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Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables
1 references·16 citing·50 second hop
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References

  • 1970Inference About the Change-Point in a Sequence of Random Variables831 cited

Cited by

  • 2009Common breaks in means and variances for panel data265 cited
  • 2015Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics89 cited
  • 1997The effect of long-range dependence on change-point estimators85 cited
  • 2012Inference regarding multiple structural changes in linear models with endogenous regressors68 cited
  • 1995Spurious Break62 cited
  • 2019On the transfer of technology from universities: The impact of the Bayh–Dole Act of 1980 on the institutionalization of university research53 cited
  • 2022Testing for a Change in Mean after Changepoint Detection53 cited
  • 2004Nonparametric estimation of structural change points in volatility models for time series52 cited
  • 1999Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint47 cited
  • 2020Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors45 cited
  • 2006A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend41 cited
  • 2018Most Recent Changepoint Detection in Panel Data36 cited
  • 2002Detection and estimation of abrupt changes in the variability of a process

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31 cited
  • 2011Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS30 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 1996The location of the maximum of asymmetric two-sided Brownian motion with triangular drift25 cited