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Detection of the number, locations and magnitudes of jumps
2 references·13 citing·34 second hop
Detection of the number, locations and magnitudes of jumps (1988)Detection of the number, locations and ma…Estimating the number of change-points via Schwarz' criterion (1988)Estimating the number of chan…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Estimating the Current Mean o…A shape-based cutting and clustering algorithm for multiple change-point detection (2019)A shape-based cutting and clu…L’estimation de modèles avec changements structurels multiples (2009)L’estimation de modèles avec …Optimal changepoint estimation from indirect observations (2006)Optimal changepoint estimatio…Evidence on structural changes in U.S. time series (2004)Evidence on structural change…Detection of a change point with local polynomial fits for the random design case (2004)Detection of a change point w…Structural breaks in the US inflation process (2003)Structural breaks in the US i…Multiresolution and hybrid Bayesian algorithms for automatic detection of change points (1998)Multiresolution and hybrid Ba…Estimating the Number of Change Points in Exponential Families Distributions (1997)Estimating the Number of Chan…Nonparametric multiple change-point estimators (1996)Nonparametric multiple change…Estimating the number of change points in a sequence of independent normal random variables (1995)Estimating the number of chan…Estimation of change-points in a nonparametric regression function through kernel density estimation (1994)Estimation of change-points i…Detection of Multiple Changes of Variance Using Posterior Odds (1993)Detection of Multiple Changes…Inference in a model with at most one slope-change point (1988)Inference in a model with at …Inference About the Change-Point in a Sequence of Random Variables (1970)19 Review about estimation of change points (1988)20 Nonparametric methods for changepoint problems (1988)Estimation of a change in linear models (1996)Applied Statistical Decision Theory (1962)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Learning, forecasting and structural breaks (2008)Sequential Change-Point Detection Methods for Nonstationary Time Series (2008)Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications (2014)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Structural breaks in the U.S. inflation process: a further investigation (2003)CONTINUOUS INSPECTION SCHEMES (1954)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)Inference about the Change-Point from Cumulative Sum Tests (1971)The Equity Premium and Structural Breaks (2000)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi‐Country Analysis (2006)Measuring Potential Output within a State-Space Framework (2021)Change-point problems (1994)Change-Point Problems: Bibliography and Review (2010)Change Point Detection with Mean Shift Based on AUC from Symmetric Sliding Windows (2020)Process Partitions from Time-Ordered Clusters (2009)Convergence in distribution of multiple change point estimators (2011)Locating Changes in Highly Dependent Data with Unknown Number of Change Points (2012)Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (2004)Dealing with Structural Breaks (2005)A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data (2013)An estimator of the number of change points based on a weak invariance principle (2001)Revisiting the Decline in the Exchange Rate Pass-Through: Further Evidence from Developing Countries (2008)Revisiting the Decline in the Exchange Rate Pass-Through: Further Evidence from Developing Countries (2010)
this work references cited by second hop

References

  • 1988Estimating the number of change-points via Schwarz' criterion628 cited
  • 1964Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time520 cited

Cited by

  • 1993Detection of Multiple Changes of Variance Using Posterior Odds69 cited
  • 2009L’estimation de modèles avec changements structurels multiples42 cited
  • 2006Optimal changepoint estimation from indirect observations37 cited
  • 1995Estimating the number of change points in a sequence of independent normal random variables32 cited
  • 2004Evidence on structural changes in U.S. time series26 cited
  • 1996Nonparametric multiple change-point estimators23 cited
  • 2003Structural breaks in the US inflation process21 cited
  • 1988Inference in a model with at most one slope-change point19 cited
  • 1997Estimating the Number of Change Points in Exponential Families Distributions16 cited
  • 2004Detection of a change point with local polynomial fits for the random design case16 cited
  • 1998Multiresolution and hybrid Bayesian algorithms for automatic detection of change points13 cited
  • 1994Estimation of change-points in a nonparametric regression function through kernel density estimation12 cited

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2019
A shape-based cutting and clustering algorithm for multiple change-point detection
11 cited