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Mean shift testing in correlated data
10 references·7 citing·38 second hop
Mean shift testing in correlated data (2011)Mean shift testing in correlated dataAn MDL approach to the climate segmentation problem (2010)An MDL approach to the climat…Testing for changes in the covariance structure of linear processes (2008)Testing for changes in the co…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Testing for a Change in the Parameter Values and Order of an Autoregressive Model (1995)Testing for a Change in the P…Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models (1994)Weak Convergence of the Seque…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…20 Nonparametric methods for changepoint problems (1988)20 Nonparametric methods for …Tests for Change of Parameter at Unknown Times and Distributions of Some Related Functionals on Brownian Motion (1974)Tests for Change of Parameter…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESMultiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm (2023)Multiple change point detecti…BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (2022)BACKWARD CUSUM FOR TESTING AN…A comparison of single and multiple changepoint techniques for time series data (2022)A comparison of single and mu…Tail-greedy bottom-up data decompositions and fast multiple change-point detection (2018)Tail-greedy bottom-up data de…A General Regression Changepoint Test for Time Series Data (2015)A General Regression Changepo…Reaction times of monitoring schemes for ARMA time series (2013)Reaction times of monitoring …Changepoint detection in daily precipitation data (2012)Changepoint detection in dail…Procedures for Reacting to a Change in Distribution (1971)A Non-Parametric Approach to the Change-Point Problem (1979)Some aspects of change-point analysis (1994)Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999)Change Point Detection in Time Series Data Using Autoencoders With a Time-Invariant Representation (2021)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Changepoint Detection in Periodic and Autocorrelated Time Series (2007)An Improved Bayesian Information Criterion for Multiple Change-Point Models (2012)A robust approach for estimating change-points in the mean of an $\operatorname{AR}(1)$ process (2017)Detection of Abrupt Changes in Signals and Dynamical Systems (1985)Testing and estimating change-points in time series (1985)Tests for a Change-Point (1987)Stable Non-Gaussian Random ProcessesGennady Samorodnitsky and Murad S. Taqqu Chapman and Hall, 1994 (1997)Change-Point Estimation in ARCH Models (2000)Extensions of some classical methods in change point analysis (2014)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Dealing with Structural Breaks (2005)Detecting Gradual Changes in Locally Stationary Processes (2014)Detecting Relevant Changes in Time Series Models (2015)Multiple change-point detection for non-stationary time series using Wild Binary Segmentation (2017)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Nonparametric Change-Point Estimation (1988)TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES (2001)Structural Breaks in Financial Time Series (2009)When is a Copula Constant? A Test for Changing Relationships (2010)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)Tests for parameter changes at unknown times in linear regression models (1991)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)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Bayesian Online Changepoint Detection (2007)
this work references cited by second hop

References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 1995Testing for a Change in the Parameter Values and Order of an Autoregressive Model148 cited
  • 198820 Nonparametric methods for changepoint problems137 cited
  • 1994Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models107 cited
  • 1974Tests for Change of Parameter at Unknown Times and Distributions of Some Related Functionals on Brownian Motion85 cited
  • 2010An MDL approach to the climate segmentation problem83 cited
  • 2008Testing for changes in the covariance structure of linear processes75 cited

Cited by

  • 2018Tail-greedy bottom-up data decompositions and fast multiple change-point detection55 cited
  • 2022A comparison of single and multiple changepoint techniques for time series data52 cited
  • 2012Changepoint detection in daily precipitation data43 cited
  • 2015A General Regression Changepoint Test for Time Series Data24 cited
  • 2022

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BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
17 cited
  • 2023Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm17 cited
  • 2013Reaction times of monitoring schemes for ARMA time series14 cited