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Tests for changing mean with monotonic power

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References

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Cited by

2017Change point detection in heteroscedastic time series36 cited
2012Powerful tests for structural changes in volatility31 cited
2015Testing for structural change under non‐stationary variances28 cited

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2020

Continuous record Laplace-based inference about the break date in structural change models

27 cited

2022Optimal difference-based variance estimators in time series: A general framework24 cited

2016Expanding the Explanations for the Return–Volatility Relation20 cited

2014On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests17 cited

2011Fixed‐banalysis of LM‐type tests for a shift in mean13 cited

2018Gradient-based structural change detection for nonstationary time series M-estimation10 cited