搜索结果: 1-15 共查到“统计学 Change”相关记录28条 . 查询时间(0.218 秒)
Inference and testing for structural change in time series of counts model
time series of counts Poisson autoregression likelihood estimation change-point semi-parametric test
2013/6/14
We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a ...
Power of Change-Point Tests for Long-Range Dependent Data
Change-point problems nonparametric change-point tests Wilcoxon two-sample rank test power of test local alternatives asymptotic relativeefficiency of tests long-range dependent data,long memory functional limit theorem
2013/4/28
We investigate the power of the CUSUM test and the Wilcoxon change-point test for a shift in the mean of a process with long-range dependent noise. We derive analytiv formulas for the power of these t...
A multiple filter test for change point detection in renewal processes with varying variance
A multiple filter test change point detection renewal processes varying variance
2013/4/27
Non-stationarity of the event rate is a persistent problem in modeling time series of events, such as neuronal spike trains. Motivated by a variety of patterns in neurophysiological spike train record...
The Lasso for High-Dimensional Regression with a Possible Change-Point
Lasso oracleine qualities sample splitting sparsity threshold models
2012/11/23
We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and develop the Lasso estimator of regression coefficients as well as the threshold parameter....
Monitoring procedure for parameter change in causal time series
Sequential change detection Change-point Causal processes Quasi-maximum likelihood estimator Weak convergence.
2012/11/22
We propose a new sequential procedure to detect change in the parameters of a process $ X= (X_t)_{t\in \Z}$ belonging to a large class of causal models (such as AR($\infty$), ARCH($\infty$), TARCH($\i...
We consider the testing and estimation of change-points -- locations where the distribution abruptly changes -- in a data sequence. A new approach, based on scan statistics utilizing graphs representi...
Sequential multi-sensor change-point detection
Sequential multi-sensor change-point detection
2012/9/19
We develop a mixture procedure for monitoring parallel streams of data for a change-point that affects only a subset of them, without assuming a spatial structure relating the data streams to one anot...
Sequential detection of multiple change points in networks: a graphical model approach
Sequential detection of multiple change points in networks graphical model approach
2012/9/19
We propose a probabilistic formulation that enables sequential detection of multiple change points in a network setting. We present a class of sequential detection rules for cer-tain functionals of ch...
Homogeneity and change-point detection tests for multivariate data using rank statistics
Homogeneity change-point detection tests multivariate data
2011/7/19
Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametri...
Model selection by LASSO methods in a change-point model
change-points selection criterion asymptotic behavior
2011/7/19
The paper considers a linear regression model with multiple change-points occurring at unknown times.
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Change point Information criterion Divergence Wald test-statistic
2011/7/19
This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions.
Change point analysis of an exponential model based on Phi-divergence test-statistics: simulated critical points case
Change poin Exponential model Likelihood ratio test
2011/7/19
Recently Batsidis \textit{et al.} (2011) have presented a new procedure based on divergence measures for testing the hypothesis of the existence of a change point in exponential populations.
Non-parametric change-point detection using string matching algorithms
School of Mathematics, University of Bristol, University Walk, Bristol, BS8 1TW, UK
2011/7/7
Given the output of a data source taking values in a finite alphabet, we wish to detect change-points, that is times when the statistical properties of the source change.
The group fused Lasso for multiple change-point detection
Mines ParisTech CBIO, Fontainebleau, France Institut Curie, Paris, France INSERM U900, Paris, France
2011/7/7
We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals.
Data-Efficient Quickest Change Detection with On-Off Observation Control
Data-Efficient Change Detection On-Off Observation Control
2011/6/16
In the classical version of the Bayesian quickest change detection problem proposed by Shiryaev,
there is a sequence of observations whose distribution changes at a random time, and the goal is to
m...