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Analysis of Change-Point Estimators under the Null Hypothesis
12 references·2 citing·33 second hop
Analysis of Change-Point Estimators under the Null Hypothesis (2001)Analysis of Change-Point Estimators under…Exponential and polynomial tailbounds for change-point estimators (2001)Exponential and polynomial ta…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…TESTS AND ESTIMATORS FOR THE CHANGE POINT PROBLEM BASED ON M - STATISTICS (1996)TESTS AND ESTIMATORS FOR THE …Handbook of Brownian Motion — Facts and Formulae (1996)Handbook of Brownian Motion —…Approximations for the time of change and the power function in change-point models (1996)Approximations for the time o…On the power of nonparametric changepoint-tests (1994)On the power of nonparametric…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…Convergence of changepoint estimators (1992)Convergence of changepoint es…The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)The Asymptotic Behavior of So…Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case (1987)Maximum likelihood estimation…A Nonparametric Control Chart for Detecting Small Disorders (1981)A Nonparametric Control Chart…Detecting the presence of insider trading via structural break tests (2011)Detecting the presence of ins…Change Point Analysis for Intelligent Agents in City Traffic (2011)Change Point Analysis for Int…20 Nonparametric methods for changepoint problems (1988)Nonparametric Change-Point Estimation (1988)Nonparametric Tests for Nonstandard Change-Point Problems (1995)U-Statistics for Change under Alternatives (2001)CONTINUOUS INSPECTION SCHEMES (1954)On Optimum Methods in Quickest Detection Problems (1963)Inference About the Change-Point in a Sequence of Random Variables (1970)A cusum procedure based on sequential ranks (1990)An Efficient Sequential Nonparametric Scheme for Detecting a Change of Distribution (1994)On-Line Statistical Process Control (2002)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)A Non-Parametric Approach to the Change-Point Problem (1979)Recursive stability analysis of linear regression relationships (1982)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Unit Roots, Cointegration, and Structural Change (1999)When Kamay Met Hill: Organisational Ethics in Practice (2017)On Tests for Detecting Change in Mean (1975)Adaptive Detection of Multiple Change-Points in Asset Price Volatility (2006)Confidence sets for the date of a single break in linear time series regressions (2007)Inference regarding multiple structural changes in linear models with endogenous regressors (2012)Procedures for Reacting to a Change in Distribution (1971)Rates of convergence for U-statistic processes and their bootstrapped versions (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)Inference for single and multiple change‐points in time series (2013)A computationally efficient nonparametric approach for changepoint detection (2016)A MOSUM procedure for the estimation of multiple random change points (2017)Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices (2000)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Fluctuations of Lévy Processes with Applications (2014)Change-point detection in time-series data by relative density-ratio estimation (2013)Multiscale Change Point Inference (2014)
this work references cited by second hop

References

  • 1996Handbook of Brownian Motion — Facts and Formulae1,391 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 1993Nonparametric Methods in Change-Point Problems625 cited
  • 1991The Asymptotic Behavior of Some Nonparametric Change-Point Estimators168 cited
  • 1987Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case89 cited
  • 1981A Nonparametric Control Chart for Detecting Small Disorders72 cited
  • 1994On the power of nonparametric changepoint-tests39 cited
  • 1994Change-point estimators in case of small disorders33 cited
  • 1992Convergence of changepoint estimators31 cited
  • 1996Approximations for the time of change and the power function in change-point models25 cited
  • 2001Exponential and polynomial tailbounds for change-point estimators23 cited
  • 1996TESTS AND ESTIMATORS FOR THE CHANGE POINT PROBLEM BASED ON M - STATISTICS19 cited

Cited by

  • 2011Detecting the presence of insider trading via structural break tests35 cited
  • 2011Change Point Analysis for Intelligent Agents in City Traffic10 cited

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