References

• 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1971Procedures for Reacting to a Change in Distribution1,355 cited
• 1997Limit theorems in change-point analysis1,004 cited
• 1996An Analysis of the Real Interest Rate Under Regime Shifts779 cited
• 2012Structural breaks in time series444 cited
• 2014Multiscale Change Point Inference320 cited
• 2009Break detection in the covariance structure of multivariate time series models313 cited
• 1996Optimal changepoint tests for normal linear regression304 cited
• 1988Testing for Structural Change in Dynamic Models259 cited
• 2009Break detection in the covariance structure of multivariate time series models247 cited
• 1988Nonparametric Change-Point Estimation225 cited
• 1955CONTROL CHARTS WITH WARNING LINES224 cited
• 1989The Likelihood Ratio Test for a Change-Point in Simple Linear Regression208 cited
• 2013Inference for single and multiple change‐points in time series