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Comments on: Extensions of some classical methods in change point analysis
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Comments on: Extensions of some classical methods in change point analysis (2014)Comments on: Extensions of some classical…Wild binary segmentation for multiple change-point detection (2014)Wild binary segmentation for …Multiscale Change Point Inference (2014)Multiscale Change Point Infer…Detection of Multiple Structural Breaks in Multivariate Time Series (2014)Detection of Multiple Structu…Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes (2013)Multiple-Change-Point Detecti…Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data (2012)Non‐Parametric Change‐Point T…Bootstrapping sequential change-point tests for linear regression (2011)Bootstrapping sequential chan…An MDL approach to the climate segmentation problem (2010)An MDL approach to the climat…Bootstrapping Sequential Change-Point Tests (2008)Bootstrapping Sequential Chan…Bootstrapping confidence intervals for the change‐point of time series (2008)Bootstrapping confidence inte…On the detection of changes in autoregressive time series, II. Resampling procedures (2007)On the detection of changes i…Detection of multiple change-points in multivariate time series (2006)Detection of multiple change-…Change Point Analysis based on Empirical Characteristic Functions (2006)Change Point Analysis based o…Adaptive Detection of Multiple Change-Points in Asset Price Volatility (2006)Adaptive Detection of Multipl…Critical values for multiple structural change tests (2003)Critical values for multiple …Permutation tests in change point analysis (2001)Permutation tests in change p…Estimating the number of change-points via Schwarz' criterion (1988)Estimating the number of chan…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Detection of Abrupt Changes: Theory and Applications. (1995)Limit theorems in change-point analysis (1997)Selective review of offline change point detection methods (2019)An Evaluation of Change Point Detection Algorithms (2020)Convergence of integrated processes of arbitrary Hermite rank (1979)Break detection in the covariance structure of multivariate time series models (2009)Exploring the ability of the Pettitt method for detecting change point by Monte Carlo simulation (2013)Threshold models in time series analysis—Some reflections (2015)Data segmentation algorithms: Univariate mean change and beyond (2021)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Changepoint Detection in Periodic and Autocorrelated Time Series (2007)Mean shift testing in correlated data (2011)Structural breaks in time series (2012)A robust approach for estimating change-points in the mean of an $\operatorname{AR}(1)$ process (2017)Optimal Detection of Changepoints With a Linear Computational Cost (2012)changepoint : An R Package for Changepoint Analysis (2014)High Dimensional Change Point Estimation via Sparse Projection (2017)On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models (1996)Nonparametric tests for change-point detection à la Gombay and Horváth (2012)Uniform change point tests in high dimension (2015)Nonparametric Methods in Change-Point Problems (1993)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)State-Space Models with Regime Switching (1999)A MOSUM procedure for the estimation of multiple random change points (2017)Fossil fuels consumption and carbon dioxide emissions in G7 countries: Empirical evidence from ARDL bounds testing approach (2021)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data (2013)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)An Analysis of the Real Interest Rate Under Regime Shifts (1996)Optimal changepoint tests for normal linear regression (1996)Dealing with Structural Breaks (2005)Inequality and Unsustainable Growth: Two Sides of the Same Coin? (2017)Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (2004)
this work references cited by second hop

References

  • 2003Critical values for multiple structural change tests860 cited
  • 2014Wild binary segmentation for multiple change-point detection721 cited
  • 1988Estimating the number of change-points via Schwarz' criterion628 cited
  • 2014Multiscale Change Point Inference326 cited
  • 2006Detection of multiple change-points in multivariate time series177 cited
  • 2014Detection of Multiple Structural Breaks in Multivariate Time Series108 cited
  • 2010An MDL approach to the climate segmentation problem83 cited
  • 2006Adaptive Detection of Multiple Change-Points in Asset Price Volatility82 cited
  • 2012Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data82 cited
  • 2001Permutation tests in change point analysis69 cited
  • 2013Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes67 cited
  • 2011Bootstrapping sequential change-point tests for linear regression55 cited
  • 2007On the detection of changes in autoregressive time series, II. Resampling procedures51 cited
  • 2008Bootstrapping confidence intervals for the change‐point of time series51 cited
  • 2008Bootstrapping Sequential Change-Point Tests43 cited

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  • 2006Change Point Analysis based on Empirical Characteristic Functions37 cited
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