Off-line testing for a changed segment in the sample variance

DOI10.1007/S10986-005-0024-5zbMATH Open1100.62022OpenAlexW2030386733MaRDI QIDQ852272FDOQ852272

D. Zuokas, Alfredas Račkauskas

Publication date: 28 November 2006

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-005-0024-5

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Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

Cites Work

• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• Rank tests for changepoint problems
• Tests for change-points with epidemic alternatives
• Nonparametric estimation of structural change points in volatility models for time series
• The asymptotic behavior of some nonparametric change-point estimators
• Hölder norm test statistics for epidemic change
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• On testing for a change-point in variance of normal distribution.
• Detecting a Changed Segment in DNA Sequences
• Testing for changes in the mean or variance of a stochastic process under weak invariance
• Rate of convergence of the maximum likelihood estimate of a change-point
• Detection and estimation of abrupt changes in the variability of a process
• Rank based estimators of the change-point
• Nonparametric tests for nonstandard change-point problems
• Title not available (Why is that?)

Cited In (3)

• Testing change in the variance with epidemic alternatives
• Estimating a changed segment in a sample
• New tests of heteroskedasticity in linear regression model

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