SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A simple Bayesian approach to multiple change-points
13 references·3 citing·27 second hop
A simple Bayesian approach to multiple change-points (2011)A simple Bayesian approach to multiple ch…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Estimation of a Change Point in Multiple Regression Models (1997)Estimation of a Change Point …Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series (1993)Bayesian Inference and Predic…Estimating the number of change-points via Schwarz' criterion (1988)Estimating the number of chan…Tests for a Change-Point (1987)Tests for a Change-PointConfidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Confidence Regions and Tests …Bayesian Analysis of a Poisson Process with a Change-Point (1986)Bayesian Analysis of a Poisso…A Simple Cumulative Sum Type Statistic for the Change-Point Problem with Zero-One Observations (1980)A Simple Cumulative Sum Type …On Tests for Detecting Change in Mean (1975)On Tests for Detecting Change…Inference About the Change-Point in a Sequence of Random Variables (1970)Inference About the Change-Po…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Estimating the Current Mean o…On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…Inference for single and multiple change-points in time series (2013)Inference for single and mult…Detection of multiple change-points in multivariate data (2013)Detection of multiple change-…An Improved Bayesian Information Criterion for Multiple Change-Point Models (2012)An Improved Bayesian Informat…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)Sample Splitting and Threshold Estimation (2000)Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack (2004)Theory of Games and Statistical Decisions. (1955)Detecting changes in signals and systems—A survey (1988)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)A Bayesian approach to inference about a change-point in a sequence of random variables (1975)Confidence Sets in Change-Point Problems (1988)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)Inference for single and multiple change‐points in time series (2013)Testing a Sequence of Observations for a Shift in Location (1977)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)Fitting multiple change-point models to data (2001)CONTINUOUS INSPECTION SCHEMES (1954)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)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Multiscale Change Point Inference (2014)Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (2004)A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data (2013)Bayesian Online Changepoint Detection (2007)Inference about the Change-Point from Cumulative Sum Tests (1971)The Equity Premium and Structural Breaks (2000)
this work references cited by second hop

References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1963On Optimum Methods in Quickest Detection Problems839 cited
  • 1970Inference About the Change-Point in a Sequence of Random Variables831 cited
  • 1997Estimation of a Change Point in Multiple Regression Models829 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 1988Estimating the number of change-points via Schwarz' criterion628 cited
  • 1964Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time520 cited
  • 1975On Tests for Detecting Change in Mean355 cited
  • 1986Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables260 cited
  • 1986Bayesian Analysis of a Poisson Process with a Change-Point242 cited
  • 1987Tests for a Change-Point225 cited
  • 1993Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series194 cited
  • 1980A Simple Cumulative Sum Type Statistic for the Change-Point Problem with Zero-One Observations185 cited

Cited by

  • 2012An Improved Bayesian Information Criterion for Multiple Change-Point Models31 cited
  • 2013

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

Detection of multiple change-points in multivariate data
24 cited
  • 2013Inference for single and multiple change-points in time series16 cited