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Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data

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References

1997Limit theorems in change-point analysis1,004 cited
1979Convergence of integrated processes of arbitrary Hermite rank566 cited
2009Break detection in the covariance structure of multivariate time series models313 cited
2009Break detection in the covariance structure of multivariate time series models247 cited
1997The effect of long-range dependence on change-point estimators85 cited

Cited by

2021Data segmentation algorithms: Univariate mean change and beyond52 cited
2015Threshold models in time series analysis—Some reflections47 cited
2014Generalized Hermite processes, discrete chaos and limit theorems43 cited
2016Testing for Change‐Points in Long‐Range Dependent Time Series by Means of a Self‐Normalized Wilcoxon Test42 cited
2015Change-Point Detection Under Dependence Based on Two-Sample U-Statistics34 cited
2017Power of change-point tests for long-range dependent data18 cited
2017Detection of a changepoint, a mean-shift accompanied with a trend change, in short time-series with autocorrelation16 cited
2020Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment14 cited
2017Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence

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14 cited

2017Change point estimation based on Wilcoxon tests in the presence of long-range dependence10 cited

2022Change-point detection based on weighted two-sample U-statistics8 cited

2021On change-points tests based on two-samples U-Statistics for weakly dependent observations8 cited