Change-point problems: bibliography and review

DOI10.1080/15598608.2010.10412010zbMath1420.62098OpenAlexW2028792569MaRDI QIDQ2324132

Tze-San Lee

Publication date: 13 September 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2010.10412010

zbMATH Keywords

likelihood ratio testsurvival analysisCUSUM testmean shiftscan statisticvariance changebioterrorismhazard rate changeregression slope switch

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Sequential estimation (62L12)

Related Items

Estimation of a jump point in random design regression ⋮ Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process ⋮ Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points ⋮ Multiple change-point detection: a selective overview

Cites Work

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• Testing and Locating Variance Changepoints with Application to Stock Prices
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• On the change of support problem for spatio-temporal data
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• Tests for change-points with epidemic alternatives
• Information bounds and quick detection of parameter changes in stochastic systems
• Optimal tracking of brownian motion
• The Change-Point Problem for Angular Data: A Nonparametric Approach
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Confidence Sets in Change-Point Problems
• An Improved Version of the Quandt-Ramsey MGF Estimator for Mixtures of Normal Distributions and Switching Regressions
• An Application of a Displaced Poisson Process*
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• Monitoring Point Patterns for the Development of Space–Time Clusters
• A Test for Linear Trend in Constant Hazards and Its Application to a Problem in Occupational Health
• Estimation of change-points in a nonparametric regression function through kernel density estimation
• On a class of change-point models in covariance structures for growth curves and repeated measurements
• Hierarchical Bayesian Analysis of Changepoint Problems
• Bayesian Retrospective Multiple-Changepoint Identification
• Testing change-points with linear trend
• Change Points in the Series of T4 Counts Prior to AIDS
• Estimation in the multipath change point problem for correlated data
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• On Optimum Methods in Quickest Detection Problems
• A Test for a Shifting Slope Coefficient in a Linear Model
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• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Estimating the transition between two intersecting straight lines
• Inference in Two-Phase Regression
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• Some Hypotheses Concerning Two Phase Regression Lines
• The power of likelihood ratio and cumulative sum tests for a change in a binomial probability
• Tests of Disorder of Regression: Asymptotic Comparison
• Switching Regression Models with Imperfect Sample Separation Information--With an Application on Cartel Stability
• Testing for the number of change points in a sequence of exponential random variables
• Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
• Constant hazard against a change-point alternative: a bayesian approach with censored data
• A u-i approach to retrospective testing for shifting parameters in a linear model
• Exact Percentage Points of the Likelihood-Ratio Test for a Change-Point Hazard-Rate Model
• Nonparametric Estimation of Transition Intensities and Transition Probabilities: A Case Study of a Two-State Markov Process
• Asymptotic distributions of maximum likelihood tests for change in the mean
• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• Application of the Conditional Population-Mixture Model to Image Segmentation
• Dynamic Generalized Linear Models and Bayesian Forecasting
• A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
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• Testing and estimating change-points in time series
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• Maximum likelihood estimation in hazard rate models with a change-point
• A parametric approach to theory of competing risks when the time of death from each cause follows a change-point hazard rate model
• Tests for a change-point
• Non-Gaussian State-Space Modeling of Nonstationary Time Series
• Monitoring and Adaptation in Bayesian Forecasting Models
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• Hypothesis testing for a non-homogeneous poisson process
• The likelihood ratio test for a change-point in simple linear regression
• Testing for a change of the long-memory parameter
• Robust Methods for Detection of Shifts of the Innovation Variance of a Time Series
• Corrected diffusion approximations in certain random walk problems
• A simple cumulative sum type statistic for the change-point problem with zero-one observations
• Probability maximizing approach to optimal stopping and its application to a disorder problem
• Straight Lines with a Change-Point: A Bayesian Analysis of Some Renal Transplant Data
• Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals
• Some Bayesian Inferences for a Changing Linear Model
• A Note on Switching Regressions and Logistic Discrimination
• Some results on estimating a change-point using non-parametric type statistics
• Segmented linear regression models applied to the analysis of data from a cross-sectional growth experiment
• A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point
• A Maximum Likelihood Method for Piecewise Regression Models with a Continuous Dependent Variable
• A New Maximum Likelihood Algorithm for Piecewise Regression
• Parameter changes in a regression model with autocorrelated errors
• Detection of a “Disorder” in a Wiener Process
• The probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables
• Inference about the Point of Change in a Regression Model
• Optimal surveillance
• Large-deviation approximations to the distribution of scan statistics
• Estimating the Change in a Renewal Process When the Data are Counts
• Inference for a hazard rate change point
• On the Stable Paretian Behavior of Stock-Market Prices
• Some One-Sided Tests for Change in Level
• Note on a Distribution-Free CUSUM Technique
• On a quickest detection problem with costly information
• Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models
