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Detection of Changes in Linear Sequences
16 references·5 citing·36 second hop
Detection of Changes in Linear Sequences (1997)Detection of Changes in Linear SequencesChange-point in the mean of dependent observations (1998)Change-point in the mean of d…Testing for a Change in the Parameter Values and Order of an Autoregressive Model (1995)Testing for a Change in the P…LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)LEAST SQUARES ESTIMATION OF A…An application of the maximum likelihood test to the change-point problem (1994)An application of the maximum…The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)The Maximum Likelihood Method…The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time (1993)The Effect of Serial Correlat…Testing and estimating in the change-point problem of the spectral function (1992)Testing and estimating in the…Asymptotic Distributions of Maximum Likelihood Tests for Change in the Mean (1990)Asymptotic Distributions of M…The likelihood ratio test for the change point problem for exponentially distributed random variables (1987)The likelihood ratio test for…Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Confidence Regions and Tests …Testing and estimating change-points in time series (1985)Testing and estimating change…The Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates. (1984)The Asymptotic behavior of th…On the Likelihood Ratio Test for a Shift in Location of Normal Populations (1979)On the Likelihood Ratio Test …Some One-Sided Tests for Change in Level (1975)Some One-Sided Tests for Chan…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESDetecting Multiple Change Points Using Adaptive Regression Splines With Application to Neural Recordings (2018)Detecting Multiple Change Poi…Sequential testing of gradual changes in the drift of a stochastic process (2011)Sequential testing of gradual…Resampling in the frequency domain of time series to determine critical values for change-point tests (2007)Resampling in the frequency d…Sequential Change-Point Analysis based on Invariance Principles (2003)Sequential Change-Point Analy…An estimator of the number of change points based on a weak invariance principle (2001)An estimator of the number of…Inference About the Change-Point in a Sequence of Random Variables (1970)Estimation of a Change Point in Multiple Regression Models (1997)The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack (2004)Testing a Sequence of Observations for a Shift in Location (1977)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Statistical Process Control for Shifts in Mean or Variance Using a Changepoint Formulation (2005)Changepoint Detection in the Presence of Outliers (2017)On Tests for Detecting Change in Mean (1975)Change-Point Estimation in ARCH Models (2000)Extensions of some classical methods in change point analysis (2014)The Effect of Serial Correlation on the Performance of CUSUM Tests (1974)Limit theorems in change-point analysis (1997)Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999)On the detection of changes in autoregressive time series I. Asymptotics (2006)Time-varying correlation between stock market returns and real estate returns (2012)Detection of Abrupt Changes in Signals and Dynamical Systems (1985)Tests for a Change-Point (1987)Stable Non-Gaussian Random ProcessesGennady Samorodnitsky and Murad S. Taqqu Chapman and Hall, 1994 (1997)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)Fitting multiple change-point models to data (2001)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Effect of dependence on statistics for determination of change (1997)On the Cusum test for parameter changes in garch(1,1) Models (2000)Testing for homogeneity of variance in time series: Long memory, wavelets, and the Nile River (2002)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing For and Dating Common Breaks in Multivariate Time Series (1998)Dating the integration of world equity markets (2002)Structural breaks in time series (2012)Procedures for Reacting to a Change in Distribution (1971)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)Dealing with Structural Breaks (2005)Bayesian Online Changepoint Detection (2007)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES494 cited
  • 1985Testing and estimating change-points in time series338 cited
  • 1986Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables260 cited
  • 1979On the Likelihood Ratio Test for a Shift in Location of Normal Populations210 cited
  • 1993The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations160 cited
  • 1995Testing for a Change in the Parameter Values and Order of an Autoregressive Model148 cited
  • 1998Change-point in the mean of dependent observations97 cited
  • 1993The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time77 cited
  • 1975Some One-Sided Tests for Change in Level77 cited
  • 1994An application of the maximum likelihood test to the change-point problem72 cited
  • 1984The Asymptotic behavior of the Likelihood Ratio Statistic for Testing a Shift in Mean in a Sequence of Independent Normal Variates.64 cited
  • 1990Asymptotic Distributions of Maximum Likelihood Tests for Change in the Mean55 cited
  • 1992

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Testing and estimating in the change-point problem of the spectral function
45 cited
  • 1987The likelihood ratio test for the change point problem for exponentially distributed random variables39 cited
  • Cited by

    • 2001An estimator of the number of change points based on a weak invariance principle14 cited
    • 2007Resampling in the frequency domain of time series to determine critical values for change-point tests14 cited
    • 2018Detecting Multiple Change Points Using Adaptive Regression Splines With Application to Neural Recordings12 cited
    • 2003Sequential Change-Point Analysis based on Invariance Principles11 cited
    • 2011Sequential testing of gradual changes in the drift of a stochastic process8 cited