SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Asymptotic properties of maximum likelihood estimators in models with multiple change points
15 references·2 citing·32 second hop
Asymptotic properties of maximum likelihood estimators in models with multiple change points (2010)Asymptotic properties of maximum likeliho…Parametric Statistical Change Point Analysis (2011)Parametric Statistical Change…Fitting multiple change-point models to data (2001)Fitting multiple change-point…Exponential and polynomial tailbounds for change-point estimators (2001)Exponential and polynomial ta…Parametric Statistical Change Point Analysis (2000)Parametric Statistical Change…Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint (1999)Capturing the distributional …Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Maximum Likelihood Estimation of Multiple Change Points (1990)Maximum Likelihood Estimation…Locating a Changed Segment in a Sequence of Bernoulli Variables (1990)Locating a Changed Segment in…Econometrics and Structural Change. (1988)Econometrics and Structural C…Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case (1987)Maximum likelihood estimation…The Change-Point Problem for Angular Data: A Nonparametric Approach (1986)The Change-Point Problem for …Likelihood Ratio Tests for a Change in the Multivariate Normal Mean (1986)Likelihood Ratio Tests for a …Time-Ordered Classification (1972)Time-Ordered ClassificationInference About the Change-Point in a Sequence of Random Variables (1970)Inference About the Change-Po…Inference About the Change-Point in a Sequence of Binomial Variables (1970)Inference About the Change-Po…Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (2014)Some Nonparametric Tests for …Convergence in distribution of multiple change point estimators (2011)Convergence in distribution o…On Tests for Detecting Change in Mean (1975)Testing a Sequence of Observations for a Shift in Location (1977)On the Likelihood Ratio Test for a Shift in Location of Normal Populations (1979)19 Review about estimation of change points (1988)A Control Chart for Preliminary Analysis of Individual Observations (1996)A Change-Point Approach for Phase-I Analysis in Multivariate Profile Monitoring and Diagnosis (2015)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)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)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Detection of multiple change-points in multivariate time series (2006)Testing, monitoring, and dating structural changes in exchange rate regimes (2009)Inference for single and multiple change‐points in time series (2013)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)Cointegration between exchange rates and relative prices: another view (1990)WHAT MACROECONOMISTS SHOULD KNOW ABOUT UNIT ROOTS (1994)Detecting Changes in Linear Regressions (1995)Detecting change in a time-series (Corresp.) (1980)Statistical analysis of “structural change”: An annotated bibliography (1989)Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection (1990)ON CHANGE POINT DETECTION AND ESTIMATION (2001)Off-line statistical analysis of change-point models using non parametric and likelihood methods (2005)Optimal change-point detection and localization (2023)Analysis of changepoint models (2011)Journal De La Société Française De Statistique (2005)Multiscale Change Point Inference (2014)
this work references cited by second hop

References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1970Inference About the Change-Point in a Sequence of Random Variables831 cited
  • 2011Parametric Statistical Change Point Analysis597 cited
  • 2000Parametric Statistical Change Point Analysis284 cited
  • 2001Fitting multiple change-point models to data211 cited
  • 1986Likelihood Ratio Tests for a Change in the Multivariate Normal Mean130 cited
  • 1970Inference About the Change-Point in a Sequence of Binomial Variables104 cited
  • 1988Econometrics and Structural Change.92 cited
  • 1987Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case89 cited
  • 1972Time-Ordered Classification75 cited
  • 1990Maximum Likelihood Estimation of Multiple Change Points70 cited
  • 1999Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint47 cited
  • 1986The Change-Point Problem for Angular Data: A Nonparametric Approach39 cited
  • 1990Locating a Changed Segment in a Sequence of Bernoulli Variables29 cited
  • 2001Exponential and polynomial tailbounds for change-point estimators23 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

  • 2014Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes13 cited
  • 2011Convergence in distribution of multiple change point estimators12 cited