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Extensions of some classical methods in change point analysis

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References

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265 cited

Cited by

2017High Dimensional Change Point Estimation via Sparse Projection232 cited
2018Structural breaks in panel data: Large number of panels and short length time series74 cited
2021Data segmentation algorithms: Univariate mean change and beyond52 cited
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2017Optimal change point detection in Gaussian processes23 cited
2021Change point analysis of covariance functions: A weighted cumulative sum approach19 cited
2021High dimensional change point inference: Recent developments and extensions16 cited
2019Sequential monitoring for changes from stationarity to mild non-stationarity16 cited
2018Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models16 cited
2024Data segmentation for time series based on a general moving sum approach15 cited
2020Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence15 cited
2020Change-point methods for multivariate time-series: paired vectorial observations15 cited
2016High-dimensional change point estimation via sparse projection15 cited
2016Detecting at‐Most‐m Changes in Linear Regression Models14 cited
2020High-Dimensional, Multiscale Online Changepoint Detection13 cited
2021Sequential change point tests based on U‐statistics12 cited