Change-point detection (by Qiwei Yao)



• Conditional boundary crossing probabilities and two-stage tests for a change-point. Scandi. J. Statist. 1996, 23, 511-25.

• Tests for change-points with epidemic alternatives. Biometrika, 1993, 80, 179-91.

• Boundary crossing probabilities of some random fields related to likelihood ratio test for epidemic alternatives. Journal of Applled Probability, 1993, 30, 52-65.

• Asymptotically optimal detection of a change in a linear model. Sequential Analysis, 1993, 12, 201-210.

  
  

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