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Change-Point Detection With Non-Parametric Regression
4 references·6 citing·33 second hop
Change-Point Detection With Non-Parametric Regression (2002)Change-Point Detection With Non-Parametri…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Change point estimation using nonparametric regression (1996)Change point estimation using…Tests for Change-Points with Epidemic Alternatives (1993)Tests for Change-Points with …Nonparametric Methods in Change-Point Problems (1993)Nonparametric Methods in Chan…Ratio tests for variance change in nonparametric regression (2012)Ratio tests for variance chan…On rapid change points under long memory (2010)On rapid change points under …A surveillance procedure for random walks based on local linear estimation (2010)A surveillance procedure for …Change‐Point Tests for the Error Distribution in Non‐parametric Regression (2009)Change‐Point Tests for the Er…Change-Point Estimation in Long Memory Nonparametric Models with Applications (2007)Change-Point Estimation in Lo…Detection of a change point with local polynomial fits for the random design case (2004)Detection of a change point w…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Subsampling ratio tests for structural changes in time series with heavy-tailed AR( p ) errors (2022)Inference About the Change-Point in a Sequence of Random Variables (1970)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)Tipping and the Dynamics of Segregation* (2008)Testing conditional factor models (2012)Inference for single and multiple change‐points in time series (2013)A Simple Cumulative Sum Type Statistic for the Change-Point Problem with Zero-One Observations (1980)Tests for a Change-Point (1987)Confidence Sets in Change-Point Problems (1988)Hölder norm test statistics for epidemic change (2003)A semiparametric changepoint model (2004)Multiple change-point detection via a screening and ranking algorithm (2012)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Detection of the number, locations and magnitudes of jumps (1988)Change-point problems (1994)Two-stage change-point estimators in smooth regression models (1997)Change point detection for nonparametric regression under strongly mixing process (2020)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Processes. (1996)Testing and estimating change-points in time series (1985)Nonparametric Change-Point Estimation (1988)Two tests for sequential detection of a change-point in a nonlinear model (2013)Empirical likelihood test in a posteriori change-point nonlinear model (2015)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)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

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1993Nonparametric Methods in Change-Point Problems625 cited
  • 1996Change point estimation using nonparametric regression180 cited
  • 1993Tests for Change-Points with Epidemic Alternatives85 cited

Cited by

  • 2009Change‐Point Tests for the Error Distribution in Non‐parametric Regression17 cited
  • 2004Detection of a change point with local polynomial fits for the random design case16 cited
  • 2010On rapid change points under long memory16 cited
  • 2007Change-Point Estimation in Long Memory Nonparametric Models with Applications11 cited
  • 2012Ratio tests for variance change in nonparametric regression10 cited
  • 2010A surveillance procedure for random walks based on local linear estimation8 cited

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