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Estimation in the multipath change point problem for correlated data

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References

1979A Non-Parametric Approach to the Change-Point Problem4,167 cited
1970Inference About the Change-Point in a Sequence of Random Variables831 cited
1985Testing and estimating change-points in time series338 cited
1975A Bayesian approach to inference about a change-point in a sequence of random variables320 cited
1992Finite sample evidence on the performance of stochastic frontiers and data envelopment analysis using panel data279 cited
1986Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables260 cited
1986Likelihood Ratio Tests for a Change in the Multivariate Normal Mean130 cited
1993The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time77 cited
1992Estimation in multi-path change-point problems54 cited
1986Change-Point Problem with Correlated Observations, with an Application in Material Accountancy19 cited

Cited by

1997ANALYSIS OF PANEL DATA WITH CHANGE-POINTS13 cited
2012Identification of the change point: an overview10 cited

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