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Volumn 89, Issue 1-2, 2000, Pages 57-77

Limit theorems for a class of tests of gradual changes

Author keywords

62 F 05; 62 J 05; Change point test; Gradual change; Limiting extreme value distribution; Linear and nonlinear regression; Weighted embedding

Indexed keywords


EID: 18244419979     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(00)00094-x     Document Type: Article
Times cited : (17)

References (15)
  • 6
    • 4243702058 scopus 로고    scopus 로고
    • Testing for changes in the mean or variance of a stochastic process under weak invariance
    • in press
    • Horváth, L., Steinebach, J., 1999. Testing for changes in the mean or variance of a stochastic process under weak invariance. J. Statist. Plann. Inference, in press.
    • (1999) J. Statist. Plann. Inference
    • Horváth, L.1    Steinebach, J.2
  • 7
    • 25744455618 scopus 로고    scopus 로고
    • Remarks on test procedures for gradual changes
    • B. Szyszkowicz. Amsterdam: Elsevier
    • Hušková M. Remarks on test procedures for gradual changes. Szyszkowicz B. Asymptotic Methods in Probability and Statistics. 1998;577-584 Elsevier, Amsterdam.
    • (1998) Asymptotic Methods in Probability and Statistics , pp. 577-584
    • Hušková, M.1
  • 8
    • 0005921056 scopus 로고    scopus 로고
    • Gradual changes versus abrupt changes
    • Hušková M. Gradual changes versus abrupt changes. J. Statist. Plann. Inference. 76:1999;109-125.
    • (1999) J. Statist. Plann. Inference , vol.76 , pp. 109-125
    • Hušková, M.1
  • 9
    • 0042041889 scopus 로고    scopus 로고
    • Iterated partial sum sequences of regression residuals and tests for changepoints with continuity constraints
    • Jandhyala V.K., MacNeill I.B. Iterated partial sum sequences of regression residuals and tests for changepoints with continuity constraints. J. Roy. Statist. Soc. B. 59:1997;147-156.
    • (1997) J. Roy. Statist. Soc. B , vol.59 , pp. 147-156
    • Jandhyala, V.K.1    MacNeill, I.B.2
  • 10
  • 12
    • 0000411204 scopus 로고
    • An approximation of partial sums of independent r.v.'s and the sample d.f.
    • Komlós J., Major P., Tusnády G. An approximation of partial sums of independent r.v.'s and the sample d.f. I. Z. Wahrsch. Verw. Geb. 32:1975;111-131.
    • (1975) I. Z. Wahrsch. Verw. Geb. , vol.32 , pp. 111-131
    • Komlós, J.1    Major, P.2    Tusnády, G.3
  • 13
    • 34250393026 scopus 로고
    • An approximation of partial sums of independent r.v.'s and the sample d.f.
    • Komlós J., Major P., Tusnády G. An approximation of partial sums of independent r.v.'s and the sample d.f. II. Z. Wahrsch. Verw. Geb. 34:1976;33-58.
    • (1976) II. Z. Wahrsch. Verw. Geb. , vol.34 , pp. 33-58
    • Komlós, J.1    Major, P.2    Tusnády, G.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.