Detection of a change-point in variance by a weighted sum of powers of variances test

DOI10.1080/02664763.2018.1510475OpenAlexW2886082462WikidataQ129364187 ScholiaQ129364187MaRDI QIDQ5036596

Yuehua Wu, Baisuo Jin, Min Xu

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2018.1510475

zbMATH Keywords

asymptoticschange-pointapproximate critical valueschange in varianceweighted sum of powers of variances

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items

The CUSUM statistics of change-point models based on dependent sequences ⋮ Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model ⋮ Change point detection for nonparametric regression under strongly mixing process

Uses Software

• changepoint

Cites Work

• Unnamed Item
• Unnamed Item
• The limit law of the iterated logarithm
• Change-of-variance problem for linear processes with long memory
• Estimating the number of change-points via Schwarz' criterion
• Parametric Statistical Change Point Analysis
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• A Bayesian Analysis for Change Point Problems
• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• Optimal Detection of Changepoints With a Linear Computational Cost
• Change-Point Detection for Variance Piecewise Constant Models
• Consistent two‐stage multiple change‐point detection in linear models
• CONTINUOUS INSPECTION SCHEMES