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Change point estimation using nonparametric regression
2 references·16 citing·44 second hop
Change point estimation using nonparametric regression (1996)Change point estimation using nonparametr…The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)The Likelihood Ratio Test for…Inference About the Change-Point in a Sequence of Random Variables (1970)Inference About the Change-Po…Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors (2020)Finite Sample Change Point In…Variance Change Point Detection Under a Smoothly-Changing Mean Trend with Application to Liver Procurement (2018)Variance Change Point Detecti…Jump regression, image processing, and quality control (2017)Jump regression, image proces…A heuristic, iterative algorithm for change-point detection in abrupt change models (2017)A heuristic, iterative algori…Multivariate Change Point Control Chart Based on Data Depth for Phase I Analysis (2013)Multivariate Change Point Con…Inference for single and multiple change‐points in time series (2013)Inference for single and mult…Testing conditional factor models (2012)Testing conditional factor mo…Will the US economy recover in 2010? A minimal spanning tree study (2011)Will the US economy recover i…Change-Point Problems: Bibliography and Review (2010)Change-Point Problems: Biblio…A comparison of estimators for regression models with change points (2010)A comparison of estimators fo…Change-point estimation under adaptive sampling (2009)Change-point estimation under…Tipping and the Dynamics of Segregation* (2008)Tipping and the Dynamics of S…Tipping and the Dynamics of Segregation (2007)Tipping and the Dynamics of S…Nonparametric estimation of structural change points in volatility models for time series (2004)Nonparametric estimation of s…Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces (2003)Sequential methods for design…Change-Point Detection With Non-Parametric Regression (2002)Change-Point Detection With N…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Estimation of a Change Point in Multiple Regression Models (1997)Change-point detection for shifts in control charts using fuzzy shift change-point algorithms (2015)Detecting Relevant Changes in Time Series Models (2015)The Dynamics of Agricultural Intra-Industry Trade: A Comprehensive Case Study in Vietnam (2019)Bayesian Analysis of a Poisson Process with a Change-Point (1986)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Tests for a Change-Point (1987)Chapter 46 Unit roots, structural breaks and trends (1994)Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series (1997)Detection of change in persistence of a linear time series (2000)CONTINUOUS INSPECTION SCHEMES (1954)Dealing with Structural Breaks (2005)Dynamic models of segregation† (1971)Sample Splitting and Threshold Estimation (2000)Inequality at Birth: Some Causes and Consequences (2011)Digital Discrimination: The Case of Airbnb.com (2014)Segregation by Design (2018)Optimal Detection of Changepoints With a Linear Computational Cost (2012)Computationally Efficient Changepoint Detection for a Range of Penalties (2015)Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (2015)A computationally efficient nonparametric approach for changepoint detection (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Alternative models for conditional stock volatility (1990)Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes (2008)Estimation for the change point of volatility in a stochastic differential equation (2011)Testing for instability in covariance structures (2017)segmented: Regression Models with Break-Points / Change-Points Estimation (with Possibly Random Effects) (2003)changepoint : An R Package for Changepoint Analysis (2014)Multiscale Change Point Inference (2014)Rank-based multiple change-point detection (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Pockets of Predictability (2018)Thousands of Alpha Tests (2018)Modeling Corporate Bond Returns (2023)Racial diversity and change in metropolitan neighborhoods (2011)The Impact of Youth Service on Future Outcomes: Evidence from Teach For America (2011)Ladies and gentlemen, your implicit bias is showing: gender hegemony and its impact on HRD research and practice (2020)
this work references cited by second hop

References

  • 1970Inference About the Change-Point in a Sequence of Random Variables831 cited
  • 1989The Likelihood Ratio Test for a Change-Point in Simple Linear Regression208 cited

Cited by

  • 2008Tipping and the Dynamics of Segregation*695 cited
  • 2012Testing conditional factor models204 cited
  • 2013Inference for single and multiple change‐points in time series148 cited
  • 2007Tipping and the Dynamics of Segregation125 cited
  • 2017A heuristic, iterative algorithm for change-point detection in abrupt change models104 cited
  • 2010A comparison of estimators for regression models with change points65 cited
  • 2011Will the US economy recover in 2010? A minimal spanning tree study63 cited
  • 2004Nonparametric estimation of structural change points in volatility models for time series52 cited
  • 2020Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors45 cited
  • 2009Change-point estimation under adaptive sampling35 cited
  • 2002Change-Point Detection With Non-Parametric Regression34 cited
  • 2013Multivariate Change Point Control Chart Based on Data Depth for Phase I Analysis31 cited
  • 2003Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces

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31 cited
  • 2018Variance Change Point Detection Under a Smoothly-Changing Mean Trend with Application to Liver Procurement30 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 2017Jump regression, image processing, and quality control24 cited