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Change-point problem and bootstrap
9 references·16 citing·33 second hop
Change-point problem and bootstrap (1995)Change-point problem and bootstrapThe Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)The Asymptotic Behavior of So…Nonparametric Change-Point Estimation (1988)Nonparametric Change-Point Es…Confidence Sets in Change-Point Problems (1988)Confidence Sets in Change-Poi…20 Nonparametric methods for changepoint problems (1988)20 Nonparametric methods for …19 Review about estimation of change points (1988)19 Review about estimation of…Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Confidence Regions and Tests …SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. (1983)SURVEY OF CLASSICAL AND BAYES…The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)The Problem of the Nile: Cond…Inference About the Change-Point in a Sequence of Random Variables (1970)Inference About the Change-Po…Bootstrap confidence intervals for multiple change points based on moving sum procedures (2022)Bootstrap confidence interval…Data segmentation algorithms: Univariate mean change and beyond (2021)Data segmentation algorithms:…Consistency of binary segmentation for multiple change-point estimation with functional data (2021)Consistency of binary segment…Change point analysis of covariance functions: A weighted cumulative sum approach (2021)Change point analysis of cova…Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence (2017)Robust Wilcoxon‐Type Estimati…Detecting the presence of insider trading via structural break tests (2011)Detecting the presence of ins…A note on studentized confidence intervals for the change-point (2009)A note on studentized confide…Bootstrapping confidence intervals for the change‐point of time series (2008)Bootstrapping confidence inte…On the detection of changes in autoregressive time series, II. Resampling procedures (2007)On the detection of changes i…Nonparametric estimation of structural change points in volatility models for time series (2004)Nonparametric estimation of s…On-Line Statistical Process Control (2002)On-Line Statistical Process C…Off-Line Statistical Process Control (2002)Off-Line Statistical Process …Gradual changes versus abrupt changes (1999)Gradual changes versus abrupt…Rank based estimators of the change-point (1998)Rank based estimators of the …Effect of dependence on statistics for determination of change (1997)Effect of dependence on stati…Approximations for the time of change and the power function in change-point models (1996)Approximations for the time o…CONTINUOUS INSPECTION SCHEMES (1954)Procedures for Reacting to a Change in Distribution (1971)A Non-Parametric Approach to the Change-Point Problem (1979)Some aspects of change-point analysis (1994)Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999)Change Point Detection in Time Series Data Using Autoencoders With a Time-Invariant Representation (2021)A Bayesian approach to inference about a change-point in a sequence of random variables (1975)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)Testing a Sequence of Observations for a Shift in Location (1977)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)Fitting multiple change-point models to data (2001)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Modelling Nonlinear Economic Time Series (2010)Economic Control of Quality of Manufactured Product. (1932)Quality, productivity, and competitive position (1982)Integrated design of run-to-run PID controller and SPC monitoring for process disturbance rejection (1999)Statistical Control of Measures and Processes (2009)Page's sequential procedure for change-point detection in time series regression (2014)On the Cusum test for parameter changes in garch(1,1) Models (2000)Inference and Estimation in a Changepoint Regression Problem (2001)Break Detection for a Class of Nonlinear Time Series Models (2008)A MOSUM procedure for the estimation of multiple random change points (2017)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)Tests for Change-Points with Epidemic Alternatives (1993)The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time (1993)Rank Tests for Changepoint Problems (1987)Evaluations of methods for statistical surveillance (1992)Statistical Surveillance. Optimality and Methods (2003)
this work references cited by second hop

References

  • 1970Inference About the Change-Point in a Sequence of Random Variables831 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
  • 1988Nonparametric Change-Point Estimation225 cited
  • 1983SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton.171 cited
  • 1991The Asymptotic Behavior of Some Nonparametric Change-Point Estimators168 cited
  • 198820 Nonparametric methods for changepoint problems137 cited
  • 1988Confidence Sets in Change-Point Problems117 cited
  • 198819 Review about estimation of change points110 cited

Cited by

  • 2002On-Line Statistical Process Control71 cited
  • 1997Effect of dependence on statistics for determination of change70 cited
  • 2021Data segmentation algorithms: Univariate mean change and beyond52 cited
  • 2004Nonparametric estimation of structural change points in volatility models for time series52 cited
  • 2007On the detection of changes in autoregressive time series, II. Resampling procedures

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51 cited
  • 2008Bootstrapping confidence intervals for the change‐point of time series51 cited
  • 2011Detecting the presence of insider trading via structural break tests35 cited
  • 1999Gradual changes versus abrupt changes32 cited
  • 1996Approximations for the time of change and the power function in change-point models25 cited
  • 2009A note on studentized confidence intervals for the change-point23 cited
  • 1998Rank based estimators of the change-point23 cited
  • 2021Change point analysis of covariance functions: A weighted cumulative sum approach19 cited
  • 2002Off-Line Statistical Process Control18 cited
  • 2021Consistency of binary segmentation for multiple change-point estimation with functional data15 cited
  • 2017Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence14 cited
  • 2022Bootstrap confidence intervals for multiple change points based on moving sum procedures14 cited