points
- The asymptotic distributions of maximum likelihood ratio test and maximally selected \(\chi^2\)-test in binomial observations
- Testing for structural stability in the whole sample
- Information criterion for Gaussian change-point model
- Extensions of some classical methods in change point analysis
- A Bayesian approach to inference about a change point model with application to DNA copy number experimental data
- An efficient algorithm for estimating a change-point
- Structural breaks in time series
- The weighted sequential likelihood ratio
- On high-dimensional change point problem
- Variance Change Point Detection Under a Smoothly-Changing Mean Trend with Application to Liver Procurement
- The Development of an Information Criterion for Change-Point Analysis
- Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise
- On the rate of approximations for maximum likelihood tests in change-point models
- Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence
- A note on the change-point problem for angular data
- On the detection of changes in autoregressive time series. I: Asymptotics.
- Detection and estimation of abrupt changes in the variability of a process
- Maximum likelihood ratio test for the stability of sequence of Gaussian random processes
- Detection and estimation of structural change in heavy-tailed sequence
- Inference for modulated stationary processes
- An application of the maximum likelihood test to the change-point problem
- Confidence distributions for skew normal change-point model based on modified information criterion
- Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems
- Non-parametric change-point estimation using string matching algorithms
- Variance change point detection for fractional Brownian motion based on the likelihood ratio test
- Consistent selection of the number of change-points via sample-splitting
- Change point testing for the drift parameters of a periodic mean reversion process
- Limit theorems for the union-intersection test
- Change-point problems for the von Mises distribution
- Change point analysis of a Gaussian model
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- Estimation of change-points in linear and nonlinear time series models
- On testing changes in autoregressive parameters of a VAR model
- Beta approximation and its applications
- Detecting changes in a multivariate renewal process
- Testing for change points in time series models and limiting theorems for NED sequences
- Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
- Asymptotic distributions of maximum likelihood tests for change in the mean
- Change-point problems: bibliography and review
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
- A heuristic, iterative algorithm for change-point detection in abrupt change models
- A general Darling-Erdős theorem in Euclidean space
- Segmenting mean-nonstationary time series via trending regressions
- A mixture integer-valued autoregressive model with a structural break
- Discord Detection For A Process With A Predefined Interval Of Observations
- Detecting changes in the trend function of heteroscedastic time series
- Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model
- Asynchronous changepoint estimation for spatially correlated functional time series
- Change-point analysis of time series with evolutionary spectra
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
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