DOI10.1006/jmva.1996.0007zbMath0863.62013OpenAlexW2002363224MaRDI QIDQ1907835
Lajos Horváth, Edit Gombay
Publication date: 13 February 1996
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1996.0007
\(\phi\)-divergence based procedure for parametric change-point problems,
Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator,
ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE,
Change point detection and estimation methods under gamma series of observations,
Change-point detection in multinomial data using phi-divergence test statistics,
Some remarks on applications of tests for detecting a change point to psychometric problems,
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models,
Change in the mean in the domain of attraction of the normal law via Darling-Erdős theorems,
Change analysis of a dynamic copula for measuring dependence in multivariate financial data,
A semiparametric maximum likelihood ratio test for the change point in copula models,
Retrospective Change Point Detection: From Parametric to Distribution Free Policies,
A Darling-Erdős-type CUSUM-procedure for functional data,
Test for Parameter Change in Linear Processes Based on Whittle's Estimator,
Retrospective Parametric Tests for Homogeneity of Data,
Permutation tests in change point analysis,
Extensions of some classical methods in change point analysis,
Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives,
A changepoint statistic with uniform type I error probabilities,
Change-point problems: bibliography and review,
Structural breaks in time series,
Testing appearance of linear trend
