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The analysis of change-point data with dependent errors
4 references·0 citing·18 second hop
The analysis of change-point data with dependent errors (1994)The analysis of change-point data with de…Invariance principles for changepoint problems (1988)Invariance principles for cha…Detecting Change Points by Fourier Analysis (1988)Detecting Change Points by Fo…Rank Tests for Changepoint Problems (1987)Rank Tests for Changepoint Pr…Tests for Change of Parameter at Unknown Times and Distributions of Some Related Functionals on Brownian Motion (1974)Tests for Change of Parameter…On Tests for Detecting Change in Mean (1975)The Change-Point Problem for Angular Data: A Nonparametric Approach (1986)Statistical analysis of “structural change”: An annotated bibliography (1989)Finding multiple abrupt change points (1996)Off-Line Statistical Process Control (2002)Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times (1978)A Non-Parametric Approach to the Change-Point Problem (1979)SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. (1983)20 Nonparametric methods for changepoint problems (1988)On-Line Statistical Process Control (2002)Adaptive Detection of Multiple Change-Points in Asset Price Volatility (2006)Nonparametric statistical procedures for the changepoint problem (1984)Nonparametric tests for the changepoint problem (1987)Nonparametric tests for change-point detection à la Gombay and Horváth (2012)M -statistic for kernel change-point detection (2015)The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time (1993)Some Problems with Application of Change-Point Detection Methods to Environmental Data (1997)Mean shift testing in correlated data (2011)
this work references cited by second hop

References

  • 1987Rank Tests for Changepoint Problems161 cited
  • 1988Invariance principles for changepoint problems91 cited
  • 1974Tests for Change of Parameter at Unknown Times and Distributions of Some Related Functionals on Brownian Motion85 cited
  • 1988Detecting Change Points by Fourier Analysis36 cited

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