The minimum of an additive process with applications to signal estimation and storage theory
From MaRDI portal
Publication:4091192
DOI10.1007/BF00536298zbMath0326.60053OpenAlexW2045356879MaRDI QIDQ4091192
P. K. Bhattacharya, Peter J. Brockwell
Publication date: 1976
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00536298
Asymptotic distribution theory in statistics (62E20) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99)
Related Items
Change-point estimators in case of small disorders, On the power of nonparametric changepoint-tests, Large deviations for the maxima of some random fields, The minimum of a unit-release reservoir with Markovian inputs, Dynamic panels with threshold effect and endogeneity, Two-stage change-point estimators in smooth regression models, Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case, A set-indexed process in a two-region image, Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point, Approximations for the time of change and the power function in change-point models, Estimating non-simultaneous changes in the mean of vectors, The location of the maximum and asymmetric two-sided Brownian motion with triangular drift, Likelihood-ratio-based confidence sets for the timing of structural breaks, BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES, Quantile Regression on Quantile Ranges - A Threshold Approach, Threshold regression with nonparametric sample splitting, GLS estimation and confidence sets for the date of a single break in models with trends, A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection, On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios, Estimators for the Time of Change in Linear Models, ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS, Change-point model selection via AIC, Exponential and polynomial tailbounds for change-point estimators, On two estimates related to the change-point problem, Detection of a change point based on local-likelihood, The changepoint problem in a multinomial sequence, Information criterion for Gaussian change-point model, Fractals with point impact in functional linear regression, Nonparametric regression with multiple thresholds: estimation and inference, On weak convergence of the likelihood ratio process in multi-phase regression models, Asymptotics for change-point models under varying degrees of mis-specification, Model selection criteria in multivariate models with multiple structural changes, Discontinuous versus smooth regression, Estimation of a change point in the variance function based on the χ2-distribution, INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL, Optimal tests for the general two-sample problem, A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point., Rank based estimators of the change-point, On the rate of almost sure convergence of Dümbgen's change-point estimators
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On tests for detecting change in mean
- Generalization of an inequality of Kolmogorov
- A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
- On the Distribution of the Maximum of a Process with Independent Increments
- A diffusion model for the control of a dam
- Inference about the change-point in a sequence of random variables
- The Distribution of the Time the Maximum is Achieved for Processes with Independent Increments
- A simple model for a dam in continuous time with Markovian input
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- On the spectrum of a class of matrices arising in storage theory
- Heuristic Approach to the Kolmogorov-Smirnov Theorems