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Some One-Sided Tests for Change in Level
7 references·16 citing·35 second hop
Some One-Sided Tests for Change in Level (1975)Some One-Sided Tests for Change in LevelOn Tests for Detecting Change in Mean (1975)On Tests for Detecting Change…Inference About the Change-Point in a Sequence of Random Variables (1970)Inference About the Change-Po…On Detecting Changes in the Mean of Normal Variates (1969)On Detecting Changes in the M…Nonparametric Tests for Shift at an Unknown Time Point (1968)Nonparametric Tests for Shift…A Change in Level of a Non-Stationary Time Series (1965)A Change in Level of a Non-St…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Estimating the Current Mean o…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…Ensembles of detectors for online detection of transient changes (2015)Ensembles of detectors for on…Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes (2013)Multiple-Change-Point Detecti…Change-Point Problems: Bibliography and Review (2010)Change-Point Problems: Biblio…Evidence on structural changes in U.S. time series (2004)Evidence on structural change…Change point analysis of a Gaussian model (1999)Change point analysis of a Ga…Detection of Changes in Linear Sequences (1997)Detection of Changes in Linea…On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models (1996)On the Rate of Approximations…Change-point detection for correlated observations (1996)Change-point detection for co…Testing change-points with linear trend (1994)Testing change-points with li…An application of the maximum likelihood test to the change-point problem (1994)An application of the maximum…Statistical analysis of “structural change”: An annotated bibliography (1989)Statistical analysis of “stru…Change-Point Problem with Correlated Observations, with an Application in Material Accountancy (1986)Change-Point Problem with Cor…A simple least squares method for estimating a change in mean (1986)A simple least squares method…Detecting a shift in location (1983)Detecting a shift in locationDetecting change in a time-series (Corresp.) (1980)Detecting change in a time-se…On tests for detecting change in mean when variance is unknown (1975)On tests for detecting change…Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points (1966)Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case (1987)A cusum procedure based on sequential ranks (1990)On-Line Statistical Process Control (2002)Testing a Sequence of Observations for a Shift in Location (1977)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Change point problems in the model of logistic regression (2004)Empirical likelihood ratio test for the change-point problem (2006)Change point detection in heteroscedastic time series (2017)Tests for a Change-Point (1987)Some Problems with Application of Change-Point Detection Methods to Environmental Data (1997)Permutation tests in change point analysis (2001)Change analysis of a dynamic copula for measuring dependence in multivariate financial data (2009)Optimal Properties of Exponentially Weighted Forecasts (1960)Smoothing, Forecasting and Prediction of Discrete Time Series. (1964)Assessing Effects of Unreplicated Perturbations: No Simple Solutions (1992)FORECASTING AND TIME SERIES ANALYSIS USING THE SCA STATISTICAL SYSTEM (1994)Assessing the Impact of Planned Social Change* (2011)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)Dealing with Structural Breaks (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroscedasticity (1986)Generalized autoregressive conditional heteroskedasticity (1986)Monitoring procedure for parameter change in causal time series (2014)Estimating multiple breaks in nonstationary autoregressive models (2020)Break point detection for functional covariance (2022)Chapter 46 Unit roots, structural breaks and trends (1994)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Modelling Nonlinear Economic Time Series (2010)Multiscale Change Point Inference (2014)Bayesian Online Changepoint Detection (2007)Inference about the Change-Point from Cumulative Sum Tests (1971)The Equity Premium and Structural Breaks (2000)
this work references cited by second hop

References

  • 1970Inference About the Change-Point in a Sequence of Random Variables831 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 1964Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time520 cited
  • 1975On Tests for Detecting Change in Mean355 cited
  • 1965A Change in Level of a Non-Stationary Time Series243 cited
  • 1969On Detecting Changes in the Mean of Normal Variates224 cited
  • 1968Nonparametric Tests for Shift at an Unknown Time Point94 cited

Cited by

  • 1996On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models73 cited
  • 1994An application of the maximum likelihood test to the change-point problem72 cited
  • 2013Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes67 cited
  • 1980Detecting change in a time-series (Corresp.)59 cited
  • 1989Statistical analysis of “structural change”: An annotated bibliography42 cited
  • 1975On tests for detecting change in mean when variance is unknown38 cited
  • 1999Change point analysis of a Gaussian model34 cited
  • 1994Testing change-points with linear trend

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32 cited
  • 2015Ensembles of detectors for online detection of transient changes29 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 2004Evidence on structural changes in U.S. time series26 cited
  • 1997Detection of Changes in Linear Sequences22 cited
  • 1996Change-point detection for correlated observations19 cited
  • 1986Change-Point Problem with Correlated Observations, with an Application in Material Accountancy19 cited
  • 1983Detecting a shift in location18 cited
  • 1986A simple least squares method for estimating a change in mean18 cited