[1] |
PAGE E S. Continuous inspection schemes[J]. Biometrika, 1954, 41: 100-115.
|
[2] |
HSU D A. Tests for variance shift at an unknown time point [J]. Journal of the Royal Statistical Society: Series C (Applied Statistics), 1977, 26(3): 279-284.
|
[3] |
XU M, WU Y, JIN B. Detection of a change-point in variance by a weighted sum of powers of variances test[J]. Journal of Applied Statistics, 2018, 46(4): 664-679.
|
[4] |
BAI J. Least squares estimation of a shift in linear processes [J]. Journal of Time Series Analysis, 1994, 15(5):453-472.
|
[5] |
JIN B, DONG C, TAN C, et al. Estimator of a change point in single index models[J]. Science China Mathematics, 2014, 57(8): 1701-1712.
|
[6] |
JENSEN J L W V. Sur les fonctions convexes et les inégalités entre les valeurs moyennes[J]. Acta Mathematica, 1906, 30: 175-193.
|
[7] |
BAI J. Estimation of a change point in multiple regression models[J]. Review of Economics and Statistics, 1997, 79(4): 551-563.
|
[8] |
YAO Y C. Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables[J]. The Annals of Statistics, 1987,15(3): 1321-1328.
|
[9] |
PICARD D. Testing and estimating change-points in time series[J]. Advances in Applied Probability, 1985, 17(4): 841-867.
|
[10] |
MANN H B, WALD A. On stochastic limit and order relationships[J]. The Annals of Mathematical Statistics, 1943, 14(3): 217-226.
|
[11] |
KILLICK R, FEARNHEAD P, ECKLEY I A. Optimal detection of changepoints with a linear computational cost[J]. Journal of the American Statistical Association, 2012, 107(500): 1590-1598.)
|
[1] |
PAGE E S. Continuous inspection schemes[J]. Biometrika, 1954, 41: 100-115.
|
[2] |
HSU D A. Tests for variance shift at an unknown time point [J]. Journal of the Royal Statistical Society: Series C (Applied Statistics), 1977, 26(3): 279-284.
|
[3] |
XU M, WU Y, JIN B. Detection of a change-point in variance by a weighted sum of powers of variances test[J]. Journal of Applied Statistics, 2018, 46(4): 664-679.
|
[4] |
BAI J. Least squares estimation of a shift in linear processes [J]. Journal of Time Series Analysis, 1994, 15(5):453-472.
|
[5] |
JIN B, DONG C, TAN C, et al. Estimator of a change point in single index models[J]. Science China Mathematics, 2014, 57(8): 1701-1712.
|
[6] |
JENSEN J L W V. Sur les fonctions convexes et les inégalités entre les valeurs moyennes[J]. Acta Mathematica, 1906, 30: 175-193.
|
[7] |
BAI J. Estimation of a change point in multiple regression models[J]. Review of Economics and Statistics, 1997, 79(4): 551-563.
|
[8] |
YAO Y C. Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables[J]. The Annals of Statistics, 1987,15(3): 1321-1328.
|
[9] |
PICARD D. Testing and estimating change-points in time series[J]. Advances in Applied Probability, 1985, 17(4): 841-867.
|
[10] |
MANN H B, WALD A. On stochastic limit and order relationships[J]. The Annals of Mathematical Statistics, 1943, 14(3): 217-226.
|
[11] |
KILLICK R, FEARNHEAD P, ECKLEY I A. Optimal detection of changepoints with a linear computational cost[J]. Journal of the American Statistical Association, 2012, 107(500): 1590-1598.)
|