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Estimation in multi-path change-point problems
6 references·7 citing·31 second hop
Estimation in multi-path change-point problems (1992)Estimation in multi-path change-point pro…Nonparametric Change-Point Estimation (1988)Nonparametric Change-Point Es…Confidence Sets in Change-Point Problems (1988)Confidence Sets in Change-Poi…A Non-Parametric Approach to the Change-Point Problem (1979)A Non-Parametric Approach to …The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)The Problem of the Nile: Cond…A Bayesian approach to inference about a change-point in a sequence of random variables (1975)A Bayesian approach to infere…Inference About the Change-Point in a Sequence of Random Variables (1970)Inference About the Change-Po…Structural breaks in panel data: Large number of panels and short length time series (2018)Structural breaks in panel da…Darling–Erdős limit results for change-point detection in panel data (2012)Darling–Erdős limit results f…Change-Point Problems: Bibliography and Review (2010)Change-Point Problems: Biblio…ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE (2001)ON EXACT INFERENCE FOR CHANGE…Covariates in multipath change‐point problems: Modelling and consistency of the MLE (2001)Covariates in multipath chang…ANALYSIS OF PANEL DATA WITH CHANGE-POINTS (1997)ANALYSIS OF PANEL DATA WITH C…Estimation in the multipath change point problem for correlated data (1996)Estimation in the multipath c…CONTINUOUS INSPECTION SCHEMES (1954)Applied Statistical Decision Theory (1962)Bayesian Analysis of a Poisson Process with a Change-Point (1986)Control Charts Based on Attribute Data: Bibliography and Review (1997)Competing Theories of Financial Anomalies (2000)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Limit theorems in change-point analysis (1997)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (2014)Changepoint in dependent and non-stationary panels (2020)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Modelling Nonlinear Economic Time Series (2010)Parametric Statistical Change Point Analysis (2000)Parametric Statistical Change Point Analysis (2011)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Econometric Analysis of Cross Section and Panel Data (2001)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)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)Some aspects of change-point analysis (1994)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
  • 1975A Bayesian approach to inference about a change-point in a sequence of random variables320 cited
  • 1978The Problem of the Nile: Conditional Solution to a Changepoint Problem289 cited
  • 1988Nonparametric Change-Point Estimation225 cited
  • 1988Confidence Sets in Change-Point Problems117 cited

Cited by

  • 2018Structural breaks in panel data: Large number of panels and short length time series74 cited
  • 2012Darling–Erdős limit results for change-point detection in panel data40 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 2001Covariates in multipath change‐point problems: Modelling and consistency of the MLE15 cited
  • 2001ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE14 cited
  • 1996Estimation in the multipath change point problem for correlated data14 cited
  • 1997ANALYSIS OF PANEL DATA WITH CHANGE-POINTS13 cited

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