• A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Bayesian Test of Homogeneity of Variance
• Two Methods for Examining the Stability of Regression Coefficients
• Testing a Sequence of Observations for a Shift in Location
• Bayesian inferences related to shifting sequences and two-phase regression
• Some "Optimal" Methods to Detect Structural Shift or Outliers in Regression
• A Control Chart Model and a Generalised Stopping Problem for Brownian Motion
• Exact and approximate filtering in signal detection: An example (Corresp.)
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• Estimating Mixtures of Normal Distributions and Switching Regressions
• On the asymptotic distribution of an estimate of the change point in a failure rate
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• A spatial scan statistic
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• Change-point problems in software and hardware reliability
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• The effect of long-range dependence on change-point estimators
• A Non-Parametric Approach to the Change-Point Problem
• Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
• The maximum likelihood method for testing changes in the parameters of normal observations
• Estimating coefficients of two-phase linear regression model with autocorrelated errors
• The asymptotic power function of GLR tests for local change of parameter
• On a generalized disorder problem
• Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches
• Power comparisons for disease clustering tests
• A simulated annealing strategy for the detection of arbitrarily shaped spatial clusters
• Sequential analysis. Tests and confidence intervals
• Optimal detection of a change in distribution
• Asymptotic score-statistic processes and tests for constant hazard against a change-point alternative
• A Bayesian analysis of some threshold switching models
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• Optimal prediction of level crossings in Gaussian processes and sequences
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• Optimal stopping times for detecting changes in distributions
• Nonparametric tests for the changepoint problem
• Boundary crossing probabilities and statistical applications
• Average run lengths of an optimal method of detecting a change in distribution
• Nonparametric change-point estimation
• Detecting change in a random sequence
• Estimating the number of change-points via Schwarz' criterion
• Continuous time autoregressive models with common stochastic trends
• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
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• Invariance principles for changepoint problems
• A dynamic sampling approach for detecting a change in distribution
• Optimally stopping the sample mean of a Wiener process with an unknown drift
• A switching regression method using inequality conditions
• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• Bayesian estimation of the switching regression model with autocorrelated errors
• Structural changes in time series models
• On the use of loss functions in the changepoint problem
• A Bayesian approach to retrospective identification of change-points
• A nonparametric control chart for detecting small disorders
• The asymptotic behavior of some nonparametric change-point estimators
• Bayesian forecasting and dynamic models
• Testing exponentiality against IDMRL distributions with unknown change point
• Change-points in nonparametric regression analysis
• Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression
• A log-linear model for a Poisson process change point
• Gaussian processes, moving averages and quick detection problems
• A Markov model for switching regressions
• On tests for detecting change in mean
• Some comparisons of tests for a shift in the slopes of a multivariate linear time series model
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• Limit theorems for change in linear regression
• Testing and estimating in the change-point problem of the spectral function
• Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
• Detecting break points in generalized linear models
• Testing for change-points with rank and sign statistics
• Maximum likelihood estimation in the multi-path change-point problem
• Likelihood ratio and cumulative sum tests for a change-point in linear regression
• Change point estimation using nonparametric regression
• Estimation in a Cox regression model with a change-point according to a threshold in a covariate
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• Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
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• Testing for a change in the parameter values and order of an autoregressive model
• On the rate of approximations for maximum likelihood tests in change-point models
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• Approximations for the time of change and the power function in change-point models
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• A point process driven multiple change point model: a robust resistant approach
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• Optimal change-point estimation from indirect observations
• On Sequential Detection of a Shift in the Probability of a Rare Event
• Segmentation of non-stationary time series
• A Tree-Based Scan Statistic for Database Disease Surveillance
• Asymptotics of a bayesian approach to estimating change-point in a hazard rate
• Estimation in multi-path change-point problems
• A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection
• Robustness of the Likelihood Ratio Test for a Change in Simple Linear Regression
• Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series
• A Non-Gaussian Model for Time Series with Pulses
• Nonparametric analysis of changes in hazard rates for censored survival data: An alternative to change-point models
• Selecting the Smoothing Parameter for Estimation of Slowly Changing Evoked Potential Signals
• Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point
• A test for a change in a parameter occurring at an unknown point
• CONTROL CHARTS WITH WARNING LINES
• On problems in which a change in a parameter occurs at an unknown point
• Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes