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Bayesian analysis of a change-point in exponential families with applications
10 references·2 citing·29 second hop
Bayesian analysis of a change-point in exponential families with applications (1998)Bayesian analysis of a change-point in ex…Bayesian Retrospective Multiple-Changepoint Identification (1994)Bayesian Retrospective Multip…Asymptotic Distributions of Maximum Likelihood Tests for Change in the Mean (1990)Asymptotic Distributions of M…Estimating the number of change-points via Schwarz' criterion (1988)Estimating the number of chan…Confidence Sets in Change-Point Problems (1988)Confidence Sets in Change-Poi…Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Confidence Regions and Tests …Bayesian Analysis of a Poisson Process with a Change-Point (1986)Bayesian Analysis of a Poisso…The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)The Problem of the Nile: Cond…Testing a Sequence of Observations for a Shift in Location (1977)Testing a Sequence of Observa…A Bayesian approach to inference about a change-point in a sequence of random variables (1975)A Bayesian approach to infere…Inference About the Change-Point in a Sequence of Random Variables (1970)Inference About the Change-Po…Change‐Point Detection for Shifts in Control Charts Using EM Change‐Point Algorithms (2015)Change‐Point Detection for Sh…A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point (2000)A comparison of unconditional…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Inference about the Change-Point from Cumulative Sum Tests (1971)The Equity Premium and Structural Breaks (2000)US deficit sustainability: a new approach based on multiple endogenous breaks (2000)Change-point analysis of hydrological time series using grey relational method (2005)CONTINUOUS INSPECTION SCHEMES (1954)Applied Statistical Decision Theory (1962)Control Charts Based on Attribute Data: Bibliography and Review (1997)Competing Theories of Financial Anomalies (2000)On Tests for Detecting Change in Mean (1975)Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (2000)Shifting endpoints in the term structure of interest rates (2001)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)Inference for single and multiple change‐points in time series (2013)Change-point methods for Weibull models with applications to detection of trends in extreme temperatures (1999)Change-Point Problems: Bibliography and Review (2010)Statistical inference in Lombard's smooth‐change model (2011)The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)Fitting multiple change-point models to data (2001)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Estimation of a Change Point in Multiple Regression Models (1997)Dealing with Structural Breaks (2005)Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (2004)A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data (2013)Nonparametric Change-Point Estimation (1988)Modelling Nonlinear Economic Time Series (2010)Tests for Change-Points with Epidemic Alternatives (1993)The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time (1993)Some aspects of change-point analysis (1994)
this work references cited by second hop

References

  • 1970Inference About the Change-Point in a Sequence of Random Variables831 cited
  • 1988Estimating the number of change-points via Schwarz' criterion628 cited
  • 1977Testing a Sequence of Observations for a Shift in Location338 cited
  • 1975A Bayesian approach to inference about a change-point in a sequence of random variables320 cited
  • 1978The Problem of the Nile: Conditional Solution to a Changepoint Problem289 cited
  • 1986Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables260 cited
  • 1986Bayesian Analysis of a Poisson Process with a Change-Point242 cited
  • 1994Bayesian Retrospective Multiple-Changepoint Identification193 cited
  • 1988Confidence Sets in Change-Point Problems117 cited
  • 1990Asymptotic Distributions of Maximum Likelihood Tests for Change in the Mean55 cited

Cited by

  • 2015Change‐Point Detection for Shifts in Control Charts Using EM Change‐Point Algorithms11 cited
  • 2000A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point11 cited

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