Journal ArticleDOI
A test for a change in a parameter occurring at an unknown point
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This article is published in Biometrika.The article was published on 1955-12-01. It has received 674 citations till now. The article focuses on the topics: Point (geometry).read more
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Procedures for reacting to a change in distribution
TL;DR: In this paper, a problem of optimal stopping is formulated and simple rules are proposed which are asymptotically optimal in an appropriate sense, which is of central importance in quality control and also has applications in reliability theory.
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The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
TL;DR: In this article, the authors proposed a maximum likelihood estimating procedure based on a direct examination of the likelihood function, and used a small sample test to test the hypothesis that no switch occurred against the single alternative that one switch took place.
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Dealing with Structural Breaks
TL;DR: In this paper, a review of methods related to estimation and inference about break dates for single equations with or without restrictions, with extensions to multi-equations systems where allowance is also made for changes in the variability of the shocks, tests for structural changes including tests for a single or multiple changes and tests valid with unit root or trending regressors, and tests for changes of the trend function of a series that can be integrated or trend-stationary.
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Inference about the change-point in a sequence of binomial variables
TL;DR: In this paper, the problem of making inference about the point in a sequence of zero-one variables at which the binomial parameter changes is discussed, and the asymptotic distribution of the maximum likelihood estimate of the change-point is derived in computable form using random walk results.