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An Information-Based Approach to the Change-Point Problem of the Noncentral Skew t Distribution with Applications to Stock Market Data
11 references·1 citing·31 second hop
An Information-Based Approach to the Change-Point Problem of the Noncentral Skew t Distribution with Applications to Stock Market Data (2014)An Information-Based Approach to the Chan…Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications (2014)Information Approach for the …Parametric Statistical Change Point Analysis (2011)Parametric Statistical Change…Change Point Analysis for Generalized Lambda Distribution (2009)Change Point Analysis for Gen…Change point problems in the model of logistic regression (2004)Change point problems in the …A semiparametric changepoint model (2004)A semiparametric changepoint …Parametric Statistical Change Point Analysis (2000)Parametric Statistical Change…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Likelihood Ratio Tests for a Change in the Multivariate Normal Mean (1986)Likelihood Ratio Tests for a …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…Likelihood ratio test change-point detection in the skew slash distribution (2020)Likelihood ratio test change-…Testing a Sequence of Observations for a Shift in Location (1977)Statistical Process Control for Shifts in Mean or Variance Using a Changepoint Formulation (2005)Changepoint Detection in the Presence of Outliers (2017)CONTINUOUS INSPECTION SCHEMES (1954)A Non-Parametric Approach to the Change-Point Problem (1979)On Tests for Detecting Change in Mean (1975)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)Inference About the Change-Point in a Sequence of Random Variables (1970)An application of the maximum likelihood test to the change-point problem (1994)On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models (1996)Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes (2013)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model (2008)Change point detection for subprime crisis in American banking: From the perspective of risk dependence (2015)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)Guaranteed testing for epidemic changes of a linear regression model (2005)An Optimal Retrospective Change Point Detection Policy (2009)Retrospective Change Point Detection: From Parametric to Distribution Free Policies (2010)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)Bayesian Online Changepoint Detection (2007)Detection of multiple change-points in multivariate time series (2006)Analysis of changepoint models (2011)Inference for single and multiple change‐points in time series (2013)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
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 2011Parametric Statistical Change Point Analysis597 cited
  • 2000Parametric Statistical Change Point Analysis284 cited
  • 1979On the Likelihood Ratio Test for a Shift in Location of Normal Populations210 cited
  • 1986Likelihood Ratio Tests for a Change in the Multivariate Normal Mean130 cited
  • 1975Some One-Sided Tests for Change in Level77 cited
  • 2004A semiparametric changepoint model43 cited
  • 2004Change point problems in the model of logistic regression42 cited
  • 2014Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications25 cited
  • 2009Change Point Analysis for Generalized Lambda Distribution17 cited

Cited by

  • 2020Likelihood ratio test change-point detection in the skew slash distribution13 cited

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