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Bayesian-type estimators of change points
15 references·0 citing·29 second hop
Bayesian-type estimators of change points (2000)Bayesian-type estimators of change pointsLimit theorems in change-point analysis (1997)Limit theorems in change-poin…The location of the maximum of asymmetric two-sided Brownian motion with triangular drift (1996)The location of the maximum o…ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES (1996)ESTIMATORS AND TESTS FOR CHAN…Change-point problem and bootstrap (1995)Change-point problem and boot…On the rate of almost sure convergence of Dümbgen's change-point estimators (1994)On the rate of almost sure co…Change-point estimators in case of small disorders (1994)Change-point estimators in ca…Nonparametric Methods in Change-Point Problems (1993)Nonparametric Methods in Chan…The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)The Asymptotic Behavior of So…Asymptotic Efficient Estimation of the Change Point with Unknown Distributions (1990)Asymptotic Efficient Estimati…Nonparametric Change-Point Estimation (1988)Nonparametric Change-Point Es…Confidence Sets in Change-Point Problems (1988)Confidence Sets in Change-Poi…Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Confidence Regions and Tests …The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)The Problem of the Nile: Cond…Inference About the Change-Point in a Sequence of Random Variables (1970)Inference About the Change-Po…Inference About the Change-Point in a Sequence of Binomial Variables (1970)Inference About the Change-Po…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)Testing a Sequence of Observations for a Shift in Location (1977)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)Fitting multiple change-point models to data (2001)CONTINUOUS INSPECTION SCHEMES (1954)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Estimation of a Change Point in Multiple Regression Models (1997)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Tests for a Change-Point (1987)Modelling Nonlinear Economic Time Series (2010)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)A MOSUM procedure for the estimation of multiple random change points (2017)Effect of dependence on statistics for determination of change (1997)On-Line Statistical Process Control (2002)Data segmentation algorithms: Univariate mean change and beyond (2021)Tests for Change-Points with Epidemic Alternatives (1993)The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time (1993)Some aspects of change-point analysis (1994)ON CHANGE POINT DETECTION AND ESTIMATION (2001)Off-line statistical analysis of change-point models using non parametric and likelihood methods (2005)Optimal change-point detection and localization (2023)Change-point detection in time-series data by relative density-ratio estimation (2013)Multiscale Change Point Inference (2014)
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References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1970Inference About the Change-Point in a Sequence of Random Variables831 cited
  • 1993Nonparametric Methods in Change-Point Problems625 cited
  • 1978The Problem of the Nile: Conditional Solution to a Changepoint Problem289 cited
  • 1986Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables260 cited
  • 1988Nonparametric Change-Point Estimation225 cited
  • 1991The Asymptotic Behavior of Some Nonparametric Change-Point Estimators168 cited
  • 1988Confidence Sets in Change-Point Problems117 cited
  • 1970Inference About the Change-Point in a Sequence of Binomial Variables104 cited
  • 1995Change-point problem and bootstrap76 cited
  • 1996ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES57 cited
  • 1990Asymptotic Efficient Estimation of the Change Point with Unknown Distributions35 cited
  • 1994Change-point estimators in case of small disorders33 cited
  • 1996The location of the maximum of asymmetric two-sided Brownian motion with triangular drift25 cited
  • 1994On the rate of almost sure convergence of Dümbgen's change-point estimators14 cited

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