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Smooth change point estimation in regression models with random design
7 references·2 citing·30 second hop
Smooth change point estimation in regression models with random design (2014)Smooth change point estimation in regress…Change-point estimation under adaptive sampling (2009)Change-point estimation under…A note on estimating the change-point of a gradually changing stochastic process (2002)A note on estimating the chan…Gradual changes versus abrupt changes (1999)Gradual changes versus abrupt…Two-stage change-point estimators in smooth regression models (1997)Two-stage change-point estima…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Estimation of a Change Point in Multiple Regression Models (1997)Estimation of a Change Point …Change-Point Estimation as a Nonlinear Regression Problem (1997)Change-Point Estimation as a …Estimating change points in nonparametric time series regression models (2020)Estimating change points in n…Estimation of cusp location of stochastic processes: a survey (2018)Estimation of cusp location o…Inference About the Change-Point in a Sequence of Random Variables (1970)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)Sample Splitting and Threshold Estimation (2000)Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack (2004)Rank Tests for Changepoint Problems (1987)Change-point problem and bootstrap (1995)Limit theorems for a class of tests of gradual changes (2000)MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY (2007)Weighted Dickey–Fuller processes for detecting stationarity (2007)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)Nonparametric Methods in Change-Point Problems (1993)Testing for changes in the mean or variance of a stochastic process under weak invariance (2000)Sequential Change-Point Analysis based on Invariance Principles (2003)A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables (1976)Nonparametric Change-Point Estimation (1988)The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces (2003)Detection of a change point with local polynomial fits for the random design case (2004)Statistics of Random Processes (2001)Wild binary segmentation for multiple change-point detection (2014)Consistent nonparametric change point detection combining CUSUM and marked empirical processes (2020)On change-points tests based on two-samples U-Statistics for weakly dependent observations (2021)Asymptotic Efficient Estimation of the Change Point with Unknown Distributions (1990)Change point estimation using nonparametric regression (1996)On rapid change points under long memory (2010)Asymptotics for change-point models under varying degrees of mis-specification (2015)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
  • 1997Estimation of a Change Point in Multiple Regression Models829 cited
  • 1997Two-stage change-point estimators in smooth regression models58 cited
  • 2009Change-point estimation under adaptive sampling35 cited
  • 1999Gradual changes versus abrupt changes32 cited
  • 1997Change-Point Estimation as a Nonlinear Regression Problem18 cited
  • 2002A note on estimating the change-point of a gradually changing stochastic process16 cited

Cited by

  • 2020Estimating change points in nonparametric time series regression models13 cited
  • 2018Estimation of cusp location of stochastic processes: a survey8 cited

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