Change your own Active Directory password from PowerShell without any special permissions in a remote domain

Set-AccountPasswordRemote

$domain = "domain name"
$username = "user name"
$User = $username + "@" + $domain
$Password = (Read-Host -asSecureString "Enter the current password")

$Credential = New-Object System.Management.Automation.PSCredential ($User, $Password)
Set-ADAccountPassword -Credential $Credential -Server $domain -Identity $userName -OldPassword $Password -NewPassword (Read-Host -asSecureString "Enter the new password")