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Detecting gradual changes in locally stationary processes

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References

1954CONTINUOUS INSPECTION SCHEMES5,731 cited
1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
1970Inference About the Change-Point in a Sequence of Random Variables831 cited
2006Statistical inference for time-varying ARCH processes251 cited
2009Break detection in the covariance structure of multivariate time series models247 cited
1955CONTROL CHARTS WITH WARNING LINES224 cited
2004Statistical inference for time-inhomogeneous volatility models158 cited
1999Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes85 cited

Cited by

2021Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators16 cited
2024Change-point analysis of time series with evolutionary spectra13 cited
2015Asymptotics for change-point models under varying degrees of mis-specification12 cited

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