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Volumn 6, Issue 1, 1996, Pages 275-287

Change-point detection for correlated observations

Author keywords

Approximate p value; Autoregressive process; Boundary crossing probability; Likelihood ratio test

Indexed keywords


EID: 25444446315     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (16)

References (20)
  • 1
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    • The effect of serial correlation on the performance of CUSUM tests II
    • Bagshaw, M. and Johnson, R. A. (1975). The effect of serial correlation on the performance of CUSUM tests II. Technometrics 17, 73-80.
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    • Bagshaw, M.1    Johnson, R.A.2
  • 2
    • 0040110788 scopus 로고
    • A change in level of non-stationary time series
    • Box, G. E. P. and Tiao, G. C. (1965). A change in level of non-stationary time series. Biometrika 52, 181-192.
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    • Box, G.E.P.1    Tiao, G.C.2
  • 3
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    • Nonparametric change-point estimation
    • Carlstein, E. (1988). Nonparametric change-point estimation. Ann. Statist. 16, 188-197.
    • (1988) Ann. Statist. , vol.16 , pp. 188-197
    • Carlstein, E.1
  • 4
    • 0000804982 scopus 로고
    • Estimating the current mean of a normal distribution which is subjected to changes in time
    • Chernoff, H. and Zacks, S. (1964). Estimating the current mean of a normal distribution which is subjected to changes in time. Ann. Mathe. Statist. 35, 999-1018.
    • (1964) Ann. Mathe. Statist. , vol.35 , pp. 999-1018
    • Chernoff, H.1    Zacks, S.2
  • 5
    • 0022810004 scopus 로고
    • Change-point problem with correlated observations, with an application in material accountancy
    • Henderson, R. (1986). Change-point problem with correlated observations, with an application in material accountancy. Technometrics 28, 381-389.
    • (1986) Technometrics , vol.28 , pp. 381-389
    • Henderson, R.1
  • 6
    • 77956887957 scopus 로고
    • Inference about the change-point in a sequence of random variables
    • Hinkley, D. V. (1970). Inference about the change-point in a sequence of random variables. Biometrika 57, 1-17.
    • (1970) Biometrika , vol.57 , pp. 1-17
    • Hinkley, D.V.1
  • 8
    • 25444488134 scopus 로고
    • Change-point problems in regression
    • Stanford University
    • Kim, H.-J. (1988). Change-point problems in regression. Technical Report, Stanford University.
    • (1988) Technical Report
    • Kim, H.-J.1
  • 11
    • 25444488627 scopus 로고
    • Two-sided tests for change in level for correlated data
    • Nagaraj, N. K. (1990). Two-sided tests for change in level for correlated data. Statistical Papers 31, 181-194.
    • (1990) Statistical Papers , vol.31 , pp. 181-194
    • Nagaraj, N.K.1
  • 12
    • 0002916530 scopus 로고
    • Continuous inspection schemes
    • Page, E. S. (1954). Continuous inspection schemes. Biometrika 41, 100-115.
    • (1954) Biometrika , vol.41 , pp. 100-115
    • Page, E.S.1
  • 13
    • 0016473668 scopus 로고
    • Some one-sided tests for change in level
    • Sen, A. and Srivastava, M. S. (1975). Some one-sided tests for change in level. Technometrics 17, 61-64.
    • (1975) Technometrics , vol.17 , pp. 61-64
    • Sen, A.1    Srivastava, M.S.2
  • 15
    • 0001758770 scopus 로고
    • Boundary Crossing probabilities and statistical applications
    • Siegmund, D. (1986). Boundary Crossing probabilities and statistical applications. Ann. Statist. 14, 361-404.
    • (1986) Ann. Statist. , vol.14 , pp. 361-404
    • Siegmund, D.1
  • 16
    • 0016768340 scopus 로고
    • A Bayesian approach to inference about change-point in a sequence of random variables
    • Smith, A. F. M. (1975). A Bayesian approach to inference about change-point in a sequence of random variables. Biometrika 62, 407-416.
    • (1975) Biometrika , vol.62 , pp. 407-416
    • Smith, A.F.M.1
  • 17
    • 77957102290 scopus 로고
    • The power of likelihood ratio and cumulative sum tests for a change in a binomial probability
    • Worsley, K. J. (1983). The power of likelihood ratio and cumulative sum tests for a change in a binomial probability. Biometrika 70, 455-464.
    • (1983) Biometrika , vol.70 , pp. 455-464
    • Worsley, K.J.1
  • 18
    • 77956887062 scopus 로고
    • Confidence regions and tests for a change-point in a sequence of exponential family random variables
    • Worsley, K. J. (1986). Confidence regions and tests for a change-point in a sequence of exponential family random variables. Biometrika 73, 91-104.
    • (1986) Biometrika , vol.73 , pp. 91-104
    • Worsley, K.J.1
  • 19
    • 0027542978 scopus 로고
    • Performance of CUSUM control schemes for serially correlated observations
    • Yashchin, E. (1993). Performance of CUSUM control schemes for serially correlated observations. Technometrics 35, 37-52.
    • (1993) Technometrics , vol.35 , pp. 37-52
    • Yashchin, E.1
  • 20
    • 0038778719 scopus 로고
    • Change-point problems in software and hardware reliability
    • Zhao, M. (1993). Change-point problems in software and hardware reliability. Comm. Statist. Theory Methods 22, 757-768.
    • (1993) Comm. Statist. Theory Methods , vol.22 , pp. 757-768
    • Zhao, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.