Change-point detection (by Qiwei Yao)
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Conditional boundary crossing probabilities
and two-stage tests for a change-point.
Scandi. J. Statist. 1996, 23, 511-25.
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Tests for change-points with epidemic alternatives.
Biometrika, 1993, 80, 179-91.
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Boundary crossing probabilities of some random fields related to
likelihood ratio test for epidemic alternatives.
Journal of Applled Probability, 1993, 30, 52-65.
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Asymptotically optimal detection of a change in a linear model.
Sequential Analysis, 1993, 12, 201-210.
Last update: 25 May 2015
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