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Exponential and polynomial tailbounds for change-point estimators
5 references·8 citing·32 second hop
Exponential and polynomial tailbounds for change-point estimators (2001)Exponential and polynomial tailbounds for…Change-point estimators in case of small disorders (1994)Change-point estimators in ca…Convergence of changepoint estimators (1992)Convergence of changepoint es…The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)The Asymptotic Behavior of So…Invariance principles for changepoint problems (1988)Invariance principles for cha…A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables (1976)A Nonparametric Method for th…Inference for single and multiple change-points in time series (2013)Inference for single and mult…Locating Changes in Highly Dependent Data with Unknown Number of Change Points (2012)Locating Changes in Highly De…Convergence in distribution of multiple change point estimators (2011)Convergence in distribution o…Multiple change-point estimation with U-statistics (2010)Multiple change-point estimat…Asymptotic properties of maximum likelihood estimators in models with multiple change points (2010)Asymptotic properties of maxi…Strong convergence rate of estimators of change point and its application (2008)Strong convergence rate of es…Rates of convergence for the change-point estimator for long-range dependent sequences (2005)Rates of convergence for the …Analysis of Change-Point Estimators under the Null Hypothesis (2001)Analysis of Change-Point Esti…20 Nonparametric methods for changepoint problems (1988)Nonparametric Change-Point Estimation (1988)Nonparametric Tests for Nonstandard Change-Point Problems (1995)Approximations for the time of change and the power function in change-point models (1996)U-Statistics for Change under Alternatives (2001)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Inference About the Change-Point in a Sequence of Random Variables (1970)A Non-Parametric Approach to the Change-Point Problem (1979)Limit theorems in change-point analysis (1997)Parametric Statistical Change Point Analysis (2011)Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (2014)LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)Scaling behaviour in the dynamics of an economic index (1995)The CUSUM statistics of change-point models based on dependent sequences (2021)Nonparametric Methods in Change-Point Problems (1993)Handbook of Brownian Motion — Facts and Formulae (1996)Change Point Analysis for Intelligent Agents in City Traffic (2011)Detecting the presence of insider trading via structural break tests (2011)On Tests for Detecting Change in Mean (1975)Nonparametric statistical procedures for the changepoint problem (1984)Nonparametric tests for change-point detection à la Gombay and Horváth (2012)M -statistic for kernel change-point detection (2015)CONTINUOUS INSPECTION SCHEMES (1954)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Optimal Detection of Changepoints With a Linear Computational Cost (2012)Dating multiple change points in the correlation matrix (2016)Inference for single and multiple change‐points in time series (2013)A computationally efficient nonparametric approach for changepoint detection (2016)A MOSUM procedure for the estimation of multiple random change points (2017)Nonparametric tests for the changepoint problem (1987)Two-stage change-point estimators in smooth regression models (1997)A semiparametric changepoint model (2004)
this work references cited by second hop

References

  • 1991The Asymptotic Behavior of Some Nonparametric Change-Point Estimators168 cited
  • 1988Invariance principles for changepoint problems91 cited
  • 1976A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables59 cited
  • 1994Change-point estimators in case of small disorders33 cited
  • 1992Convergence of changepoint estimators31 cited

Cited by

  • 2008Strong convergence rate of estimators of change point and its application22 cited
  • 2010Asymptotic properties of maximum likelihood estimators in models with multiple change points20 cited
  • 2005Rates of convergence for the change-point estimator for long-range dependent sequences17 cited
  • 2013Inference for single and multiple change-points in time series16 cited
  • 2001Analysis of Change-Point Estimators under the Null Hypothesis16 cited
  • 2012Locating Changes in Highly Dependent Data with Unknown Number of Change Points14 cited
  • 2010Multiple change-point estimation with U-statistics14 cited
  • 2011Convergence in distribution of multiple change point estimators12 cited

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