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Detection of multiple changes in a sequence of dependent variables

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References

1995Detection of Abrupt Changes: Theory and Applications.1,033 cited
1988Estimating the number of change-points via Schwarz' criterion628 cited
1993Nonparametric Methods in Change-Point Problems625 cited
1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES494 cited
1985Testing and estimating change-points in time series338 cited
2000Least‐squares Estimation of an Unknown Number of Shifts in a Time Series276 cited

Cited by

2006Detection of multiple change-points in multivariate time series170 cited
2015The Power of the Pruned Exact Linear Time(PELT) Test in Multiple Changepoint Detection121 cited
2017A heuristic, iterative algorithm for change-point detection in abrupt change models104 cited
2009Structural Breaks in Financial Time Series92 cited
2020Univariate mean change point detection: Penalization, CUSUM and optimality83 cited
2006Adaptive Detection of Multiple Change-Points in Asset Price Volatility82 cited
2000The Multiple Change-Points Problem for the Spectral Distribution69 cited
2018Tail-greedy bottom-up data decompositions and fast multiple change-point detection55 cited
2017A robust approach for estimating change-points in the mean of an $\operatorname{AR}(1)$ process

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50 cited

2003Bayesian off-line detection of multiple change-points corrupted by multiplicative noise: application to SAR image edge detection42 cited

2004The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests29 cited

2008Strong convergence rate of estimators of change point and its application22 cited

2018Change-Point Detection Using the Conditional Entropy of Ordinal Patterns.21 cited

2008On hypotheses testing for ergodic processes18 cited

2019A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals17 cited

2014A robust approach for estimating change-points in the mean of an AR(1) process16 cited