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ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES
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ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES (1996)ESTIMATORS AND TESTS FOR CHANGE IN VARIAN…A review on minimax rates in change point detection and localisation (2020)A review on minimax rates in …Studentized U-quantile processes under dependence with applications to change-point analysis (2017)Studentized U-quantile proces…Multiple Change Point Analysis: Fast Implementation and Strong Consistency (2017)Multiple Change Point Analysi…Ratio tests for variance change in nonparametric regression (2012)Ratio tests for variance chan…Detecting the presence of insider trading via structural break tests (2011)Detecting the presence of ins…Ratio test to detect change in the variance of linear process (2010)Ratio test to detect change i…An efficient algorithm for estimating a change-point (2008)An efficient algorithm for es…Change-of-variance problem for linear processes with long memory (2006)Change-of-variance problem fo…Off-Line Statistical Process Control (2002)Off-Line Statistical Process …Bayesian-type estimators of change points (2000)Bayesian-type estimators of c…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Change point estimation using nonparametric regression (1996)Limit theorems in change-point analysis (1997)On the Stable Paretian Behavior of Stock-Market Prices (1974)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Recursive stability analysis of linear regression relationships (1982)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Unit Roots, Cointegration, and Structural Change (1999)When Kamay Met Hill: Organisational Ethics in Practice (2017)Economic Control of Quality of Manufactured Product. (1932)CONTINUOUS INSPECTION SCHEMES (1954)Introduction to Statistical Quality Control (1992)Detection of structural changes in generalized linear models (2004)Optimal sequential kernel detection for dependent processes (2004)A binary control chart to detect small jumps (2008)Inference About the Change-Point in a Sequence of Random Variables (1970)Nonparametric Methods in Change-Point Problems (1993)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)Statistics for Long-Memory Processes. (1996)Change-Point Estimation in Long Memory Nonparametric Models with Applications (2007)CHANGE‐POINT DETECTION WITH RANK STATISTICS IN LONG‐MEMORY TIME‐SERIES MODELS (2008)Detection of a change-point in variance by a weighted sum of powers of variances test (2018)Fitting autoregressive models for prediction (1969)Time series analysis forecasting and control (2009)Change-Point Methods on a Sequence of Graphs (2019)Greedy Kernel Change-Point Detection (2019)Procedures for Reacting to a Change in Distribution (1971)Optimal Detection of Changepoints With a Linear Computational Cost (2012)A robust bootstrap change point test for high-dimensional location parameter (2022)
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  • 2011Detecting the presence of insider trading via structural break tests35 cited
  • 2006Change-of-variance problem for linear processes with long memory21 cited
  • 2002Off-Line Statistical Process Control18 cited
  • 2017Multiple Change Point Analysis: Fast Implementation and Strong Consistency17 cited
  • 2017Studentized U-quantile processes under dependence with applications to change-point analysis13 cited
  • 2000Bayesian-type estimators of change points12 cited
  • 2010Ratio test to detect change in the variance of linear process10 cited
  • 2012Ratio tests for variance change in nonparametric regression10 cited
  • 2008An efficient algorithm for estimating a change-point10 cited
  • 2020A review on minimax rates in change point detection and localisation10 cited

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