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Resampling Methods for the Change Analysis of Dependent Data
3 references·9 citing·30 second hop
Resampling Methods for the Change Analysis of Dependent Data (2006)Resampling Methods for the Change Analysi…Block permutation principles for the change analysis of dependent data (2006)Block permutation principles …Permutation tests in change point analysis (2001)Permutation tests in change p…Effect of dependence on statistics for determination of change (1997)Effect of dependence on stati…Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (2021)Two-stage data segmentation p…Sequential change point tests based on U‐statistics (2021)Sequential change point tests…Changepoint in dependent and non-stationary panels (2020)Changepoint in dependent and …Nuisance-parameter-free changepoint detection in non-stationary series (2019)Nuisance-parameter-free chang…Abrupt change in mean using block bootstrap and avoiding variance estimation (2017)Abrupt change in mean using b…M-Procedures for Detection of Changes for Dependent Observations (2012)M-Procedures for Detection of…Delay time in monitoring jump changes in linear models (2011)Delay time in monitoring jump…A note on studentized confidence intervals for the change-point (2009)A note on studentized confide…Resampling in the frequency domain of time series to determine critical values for change-point tests (2007)Resampling in the frequency d…On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models (1996)Limit theorems in change-point analysis (1997)Bootstrapping sequential change-point tests for linear regression (2011)Nonparametric tests for change-point detection à la Gombay and Horváth (2012)Data segmentation algorithms: Univariate mean change and beyond (2021)Monitoring Structural Change (1996)Monitoring changes in linear models (2003)Monitoring structural change in dynamic econometric models (2005)Truncated sequential change-point detection based on renewal counting processes II (2008)Change-point problem and bootstrap (1995)On discriminating between long-range dependence and changes in mean (2006)Bootstrapping confidence intervals for the change‐point of time series (2008)Robust Change Point Analysis (2013)Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm (2023)Testing and estimating change-points in time series (1985)Nonparametric Methods in Change-Point Problems (1993)LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)Nonparametric estimation of structural change points in volatility models for time series (2004)A comparison of single and multiple changepoint techniques for time series data (2022)Change-point in the mean of dependent observations (1998)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Dealing with Structural Breaks (2005)Studentized U-quantile processes under dependence with applications to change-point analysis (2017)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Testing for Change Points in Time Series (2010)A robust method for shift detection in time series (2020)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Changepoint estimation for dependent and non-stationary panels (2020)A General Regression Changepoint Test for Time Series Data (2015)SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (2021)
this work references cited by second hop

References

  • 1997Effect of dependence on statistics for determination of change70 cited
  • 2001Permutation tests in change point analysis69 cited
  • 2006Block permutation principles for the change analysis of dependent data36 cited

Cited by

  • 2019Nuisance-parameter-free changepoint detection in non-stationary series32 cited
  • 2020Changepoint in dependent and non-stationary panels27 cited
  • 2009A note on studentized confidence intervals for the change-point23 cited
  • 2011Delay time in monitoring jump changes in linear models18 cited
  • 2012M-Procedures for Detection of Changes for Dependent Observations17 cited
  • 2007Resampling in the frequency domain of time series to determine critical values for change-point tests14 cited
  • 2017Abrupt change in mean using block bootstrap and avoiding variance estimation13 cited
  • 2021Sequential change point tests based on U‐statistics12 cited
  • 2021Two-stage data segmentation permitting multiscale change points, heavy tails and dependence11 cited

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