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Ratio tests for change point detection

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References

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Cited by

2019Nuisance-parameter-free changepoint detection in non-stationary series32 cited
2009Ratio test for variance change point in linear process with long memory29 cited
2020Changepoint in dependent and non-stationary panels27 cited
2016Monitoring multivariate time series21 cited
2018The multiple filter test for change point detection in time series15 cited
2017Abrupt change in mean using block bootstrap and avoiding variance estimation13 cited
2010Ratio test to detect change in the variance of linear process10 cited

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2012Ratio tests for variance change in nonparametric regression10 cited

2013Change-point detection in a shape-restricted regression model10 cited