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Change-point estimators in case of small disorders
8 references·14 citing·30 second hop
Change-point estimators in case of small disorders (1994)Change-point estimators in case of small …The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)The Asymptotic Behavior of So…Nonparametric Change-Point Estimation (1988)Nonparametric Change-Point Es…Invariance principles for changepoint problems (1988)Invariance principles for cha…Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case (1987)Maximum likelihood estimation…A Non-Parametric Approach to the Change-Point Problem (1979)A Non-Parametric Approach to …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 About the Change-Point in a Sequence of Random Variables (1970)Inference About the Change-Po…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Estimating the Current Mean o…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…Jump-Preserving Monitoring of Depending Time Series Using Pilot Estimators (2004)Jump-Preserving Monitoring of…Off-Line Statistical Process Control (2002)Off-Line Statistical Process …Nonparametric monitoring of financial time series by jump-preserving control charts (2002)Nonparametric monitoring of f…U-Statistics for Change under Alternatives (2001)U-Statistics for Change under…Exponential and polynomial tailbounds for change-point estimators (2001)Exponential and polynomial ta…Analysis of Change-Point Estimators under the Null Hypothesis (2001)Analysis of Change-Point Esti…Bayesian-type estimators of change points (2000)Bayesian-type estimators of c…Rank based estimators of the change-point (1998)Rank based estimators of the …Estimators for the Time of Change in Linear Models (1997)Estimators for the Time of Ch…Approximations for the time of change and the power function in change-point models (1996)Approximations for the time o…Nonparametric Tests for Nonstandard Change-Point Problems (1995)Nonparametric Tests for Nonst…Nonparametric detection of changepoints for sequentially observed data (1994)Nonparametric detection of ch…A Bayesian approach to inference about a change-point in a sequence of random variables (1975)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)Nonparametric Monitoring of Data Streams for Changes in Location and Scale (2011)Inference for single and multiple change‐points in time series (2013)A computationally efficient nonparametric approach for changepoint detection (2016)On Tests for Detecting Change in Mean (1975)Adaptive Detection of Multiple Change-Points in Asset Price Volatility (2006)Confidence sets for the date of a single break in linear time series regressions (2007)Inference regarding multiple structural changes in linear models with endogenous regressors (2012)CONTINUOUS INSPECTION SCHEMES (1954)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)Limit theorems in change-point analysis (1997)Change-Point Problems: Bibliography and Review (2010)Multivariate Kendall's tau for change‐point detection in copulas (2012)TESTING FOR CHANGES IN KENDALL’S TAU (2016)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)Inference about the Change-Point from Cumulative Sum Tests (1971)The Equity Premium and Structural Breaks (2000)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)Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables (1987)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)A Simple Cumulative Sum Type Statistic for the Change-Point Problem with Zero-One Observations (1980)Parametric and Nonparametric Sequential Change Detection in R: The cpm Package (2015)
this work references cited by second hop

References

  • 1979A Non-Parametric Approach to the Change-Point Problem4,167 cited
  • 1970Inference About the Change-Point in a Sequence of Random Variables831 cited
  • 1964Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time520 cited
  • 1988Nonparametric Change-Point Estimation225 cited
  • 1991The Asymptotic Behavior of Some Nonparametric Change-Point Estimators168 cited
  • 1988Invariance principles for changepoint problems91 cited
  • 1987Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case89 cited
  • 1976A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables59 cited

Cited by

  • 2001U-Statistics for Change under Alternatives31 cited
  • 1996Approximations for the time of change and the power function in change-point models25 cited
  • 1995Nonparametric Tests for Nonstandard Change-Point Problems24 cited
  • 2001Exponential and polynomial tailbounds for change-point estimators23 cited
  • 1998Rank based estimators of the change-point23 cited
  • 1997Estimators for the Time of Change in Linear Models22 cited
  • 2002

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Off-Line Statistical Process Control
18 cited
  • 2001Analysis of Change-Point Estimators under the Null Hypothesis16 cited
  • 2002Nonparametric monitoring of financial time series by jump-preserving control charts15 cited
  • 2010Multiple change-point estimation with U-statistics14 cited
  • 1994Nonparametric detection of changepoints for sequentially observed data13 cited
  • 2000Bayesian-type estimators of change points12 cited
  • 2011Convergence in distribution of multiple change point estimators12 cited
  • 2004Jump-Preserving Monitoring of Depending Time Series Using Pilot Estimators10 cited