Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression

DOI10.1016/0167-7152(92)90070-LzbMath0756.60063OpenAlexW2037717038MaRDI QIDQ1198994

Hyune-Ju Kim

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90070-l

zbMATH Keywords

likelihood ratio testapproximationsimulationsrandom walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (1)

Change-point problems: bibliography and review

Cites Work

• Sequential analysis. Tests and confidence intervals
• Large deviations for the maxima of some random fields
• Approximate tail probabilities for the maxima of some random fields
• Tests for a change-point
• The likelihood ratio test for a change-point in simple linear regression
• Frequentist properties of Bayesian sequential tests
• Asymptotic Properties of Gaussian Random Fields
• Upcrossing Probabilities for Stationary Gaussian Processes
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