SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A nonparametric test for the change of the density function in strong mixing processes
14 references·2 citing·33 second hop
A nonparametric test for the change of the density function in strong mixing processes (2003)A nonparametric test for the change of th…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Effect of dependence on statistics for determination of change (1997)Effect of dependence on stati…Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models (1994)Weak Convergence of the Seque…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time (1993)The Effect of Serial Correlat…Nonparametric Methods in Change-Point Problems (1993)Nonparametric Methods in Chan…Testing for Structural Change in Dynamic Models (1988)Testing for Structural Change…20 Nonparametric methods for changepoint problems (1988)20 Nonparametric methods for …19 Review about estimation of change points (1988)19 Review about estimation of…Testing and estimating change-points in time series (1985)Testing and estimating change…SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. (1983)SURVEY OF CLASSICAL AND BAYES…Inference about the Change-Point from Cumulative Sum Tests (1971)Inference about the Change-Po…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…Tests for serial dependence in static, non-Gaussian factor models (2015)Tests for serial dependence i…Change‐Point Tests for the Error Distribution in Non‐parametric Regression (2009)Change‐Point Tests for the Er…CONTINUOUS INSPECTION SCHEMES (1954)Procedures for Reacting to a Change in Distribution (1971)A Non-Parametric Approach to the Change-Point Problem (1979)Some aspects of change-point analysis (1994)Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999)Change Point Detection in Time Series Data Using Autoencoders With a Time-Invariant Representation (2021)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Inference About the Change-Point in a Sequence of Random Variables (1970)The Changepoint Model for Statistical Process Control (2003)The Cusum Test for Parameter Change in Time Series Models (2003)An Overview of Phase I Analysis for Process Improvement and Monitoring (2014)Time Series Analysis: Forecasting and Control (1977)A Guide to Simulation (1983)Volatility in Emerging Stock Markets (1999)Selection of estimation window in the presence of breaks (2006)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Multiple Time Series Regression with Integrated Processes (1986)Likelihood ratio tests for multiple structural changes (1999)Modelling Nonlinear Economic Time Series (2010)The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships (2019)Time Series Analysis, Forecasting and Control. (1971)Testing For and Dating Common Breaks in Multivariate Time Series (1998)Dating the integration of world equity markets (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)Bayesian Online Changepoint Detection (2007)Rank Tests for Changepoint Problems (1987)Evaluations of methods for statistical surveillance (1992)Statistical Surveillance. Optimality and Methods (2003)A GUIDE TO WAVELETS FOR ECONOMISTS* (2007)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

  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 1993Nonparametric Methods in Change-Point Problems625 cited
  • 1971Inference about the Change-Point from Cumulative Sum Tests460 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance399 cited
  • 1985Testing and estimating change-points in time series338 cited
  • 1988Testing for Structural Change in Dynamic Models259 cited
  • 1983SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton.171 cited
  • 198820 Nonparametric methods for changepoint problems137 cited
  • 198819 Review about estimation of change points110 cited
  • 1994Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models107 cited
  • 1993The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time77 cited
  • 1997Effect of dependence on statistics for determination of change70 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

  • 2015Tests for serial dependence in static, non-Gaussian factor models31 cited
  • 2009Change‐Point Tests for the Error Distribution in Non‐parametric Regression17 cited