References

• 1979A Non-Parametric Approach to the Change-Point Problem4,269 cited
• 2006On discriminating between long-range dependence and changes in mean160 cited
• 2009MULTISCALE LOCAL CHANGE POINT DETECTION WITH APPLICATIONS TO VALUE-AT-RISK105 cited
• 2009Multiscale local change point detection with applications to value-at-risk87 cited
• 2012Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data82 cited
• 1996The change-point problem for dependent observations68 cited
• 2011Bootstrapping sequential change-point tests for linear regression55 cited
• 2007Testing for change points in time series models and limiting theorems for NED sequences51 cited
• 2007Testing for change points in time series models and limiting theorems for NED sequences41 cited
• 1994On the power of nonparametric changepoint-tests39 cited
• 2009Ratio test for variance change point in linear process with long memory29 cited
• 2008Change-in-mean problem for long memory time series models with applications24 cited
• 2007Data driven rank test for the change point problem22 cited
• 1981Detecting a Scale Shift in a Random Sequence at an Unknown Time Point17 cited

Cited by

No citing works inside the corpus for this window.