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Nonparametric Change-Point Estimation for Data from an Ergodic Sequence
4 references·4 citing·28 second hop
Nonparametric Change-Point Estimation for Data from an Ergodic Sequence (1994)Nonparametric Change-Point Estimation for…Nonparametric Change-Point Estimation (1988)Nonparametric Change-Point Es…19 Review about estimation of change points (1988)19 Review about estimation of…Nonparametric tests for the changepoint problem (1987)Nonparametric tests for the c…Testing and estimating change-points in time series (1985)Testing and estimating change…Asymptotically consistent estimation of the number of change points in highly dependent time series (2014)Asymptotically consistent est…Locating Changes in Highly Dependent Data with Unknown Number of Change Points (2012)Locating Changes in Highly De…On hypotheses testing for ergodic processes (2008)On hypotheses testing for erg…ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE (2001)ON EXACT INFERENCE FOR CHANGE…CONTINUOUS INSPECTION SCHEMES (1954)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Non-Parametric Approach to the Change-Point Problem (1979)Testing and estimating in the change-point problem of the spectral function (1992)On the power of nonparametric changepoint-tests (1994)A cusum change-point detection algorithm for non-stationary sequences with application to data network surveillance (2010)Inference About the Change-Point in a Sequence of Random Variables (1970)On the Cusum test for parameter changes in garch(1,1) Models (2000)Inference and Estimation in a Changepoint Regression Problem (2001)Break Detection for a Class of Nonlinear Time Series Models (2008)A Bayesian approach to inference about a change-point in a sequence of random variables (1975)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)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)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Bayesian Estimation Of Shift Point In Poisson Model Under Asymmetric Loss Functions (2012)Nonparametric Methods in Change-Point Problems (1993)Detection of Abrupt Changes: Theory and Applications. (1995)Detection of multiple changes in a sequence of dependent variables (1999)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing For and Dating Common Breaks in Multivariate Time Series (1998)Dating the integration of world equity markets (2002)Structural breaks in time series (2012)Adaptive Detection of Multiple Change-Points in Asset Price Volatility (2006)The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)
this work references cited by second hop

References

  • 1985Testing and estimating change-points in time series338 cited
  • 1988Nonparametric Change-Point Estimation225 cited
  • 198819 Review about estimation of change points110 cited
  • 1987Nonparametric tests for the changepoint problem57 cited

Cited by

  • 2008On hypotheses testing for ergodic processes18 cited
  • 2012Locating Changes in Highly Dependent Data with Unknown Number of Change Points14 cited
  • 2001ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE14 cited
  • 2014Asymptotically consistent estimation of the number of change points in highly dependent time series10 cited

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