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Statistical inference in Lombard's smooth‐change model
9 references·1 citing·33 second hop
Statistical inference in Lombard's smooth‐change model (2011)Statistical inference in Lombard's smooth…Parametric Statistical Change Point Analysis (2000)Parametric Statistical Change…Some Problems with Application of Change-Point Detection Methods to Environmental Data (1997)Some Problems with Applicatio…The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)The Asymptotic Behavior of So…Asymptotic Distributions of Maximum Likelihood Tests for Change in the Mean (1990)Asymptotic Distributions of M…Nonparametric Change-Point Estimation (1988)Nonparametric Change-Point Es…Rank Tests for Changepoint Problems (1987)Rank Tests for Changepoint Pr…A Non-Parametric Approach to the Change-Point Problem (1979)A Non-Parametric Approach to …The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)The Problem of the Nile: Cond…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESMultivariate Kendall's tau for change‐point detection in copulas (2012)Multivariate Kendall's tau fo…Inference About the Change-Point in a Sequence of Random Variables (1970)A Bayesian approach to inference about a change-point in a sequence of random variables (1975)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)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Sequential Analysis (1985)Testing appearance of linear trend (1998)On-Line Statistical Process Control (2002)Detecting correlation changes in multivariate time series: A comparison of four non-parametric change point detection methods (2016)Testing a Sequence of Observations for a Shift in Location (1977)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Bayesian analysis of a change-point in exponential families with applications (1998)Change-point methods for Weibull models with applications to detection of trends in extreme temperatures (1999)Change-Point Problems: Bibliography and Review (2010)Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times (1978)SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. (1983)20 Nonparametric methods for changepoint problems (1988)Adaptive Detection of Multiple Change-Points in Asset Price Volatility (2006)Invariance principles for changepoint problems (1988)Limit theorems in change-point analysis (1997)Measuring association and dependence between random vectors (2013)Testing the constancy of Spearman’s rho in multivariate time series (2015)TESTING FOR CHANGES IN KENDALL’S TAU (2016)A MOSUM procedure for the estimation of multiple random change points (2017)Procedures for Reacting to a Change in Distribution (1971)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)Modelling Nonlinear Economic Time Series (2010)A Simple Cumulative Sum Type Statistic for the Change-Point Problem with Zero-One Observations (1980)Parametric and Nonparametric Sequential Change Detection in R: The cpm Package (2015)Detection of multiple change-points in multivariate time series (2006)Analysis of changepoint models (2011)
this work references cited by second hop

References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1979A Non-Parametric Approach to the Change-Point Problem4,167 cited
  • 1978The Problem of the Nile: Conditional Solution to a Changepoint Problem289 cited
  • 2000Parametric Statistical Change Point Analysis284 cited
  • 1988Nonparametric Change-Point Estimation225 cited
  • 1991The Asymptotic Behavior of Some Nonparametric Change-Point Estimators168 cited
  • 1987Rank Tests for Changepoint Problems161 cited
  • 1997Some Problems with Application of Change-Point Detection Methods to Environmental Data72 cited
  • 1990Asymptotic Distributions of Maximum Likelihood Tests for Change in the Mean55 cited

Cited by

  • 2012Multivariate Kendall's tau for change‐point detection in copulas45 cited

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