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Volumn 14, Issue 2, 1996, Pages 145-160

Estimators and tests for change in variances

Author keywords

Brownian bridge; change point; weak convergence

Indexed keywords


EID: 0043104441     PISSN: 21931402     EISSN: 21967040     Source Type: Journal    
DOI: 10.1524/strm.1996.14.2.145     Document Type: Article
Times cited : (41)

References (13)
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    • Bhattacharya, P.K.1    Brockwell, P.J.2
  • 3
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    • Brodsky, B.E. and Daikhovsky, B.S.: Nonparametric Methods in Change-Point Problems, Kluwer, Dordrecht, (1993)
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    • Brodsky, B.E.1    Daikhovsky, B.S.2
  • 4
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    • Approximations of the empirical process when parameters are estimated
    • Burke, M.D., Csörgö, M., Csörgö, S. and Révész, P.: Approximations of the empirical process when parameters are estimated,Ann. Prob. 7 (1979), 790-810
    • (1979) Ann. Prob. , vol.7 , pp. 790-810
    • Burke, M.D.1    Csörgö, M.2    Csörgö, S.3    Révész, P.4
  • 5
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    • Nonparametric methods for changepoint problems
    • Csörgö, M. and Horváth, L.: Nonparametric methods for changepoint problems, In: Handbook of Statistics 7 (1988), 403-425
    • (1988) In: Handbook of Statistics , vol.7 , pp. 403-425
    • Csörgö, M.1    Horváth, L.2
  • 7
    • 0003845456 scopus 로고
    • Strong Approximations in Probability and Statistics
    • Academic Press, New York
    • Csörgö, M. and Révész, P.: Strong Approximations in Probability and Statistics, Academic Press, New York, (1981)
    • (1981)
    • Csörgö, M.1    Révész, P.2
  • 8
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    • Weak convergence of the sample distribution function when parameters axe estimated
    • Durbin, J.: Weak convergence of the sample distribution function when parameters axe estimated, Ann. Statist. 1 (1973a), 279-290
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    • Durbin, J.1
  • 10
    • 38149147470 scopus 로고
    • Change-point estimators in case of small disorders, J. Statist
    • Ferger, D.: Change-point estimators in case of small disorders, J. Statist. Planning Inference 40 (1994), 33-49
    • (1994) Planning Inference , vol.40 , pp. 33-49
    • Ferger, D.1
  • 11
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    • Asymptotic distributions of maximum likelihood tests for change in the mean
    • Gombay, E. and Horváth, L.: Asymptotic distributions of maximum likelihood tests for change in the mean, Biometrika 77 (1990), 411-414
    • (1990) Biometrika , vol.77 , pp. 411-414
    • Gombay, E.1    Horváth, L.2
  • 12
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    • Use of cumulative sums of squares for retrospective detection of change of variance
    • Inclán, C. and Tiao, G.C.: Use of cumulative sums of squares for retrospective detection of change of variance, J. Amer. Statist. Assoc. 89 (1994), 913-923
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    • Inclán, C.1    Tiao, G.C.2
  • 13
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    • Weighted stochastic processes under contiguous alternatives, C.R
    • Szyszkowicz, B.: Weighted stochastic processes under contiguous alternatives, C.R. Math. Rep. Acad. Sci. Canada 13 (1991), 211-216
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    • Szyszkowicz, B.1


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