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Changepoint Detection in Periodic and Autocorrelated Time Series
3 references·10 citing·33 second hop
Changepoint Detection in Periodic and Autocorrelated Time Series (2007)Changepoint Detection in Periodic and Aut…Testing a Sequence of Observations for a Shift in Location (1977)Testing a Sequence of Observa…Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points (1966)Test Procedures for Possible …A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…A comparison of single and multiple changepoint techniques for time series data (2022)A comparison of single and mu…Multiple changepoint detection with partial information on changepoint times (2019)Multiple changepoint detectio…Detection of a changepoint, a mean-shift accompanied with a trend change, in short time-series with autocorrelation (2017)Detection of a changepoint, a…CHANGE POINT ANALYSIS: A STATISTICAL APPROACH TO DETECT POTENTIAL ABRUPT CHANGE (2017)CHANGE POINT ANALYSIS: A STAT…Regime change analysis of interval-valued time series with an application to PM10 (2015)Regime change analysis of int…Detecting change-points in extremes (2015)Detecting change-points in ex…A General Regression Changepoint Test for Time Series Data (2015)A General Regression Changepo…Changepoint detection in daily precipitation data (2012)Changepoint detection in dail…An MDL approach to the climate segmentation problem (2010)An MDL approach to the climat…Change detection in linear regression with time series errors (2009)Change detection in linear re…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Mean shift testing in correlated data (2011)A robust approach for estimating change-points in the mean of an $\operatorname{AR}(1)$ process (2017)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)On Tests for Detecting Change in Mean (1975)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (2000)Shifting endpoints in the term structure of interest rates (2001)CONTINUOUS INSPECTION SCHEMES (1954)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)Modelling structural breaks, long memory and stock market volatility: an overview (2004)Detecting at‐Most‐m Changes in Linear Regression Models (2016)Estimation and testing in generalized mean-reverting processes with change-point (2016)Inference for a change-point problem under a generalised Ornstein–Uhlenbeck setting (2017)An Overview of the Health and Retirement Study (1995)Range‐Based Estimation of Stochastic Volatility Models (2002)Multiple Structural Change Models: A Simulation Analysis (2006)Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models (1994)Limit theorems in change-point analysis (1997)Change-point analysis of hydrological time series using grey relational method (2005)Testing, monitoring, and dating structural changes in exchange rate regimes (2009)Parametric Statistical Change Point Analysis (2011)Optimal Detection of Changepoints With a Linear Computational Cost (2012)cpop: Detecting Changes in Piecewise-Linear Signals (2024)Tests for Variance Shift at an Unknown Time Point (1977)Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection (1990)Some aspects of change-point analysis (1994)Dealing with Structural Breaks (2005)Bayesian Online Changepoint Detection (2007)
this work references cited by second hop

References

  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 1977Testing a Sequence of Observations for a Shift in Location338 cited
  • 1966Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points136 cited

Cited by

  • 2010An MDL approach to the climate segmentation problem83 cited
  • 2022A comparison of single and multiple changepoint techniques for time series data52 cited
  • 2012Changepoint detection in daily precipitation data43 cited
  • 2015A General Regression Changepoint Test for Time Series Data24 cited
  • 2015Regime change analysis of interval-valued time series with an application to PM1020 cited
  • 2009Change detection in linear regression with time series errors19 cited
  • 2017CHANGE POINT ANALYSIS: A STATISTICAL APPROACH TO DETECT POTENTIAL ABRUPT CHANGE18 cited
  • 2017Detection of a changepoint, a mean-shift accompanied with a trend change, in short time-series with autocorrelation16 cited
  • 2015Detecting change-points in extremes16 cited
  • 2019Multiple changepoint detection with partial information on changepoint times12 cited

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