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Permutation principles for the change analysis of stochastic processes under strong invariance
3 references·2 citing·17 second hop
Permutation principles for the change analysis of stochastic processes under strong invariance (2005)Permutation principles for the change ana…Permutation tests in change point analysis (2001)Permutation tests in change p…Testing for changes in the mean or variance of a stochastic process under weak invariance (2000)Testing for changes in the me…Extremes and related properties of random sequences and processes (1984)Extremes and related properti…Asymptotic behaviour of a test statistic for detection of change in mean of vectors (2009)Asymptotic behaviour of a tes…Resampling in the frequency domain of time series to determine critical values for change-point tests (2007)Resampling in the frequency d…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)Limit theorems in change-point analysis (1997)Limit theorems for a class of tests of gradual changes (2000)A note on estimating the change-point of a gradually changing stochastic process (2002)Truncated Sequential Change‐point Detection based on Renewal Counting Processes (2002)On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models (1996)Bootstrapping sequential change-point tests for linear regression (2011)Nonparametric tests for change-point detection à la Gombay and Horváth (2012)Data segmentation algorithms: Univariate mean change and beyond (2021)On Extremal Theory for Stationary Processes (1990)Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999)Piterbarg theorems for chi-processes with trend (2014)Change-point in the mean of dependent observations (1998)Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes (1989)The tail index of exchange rate returns (1990)Extreme events: dynamics, statistics and prediction (2011)
this work references cited by second hop

References

  • 1984Extremes and related properties of random sequences and processes485 cited
  • 2001Permutation tests in change point analysis69 cited
  • 2000Testing for changes in the mean or variance of a stochastic process under weak invariance35 cited

Cited by

  • 2007Resampling in the frequency domain of time series to determine critical values for change-point tests14 cited
  • 2009Asymptotic behaviour of a test statistic for detection of change in mean of vectors10 cited

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