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Resampling in the frequency domain of time series to determine critical values for change-point tests
9 references·0 citing·34 second hop
Resampling in the frequency domain of time series to determine critical values for change-point tests (2007)Resampling in the frequency domain of tim…Resampling Methods for the Change Analysis of Dependent Data (2006)Resampling Methods for the Ch…Block permutation principles for the change analysis of dependent data (2006)Block permutation principles …Permutation principles for the change analysis of stochastic processes under strong invariance (2005)Permutation principles for th…Permutation tests in change point analysis (2001)Permutation tests in change p…Change-point in the mean of dependent observations (1998)Change-point in the mean of d…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…Detection of Changes in Linear Sequences (1997)Detection of Changes in Linea…LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)LEAST SQUARES ESTIMATION OF A…Inference About the Change-Point in a Sequence of Random Variables (1970)Estimation of a Change Point in Multiple Regression Models (1997)The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack (2004)The Effect of Serial Correlation on the Performance of CUSUM Tests (1974)Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999)On the detection of changes in autoregressive time series I. Asymptotics (2006)Time-varying correlation between stock market returns and real estate returns (2012)CONTINUOUS INSPECTION SCHEMES (1954)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)An estimator of the number of change points based on a weak invariance principle (2001)Sequential Change-Point Analysis based on Invariance Principles (2003)Detecting Multiple Change Points Using Adaptive Regression Splines With Application to Neural Recordings (2018)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)Extremes and related properties of random sequences and processes (1984)Testing for changes in the mean or variance of a stochastic process under weak invariance (2000)Asymptotic behaviour of a test statistic for detection of change in mean of vectors (2009)Sequential detection of gradual changes in the location of a general stochastic process (2015)Moving Sum Data Segmentation for Stochastic Processes Based on Invariance (2021)Testing and estimating change-points in time series (1985)Nonparametric Methods in Change-Point Problems (1993)Nonparametric estimation of structural change points in volatility models for time series (2004)Bootstrapping confidence intervals for the change‐point of time series (2008)A comparison of single and multiple changepoint techniques for time series data (2022)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)A note on studentized confidence intervals for the change-point (2009)Nuisance-parameter-free changepoint detection in non-stationary series (2019)Changepoint in dependent and non-stationary panels (2020)A General Regression Changepoint Test for Time Series Data (2015)
this work references cited by second hop

References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES494 cited
  • 1998Change-point in the mean of dependent observations97 cited
  • 1997Effect of dependence on statistics for determination of change70 cited
  • 2001Permutation tests in change point analysis69 cited
  • 2006Block permutation principles for the change analysis of dependent data36 cited
  • 2006Resampling Methods for the Change Analysis of Dependent Data36 cited
  • 1997Detection of Changes in Linear Sequences22 cited
  • 2005Permutation principles for the change analysis of stochastic processes under strong invariance21 cited

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