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Gradual changes versus abrupt changes
3 references·7 citing·33 second hop
Gradual changes versus abrupt changes (1999)Gradual changes versus abrupt changesLimit theorems in change-point analysis (1997)Limit theorems in change-poin…Change-point problem and bootstrap (1995)Change-point problem and boot…Rank Tests for Changepoint Problems (1987)Rank Tests for Changepoint Pr…Asymptotics for change-point models under varying degrees of mis-specification (2015)Asymptotics for change-point …Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points (2014)Time Series Segmentation Proc…Smooth change point estimation in regression models with random design (2014)Smooth change point estimatio…Weighted Dickey–Fuller processes for detecting stationarity (2007)Weighted Dickey–Fuller proces…MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY (2007)MONITORING PROCEDURES TO DETE…A note on estimating the change-point of a gradually changing stochastic process (2002)A note on estimating the chan…Limit theorems for a class of tests of gradual changes (2000)Limit theorems for a class of…Brownian Motion and Stochastic Calculus. (1989)Brownian Motion and Stochastic Calculus (2007)Inference About the Change-Point in a Sequence of Random Variables (1970)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Effect of dependence on statistics for determination of change (1997)On-Line Statistical Process Control (2002)Nonparametric estimation of structural change points in volatility models for time series (2004)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times (1978)A Non-Parametric Approach to the Change-Point Problem (1979)SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. (1983)20 Nonparametric methods for changepoint problems (1988)Adaptive Detection of Multiple Change-Points in Asset Price Volatility (2006)Testing appearance of linear trend (1998)Testing for changes in the mean or variance of a stochastic process under weak invariance (2000)Estimation of a Change Point in Multiple Regression Models (1997)Two-stage change-point estimators in smooth regression models (1997)Estimating change points in nonparametric time series regression models (2020)Testing for a Unit Root in Time Series Regression (1988)Monitoring change in persistence in linear time series (2010)Nonparametric Sequential Signal Change Detection Under Dependent Noise (2013)SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET (2021)CONTINUOUS INSPECTION SCHEMES (1954)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Change point estimation using nonparametric regression (1996)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)
this work references cited by second hop

References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1987Rank Tests for Changepoint Problems161 cited
  • 1995Change-point problem and bootstrap76 cited

Cited by

  • 2007MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY22 cited
  • 2000Limit theorems for a class of tests of gradual changes17 cited
  • 2007Weighted Dickey–Fuller processes for detecting stationarity16 cited
  • 2002A note on estimating the change-point of a gradually changing stochastic process16 cited
  • 2014Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points16 cited
  • 2014Smooth change point estimation in regression models with random design13 cited
  • 2015Asymptotics for change-point models under varying degrees of mis-specification12 cited

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