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Strong convergence rate of estimators of change point and its application
8 references·0 citing·36 second hop
Strong convergence rate of estimators of change point and its application (2008)Strong convergence rate of estimators of …Exponential and polynomial tailbounds for change-point estimators (2001)Exponential and polynomial ta…Detection of multiple changes in a sequence of dependent variables (1999)Detection of multiple changes…Change-point in the mean of dependent observations (1998)Change-point in the mean of d…New methods in statistical economics (1997)New methods in statistical ec…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Scaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)LEAST SQUARES ESTIMATION OF A…Nonparametric Change-Point Estimation (1988)Nonparametric Change-Point Es…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)A Bayesian approach to inference about a change-point in a sequence of random variables (1975)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)Nonparametric Monitoring of Data Streams for Changes in Location and Scale (2011)Inference for single and multiple change‐points in time series (2013)A computationally efficient nonparametric approach for changepoint detection (2016)The Effect of Serial Correlation on the Performance of CUSUM Tests (1974)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)A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables (1976)Invariance principles for changepoint problems (1988)The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)Rates of convergence for the change-point estimator for long-range dependent sequences (2005)Asymptotic properties of maximum likelihood estimators in models with multiple change points (2010)Inference for single and multiple change-points in time series (2013)Théorie de la spéculation (1900)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Power Laws in Economics and Finance (2009)Estimating the number of change-points via Schwarz' criterion (1988)Nonparametric Methods in Change-Point Problems (1993)Detection of Abrupt Changes: Theory and Applications. (1995)Detection of multiple change-points in multivariate time series (2006)The Power of the Pruned Exact Linear Time(PELT) Test in Multiple Changepoint Detection (2015)A heuristic, iterative algorithm for change-point detection in abrupt change models (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)Modeling asset returns with alternative stable distributions (1993)Start-up size and industrial dynamics: some evidence from Italian manufacturing (1999)Multifractal analysis of financial markets: a review (2019)
this work references cited by second hop

References

  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES494 cited
  • 1997New methods in statistical economics434 cited
  • 1999Detection of multiple changes in a sequence of dependent variables231 cited
  • 1988Nonparametric Change-Point Estimation225 cited
  • 1998Change-point in the mean of dependent observations97 cited
  • 2001Exponential and polynomial tailbounds for change-point estimators23 cited

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