Numerical study of likelihood-ratio-test-based single change point estimation

Electronics Letters ◽

10.1049/el.2012.3275 ◽

2012 ◽

Vol 48 (24) ◽

pp. 1532-1533

Author(s):

F. Wen

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Change Point ◽

Numerical Study ◽

Point Estimation ◽

Change Point Estimation

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Variance change point detection for fractional Brownian motion based on the likelihood ratio test

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2017.08.134 ◽

2018 ◽

Vol 490 ◽

pp. 439-450 ◽

Author(s):

Daniel Kucharczyk ◽

Agnieszka Wyłomańska ◽

Grzegorz Sikora

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Change Point ◽

Change Point Detection ◽

Variance Change ◽

Point Detection ◽

Variance Change Point

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The likelihood ratio test for a change-point in simple linear regression

10.1093/biomet/76.3.409 ◽

1989 ◽

Vol 76 (3) ◽

pp. 409-423 ◽

Author(s):

HYUNE-JU KIM ◽

DAVID SIEGMUND

Keyword(s):

Linear Regression ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Change Point ◽

Simple Linear Regression

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Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change

Journal of Applied Statistics ◽

10.1080/02664763.2011.628647 ◽

2012 ◽

Vol 39 (5) ◽

pp. 947-961 ◽

Author(s):

Wei Ning

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Empirical Likelihood ◽

Change Point ◽

Abrupt Change ◽

Linear Trend ◽

Point Model ◽

Empirical Likelihood Ratio Test ◽

Change Point Model

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Empirical likelihood ratio test for the change-point problem

Statistics & Probability Letters ◽

10.1016/j.spl.2006.08.003 ◽

2007 ◽

Vol 77 (4) ◽

pp. 374-382 ◽

Author(s):

Changliang Zou ◽

Yukun Liu ◽

Peng Qin ◽

Zhaojun Wang

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Empirical Likelihood ◽

Change Point ◽

Point Problem ◽

Empirical Likelihood Ratio ◽

Change Point Problem ◽

Empirical Likelihood Ratio Test

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A semiparametric maximum likelihood ratio test for the change point in copula models

Statistical Methodology ◽

10.1016/j.stamet.2013.02.003 ◽

2013 ◽

Vol 14 ◽

pp. 39-61 ◽

Author(s):

Salim Bouzebda ◽

Amor Keziou

Keyword(s):

Maximum Likelihood ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Change Point ◽

Copula Models ◽

Maximum Likelihood Ratio Test

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Likelihood ratio test change-point detection in the skew slash distribution

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2020.1755869 ◽

2020 ◽

pp. 1-13

Author(s):

Tianping Wang ◽

Weizhong Tian ◽

Wei Ning

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Change Point ◽

Change Point Detection ◽

Slash Distribution ◽

Point Detection

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The likelihood ratio test for the change point problem for exponentially distributed random variables

Stochastic Processes and their Applications ◽

10.1016/0304-4149(87)90009-3 ◽

1987 ◽

Vol 27 ◽

pp. 121-139 ◽

Author(s):

Patsy Haccou ◽

Evert Meelis ◽

Sara van de Geer

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Change Point ◽

Random Variables ◽

Point Problem ◽

Change Point Problem

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A problem with the likelihood ratio test for a change-point hazard rate model

10.1093/biomet/77.4.835 ◽

1990 ◽

Vol 77 (4) ◽

pp. 835-843 ◽

Author(s):

ROBIN HENDERSON

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Change Point ◽

Hazard Rate ◽

Hazard Rate Model

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Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model

Communication in Statistics- Theory and Methods ◽

10.1080/03610920802040373 ◽

2008 ◽

Vol 37 (16) ◽

pp. 2551-2563 ◽

Author(s):

Yukun Liu ◽

Changliang Zou ◽

Runchu Zhang

Keyword(s):

Linear Regression ◽

Regression Model ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Empirical Likelihood ◽

Linear Regression Model ◽

Change Point ◽

Empirical Likelihood Ratio ◽

Empirical Likelihood Ratio Test

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Likelihood ratio test for a piecewise continuous Weibull model with an unknown change point

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2013.10.069 ◽

2014 ◽

Vol 412 (1) ◽

pp. 498-504 ◽

Author(s):

Yunxia Li ◽

Lianfen Qian

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Change Point ◽

Weibull Model ◽

Piecewise Continuous

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