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Schwarz information criterion based tests for a change-point in regression models
4 references·2 citing·21 second hop
Schwarz information criterion based tests for a change-point in regression models (2008)Schwarz information criterion based tests…Parametric Statistical Change Point Analysis (2011)Parametric Statistical Change…Parametric Statistical Change Point Analysis (2000)Parametric Statistical Change…Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Testing and Locating Variance…Some "Optimal" Methods to Detect Structural Shift or Outliers in Regression (1976)Some "Optimal" Methods to Det…Empirical likelihood test in a posteriori change-point nonlinear model (2015)Empirical likelihood test in …Change-point detection in a shape-restricted regression model (2013)Change-point detection in a s…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Journal of the American Statistical Association (1995)Change-Point Estimation in ARCH Models (2000)Analysis of changepoint models (2011)Nonparametric maximum likelihood approach to multiple change-point problems (2014)Limit theorems in change-point analysis (1997)Likelihood ratio tests for multiple structural changes (1999)Monitoring changes in linear models (2003)Real time change-point detection in a nonlinear quantile model (2017)Parameter change test for location‐scale time series models with heteroscedasticity based on bootstrap (2019)Nonparametric Methods in Change-Point Problems (1993)Inference About the Change-Point in a Sequence of Random Variables (1970)Inference about the Change-Point from Cumulative Sum Tests (1971)The Technical Efficiency of Illinois Grain Farms: An Application of a Ray-Homothetic Production Function (1987)Statistical analysis of “structural change”: An annotated bibliography (1989)CUSUM Charts for Preliminary Analysis of Individual Observations (2000)Detection of multiple change-points in multivariate time series (2006)Inference for single and multiple change‐points in time series (2013)Journal De La Société Française De Statistique (2005)Multiscale Change Point Inference (2014)
this work references cited by second hop

References

  • 2011Parametric Statistical Change Point Analysis597 cited
  • 1997Testing and Locating Variance Changepoints with Application to Stock Prices338 cited
  • 2000Parametric Statistical Change Point Analysis284 cited
  • 1976Some "Optimal" Methods to Detect Structural Shift or Outliers in Regression49 cited

Cited by

  • 2015Empirical likelihood test in a posteriori change-point nonlinear model11 cited
  • 2013Change-point detection in a shape-restricted regression model10 cited

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