SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Empirical likelihood test in a posteriori change-point nonlinear model
16 references·1 citing·42 second hop
Empirical likelihood test in a posteriori change-point nonlinear model (2015)Empirical likelihood test in a posteriori…Empirical Likelihood Ratio Test for the Epidemic Change Model (2021)Empirical Likelihood Ratio Te…Two tests for sequential detection of a change-point in a nonlinear model (2013)Two tests for sequential dete…Sequential change-point detection when unknown parameters are present in the pre-change distribution (2012)Sequential change-point detec…Bootstrapping sequential change-point tests for linear regression (2011)Bootstrapping sequential chan…Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown (2010)Sequential Change-Point Detec…Change‐Point Tests for the Error Distribution in Non‐parametric Regression (2009)Change‐Point Tests for the Er…Schwarz information criterion based tests for a change-point in regression models (2008)Schwarz information criterion…Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model (2008)Empirical Likelihood Ratio Te…Sequential change-point detection when unknown parameters are present in the pre-change distribution (2006)Sequential change-point detec…Empirical likelihood ratio test for the change-point problem (2006)Empirical likelihood ratio te…A semiparametric changepoint model (2004)A semiparametric changepoint …Monitoring changes in linear models (2003)Monitoring changes in linear …Structural Stability Testing in Models Estimated by Generalized Method of Moments (1999)Structural Stability Testing …Likelihood ratio tests for multiple structural changes (1999)Likelihood ratio tests for mu…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Tests for Change-Points with Epidemic Alternatives (1993)Tests for Change-Points with …Parameter change test for location‐scale time series models with heteroscedasticity based on bootstrap (2019)Parameter change test for loc…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Sample Splitting and Threshold Estimation (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Modelling structural breaks, long memory and stock market volatility: an overview (2004)Detecting and Predicting Forecast Breakdowns (2009)Modelling Nonlinear Economic Time Series (2010)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)The World Price of Covariance Risk (1991)Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function (2004)Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS (2011)Intellectual capital performance during financial crises (2016)A Simple Cumulative Sum Type Statistic for the Change-Point Problem with Zero-One Observations (1980)Tests for a Change-Point (1987)Confidence Sets in Change-Point Problems (1988)Hölder norm test statistics for epidemic change (2003)Multiple change-point detection via a screening and ranking algorithm (2012)A Non-Parametric Approach to the Change-Point Problem (1979)Nonparametric Methods in Change-Point Problems (1993)Multivariate Kendall's tau for change‐point detection in copulas (2012)Bayesian Model for Multiple Change-points Detection in Multivariate Time Series (2014)Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications (2014)Detection of Abrupt Changes: Theory and Applications. (1995)Testing, monitoring, and dating structural changes in exchange rate regimes (2009)Guaranteed Conditional Performance of Control Charts via Bootstrap Methods (2013)Guaranteed Conditional Performance of Control Charts via Bootstrap Methods (2016)Monitoring Structural Change (1996)Change‐point monitoring in linear models (2006)Modified sequential change point procedures based on estimating functions (2018)A comparison of single and multiple changepoint techniques for time series data (2022)The state of cumulative sum sequential changepoint testing 70 years after Page (2023)CONTINUOUS INSPECTION SCHEMES (1954)On Optimum Methods in Quickest Detection Problems (1963)Procedures for Reacting to a Change in Distribution (1971)Directional change‐point detection for process control with multivariate categorical data (2013)Non-Parametric Quickest Mean-Change Detection (2022)Optimal Stopping Times for Detecting Changes in Distributions (1986)Is Average Run Length to False Alarm Always an Informative Criterion? (2008)Piecewise-stationary bandit problems with side observations (2009)Optimal sequential detection in multi-stream data (2017)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)
this work references cited by second hop

References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1999Likelihood ratio tests for multiple structural changes249 cited
  • 2003Monitoring changes in linear models193 cited
  • 1993Tests for Change-Points with Epidemic Alternatives85 cited
  • 1999Structural Stability Testing in Models Estimated by Generalized Method of Moments67 cited
  • 2012Sequential change-point detection when unknown parameters are present in the pre-change distribution66 cited
  • 2006Sequential change-point detection when unknown parameters are present in the pre-change distribution62 cited
  • 2006Empirical likelihood ratio test for the change-point problem61 cited
  • 2010Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown60 cited
  • 2011Bootstrapping sequential change-point tests for linear regression55 cited
  • 2004A semiparametric changepoint model43 cited
  • 2008Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model28 cited
  • 2021Empirical Likelihood Ratio Test for the Epidemic Change Model18 cited
  • 2009Change‐Point Tests for the Error Distribution in Non‐parametric Regression17 cited
  • 2013Two tests for sequential detection of a change-point in a nonlinear model

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

17 cited
  • 2008Schwarz information criterion based tests for a change-point in regression models16 cited
  • Cited by

    • 2019Parameter change test for location‐scale time series models with heteroscedasticity based on bootstrap10 cited