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A note on estimating the change-point of a gradually changing stochastic process
4 references·2 citing·23 second hop
A note on estimating the change-point of a gradually changing stochastic process (2002)A note on estimating the change-point of …Testing for changes in the mean or variance of a stochastic process under weak invariance (2000)Testing for changes in the me…Gradual changes versus abrupt changes (1999)Gradual changes versus abrupt…Testing appearance of linear trend (1998)Testing appearance of linear …Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Smooth change point estimation in regression models with random design (2014)Smooth change point estimatio…Sequential Change-Point Analysis based on Invariance Principles (2003)Sequential Change-Point Analy…CONTINUOUS INSPECTION SCHEMES (1954)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)Limit theorems for a class of tests of gradual changes (2000)Truncated Sequential Change‐point Detection based on Renewal Counting Processes (2002)Permutation principles for the change analysis of stochastic processes under strong invariance (2005)Rank Tests for Changepoint Problems (1987)Change-point problem and bootstrap (1995)MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY (2007)Weighted Dickey–Fuller processes for detecting stationarity (2007)Estimation of a Change Point in Multiple Regression Models (1997)Two-stage change-point estimators in smooth regression models (1997)Estimation of cusp location of stochastic processes: a survey (2018)Estimating change points in nonparametric time series regression models (2020)Stationary and related stochastic processes (1968)Extremes and related properties of random sequences and processes (1984)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)Change points with linear trend for the exponential distribution (2001)Off-Line Statistical Process Control (2002)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)
this work references cited by second hop

References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 2000Testing for changes in the mean or variance of a stochastic process under weak invariance35 cited
  • 1999Gradual changes versus abrupt changes32 cited
  • 1998Testing appearance of linear trend32 cited

Cited by

  • 2014Smooth change point estimation in regression models with random design13 cited
  • 2003Sequential Change-Point Analysis based on Invariance Principles11 cited

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