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Detecting change-points in extremes
8 references·1 citing·32 second hop
Detecting change-points in extremes (2015)Detecting change-points in extremesManaging the Risks of Extreme Events and Disasters to Advance Climate Change Adaptation (2012)Managing the Risks of Extreme…An MDL approach to the climate segmentation problem (2010)An MDL approach to the climat…Changepoint Detection in Periodic and Autocorrelated Time Series (2007)Changepoint Detection in Peri…Structural Change Tests in Tail Behaviour and the Asian Crisis (2001)Structural Change Tests in Ta…Fitting multiple change-point models to data (2001)Fitting multiple change-point…Change-point methods for Weibull models with applications to detection of trends in extreme temperatures (1999)Change-point methods for Weib…Some Problems with Application of Change-Point Detection Methods to Environmental Data (1997)Some Problems with Applicatio…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Retrospective analysis for phase I statistical process control and process capability study using revised sample entropy (2018)Retrospective analysis for ph…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Mean shift testing in correlated data (2011)Changepoint detection in daily precipitation data (2012)A robust approach for estimating change-points in the mean of an $\operatorname{AR}(1)$ process (2017)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points (1966)Testing a Sequence of Observations for a Shift in Location (1977)A comparison of single and multiple changepoint techniques for time series data (2022)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)Sequential Analysis (1985)On-Line Statistical Process Control (2002)Statistical inference in Lombard's smooth‐change model (2011)Detecting correlation changes in multivariate time series: A comparison of four non-parametric change point detection methods (2016)Inference About the Change-Point in a Sequence of Random Variables (1970)Regime change analysis of interval-valued time series with an application to PM10 (2015)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Detection of multiple change-points in multivariate time series (2006)Testing, monitoring, and dating structural changes in exchange rate regimes (2009)Inference for single and multiple change‐points in time series (2013)Approximate entropy as a measure of system complexity. (1991)Nonparametric Methods in Change-Point Problems (1993)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)Banking System Stability: A Cross-Atlantic Perspective (2005)Extreme US stock market fluctuations in the wake of 9/11 (2008)Inhomogeneous Dependence Modeling with Time-Varying Copulae (2009)Disaster Resilience: A National Imperative (2013)Quantifying the Influence of Climate on Human Conflict (2013)Global warming has increased global economic inequality (2019)
this work references cited by second hop

References

  • 2012Managing the Risks of Extreme Events and Disasters to Advance Climate Change Adaptation7,235 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 2001Fitting multiple change-point models to data211 cited
  • 2001Structural Change Tests in Tail Behaviour and the Asian Crisis140 cited
  • 2007Changepoint Detection in Periodic and Autocorrelated Time Series133 cited
  • 2010An MDL approach to the climate segmentation problem83 cited
  • 1997Some Problems with Application of Change-Point Detection Methods to Environmental Data72 cited
  • 1999Change-point methods for Weibull models with applications to detection of trends in extreme temperatures27 cited

Cited by

  • 2018Retrospective analysis for phase I statistical process control and process capability study using revised sample entropy9 cited

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