Graphically based interval estimation for the change-point

DOI10.1016/0167-9473(92)00064-XzbMath0937.62528OpenAlexW2086207579MaRDI QIDQ1361558

Benzion Boukai

Publication date: 25 August 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(92)00064-x

zbMATH Keywords

Brownian motionlikelihood ratioconfidence intervalchange-point

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• The asymptotic power function of GLR tests for local change of parameter
• Boundary crossing probabilities and statistical applications
• Asymptotic inference for a change-point Poisson process
• An explicit expression for the distribution of the supremum of brownian motion with a change point
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• The problem of the Nile: Conditional solution to a changepoint problem
• Confidence Sets in Change-Point Problems
• Inference about the change-point in a sequence of random variables
• THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS

This page was built for publication: Graphically based interval estimation for the change-point