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Detecting abrupt changes in a piecewise locally stationary time series
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Detecting abrupt changes in a piecewise locally stationary time series (2007)Detecting abrupt changes in a piecewise l…Change-point analysis of time series with evolutionary spectra (2024)Change-point analysis of time…Nonparametric change point detection in multivariate piecewise stationary time series (2018)Nonparametric change point de…A Doubly Stochastic Change Point Detection Algorithm for Noisy Biological Signals (2018)A Doubly Stochastic Change Po…Optimal change point detection in Gaussian processes (2017)Optimal change point detectio…A Dirichlet Process Gaussian State Machine Model for Change Detection in Transient Processes (2017)A Dirichlet Process Gaussian …Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes (2013)Multiple-Change-Point Detecti…Interpolation of Spatial Data: Some Theory for Kriging (2000)Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics (2004)Covariance Tapering for Interpolation of Large Spatial Datasets (2006)Greedy Kernel Change-Point Detection (2019)Bump detection in the presence of dependency: Does it ease or does it load? (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroscedasticity (1986)Generalized autoregressive conditional heteroskedasticity (1986)Monitoring procedure for parameter change in causal time series (2014)Estimating multiple breaks in nonstationary autoregressive models (2020)Break point detection for functional covariance (2022)Non-stationary and stationary prediction of financial time series using dynamic ridge polynomial neural network (2009)A cusum change-point detection algorithm for non-stationary sequences with application to data network surveillance (2010)Time series forecasting for nonlinear and non-stationary processes: a review and comparative study (2015)Recursive Bayesian location of a discontinuity in time series (2002)Bayesian Online Changepoint Detection (2007)Change-point detection in time-series data by relative density-ratio estimation (2013)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Journal of the American Statistical Association (1995)A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data (2013)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Wild binary segmentation for multiple change-point detection (2014)Segmenting Time Series via Self-Normalisation (2022)
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  • 2013Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes67 cited
  • 2017Optimal change point detection in Gaussian processes23 cited
  • 2017A Dirichlet Process Gaussian State Machine Model for Change Detection in Transient Processes17 cited
  • 2018A Doubly Stochastic Change Point Detection Algorithm for Noisy Biological Signals17 cited
  • 2018Nonparametric change point detection in multivariate piecewise stationary time series15 cited
  • 2024Change-point analysis of time series with evolutionary spectra13 cited

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