Detecting changes in a multivariate renewal process

DOI10.1007/BF02717162zbMath0881.62087MaRDI QIDQ1362836

Vera R. Eastwood, Josef G. Steinebach

Publication date: 7 August 1997

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/186269

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Extreme value theory; extremal stochastic processes (60G70) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05) Renewal theory (60K05)

Cites Work

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• The maximum likelihood method for testing changes in the parameters of normal observations
• On extremal theory for stationary processes
• Invariance principles for changepoint problems
• On extreme value asymptotics for increments of renewal processes
• Extreme value asymptotics for multivariate renewal processes
• Variance Estimation Based on Invariance Principles
• Some recent developments concerning asymptotic distributions of pontograms
• Asymptotic distributions of pontograms
• An invariance principle in k-dimensional extended renewal theory
• Alignments in two-dimensional random sets of points

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