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217-229

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author

- Department of Statistics, Jahangirnagar University, Savar, Dhaka - 1342, Bangladesh

author

- Department of Statistics, Jahangirnagar University, Savar, Dhaka - 1342, Bangladesh

author

- Department of Statistics, Jahangirnagar University, Savar, Dhaka - 1342, Bangladesh

References

- [1] Andreou, E. and Ghysels, E. (2002). Detecting multiple breaks in financial market volatility dynamics. Journal of Applied Econometrics, 17, 579-600
- [2] Antoch, J., and Hušková, M. (2001). Permutation tests in change point analysis. Statistics & probability letters, 53(1), 37-46
- [3] Antoch, J., Hušková, M., and Veraverbeke, N. (1995). Change-point problem and bootstrap. Journaltitle of Nonparametric Statistics, 5(2), 123-144
- [4] Aston, J. A., and Kirch, C. (2012). Evaluating stationarity via change-point alternatives with applications to fMRI data. The Annals of Applied Statistics, 6(4), 1906-1948
- [5] Bai, J., and Perron, P. (2003). Computation and analysis of multiple structural change models. Journal of applied econometrics, 18(1), 1-22
- [6] Berkes, I., Gabrys, R., Horváth, L., and Kokoszka, P., (2009). Detecting changes in the mean of functional observations. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 71(5), 927-946
- [7] Berkes, I., Horváth, L., and Schauer, J. (2011). Asymptotics of trimmed CUSUM statistics. Bernoulli, 17(4), 1344-1367
- [8] Csörgö, M., and Horváth, L., (1997). Limit theorems in change-point analysis. John Wiley & Sons Inc., New York.
- [9] Darling, D.A., and Erdös, P. (1956). A limit theorem for the maximum of normalized sums of independent random variables. Duke Math. J 23(1), 143-155
- [10] Dumbgen, L. (1991). The asymptotic behavior of some nonparametric change-point estimators. The Annals of Statistics, 19(3), 1471-1495
- [11] Efron, B. (1987). Better bootstrap confidence intervals. Journal of the American Statistical Association, 82(397) 171-185
- [12] Franke, J., Kirch, C., Kamgaing, J.T. (2012). Changepoints in times series of counts. Journal of Time Series Analysis, 33(5), 757-770
- [13] Horváth, L., and Rice, G. (2014). Extensions of some classical methods in change point analysis. Test, 23(2), 219-255
- [14] Hušková, M., (1997). Limit theorems for rank statistics. Statistics & probability letters, 32(1), 45-55
- [15] Hušková, M. (2004). Permutation principle and bootstrap in change point analysis. Fields Inst. Commun, 44, 273-291
- [16] Hušková, M., and Picek, J. (2005). Bootstrap in detection of changes in linear regression. Sankhya: The Indian Journal of Statistics, 67(2), 200-226
- [17] Kirch, C., and Steinebach, J. (2006). Permutation principles for the change analysis of stochastic processes under strong invariance. Journal of computational and applied mathematics, 186(1), 64-88
- [18] Page, E. S. (1954). Continuous inspection schemes. Biometrika, 41(1/2), 100-115
- [19] Page, E. S. (1955). A test for a change in a parameter occurring at an unknown point. Biometrika, 42(3/4), 523-527
- [20] Page, E. S. (1957). On problems in which a change in a parameter occurs at an unknown point. Biometrika, 44(1/2), 248-252
- [21] Reeves, J., Chen, J., Wang, X.L., Lund, R., and Lu, Q.Q. (2007) A review and comparison of changepoint detection techniques for climate data. Journal of Applied Meteorology and Climatology, 46(6), 900-915
- [22] Singh, K. (1981). On the asymptotic accuracy of Efron's bootstrap. The Annals of Statistics, 1187-1195
- [23] Sonesson, C., and Bock, D. (2003). A review and discussion of prospective statistical surveillance in public health. Journal of the Royal Statistical Society: Series A (Statistics in Society), 166(1), 5-21
- [24] Stoumbos, Z.G., Reynolds Jr, M.R., Ryan, T.P., and Woodall, W.H. (2000). The state of statistical process control as we proceed into the 21st century. Journal of the American Statistical Association, 95(451), 992-998

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article

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bwmeta1.element.psjd-5a78be42-5948-4e0a-8c1c-089d154c080a