SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Weiss–Weinstein Bound on Multiple Change-Points Estimation
11 references·1 citing·34 second hop
Weiss–Weinstein Bound on Multiple Change-Points Estimation (2017)Weiss–Weinstein Bound on Multiple Change-…Parametric Statistical Change Point Analysis (2011)Parametric Statistical Change…Exact asymptotic distribution of change-point mle for change in the mean of Gaussian sequences (2010)Exact asymptotic distribution…Barankin-Type Lower Bound on Multiple Change-Point Estimation (2010)Barankin-Type Lower Bound on …Retrospective Mutiple Change-Point Estimation with Kernels (2007)Retrospective Mutiple Change-…Maximum likelihood estimation of a change-point for exponentially distributed random variables (2001)Maximum likelihood estimation…Parametric Statistical Change Point Analysis (2000)Parametric Statistical Change…Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables (1987)Approximating the Distributio…Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Confidence Regions and Tests …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…A Bayes Approach to a Quality Control Model (1952)A Bayes Approach to a Quality…A Hybrid Lower Bound for Parameter Estimation of Signals With Multiple Change-Points (2019)A Hybrid Lower Bound for Para…Testing a Sequence of Observations for a Shift in Location (1977)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)Fitting multiple change-point models to data (2001)Applied Probability and Queues (1987)Limit theorems in change-point analysis (1997)Inference for single and multiple change-points in time series (2013)CONTINUOUS INSPECTION SCHEMES (1954)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Estimation of a Change Point in Multiple Regression Models (1997)Dealing with Structural Breaks (2005)Comparison Methods for Queues and Other Stochastic Models. (1986)Change-point methods for Weibull models with applications to detection of trends in extreme temperatures (1999)RATE OF CONVERGENCE OF THE MAXIMUM LIKELIHOOD ESTIMATE OF A CHANGE-POINT (2001)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)Inference about the Change-Point from Cumulative Sum Tests (1971)The Equity Premium and Structural Breaks (2000)Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (2000)An online kernel change detection algorithm (2005)Detecting long-lived autodependency changes in a multivariate system via change point detection and regime switching models (2018)ruptures: change point detection in Python (2018)Optimal Nonparametric Multivariate Change Point Detection and Localization (2021)The effect of long-range dependence on change-point estimators (1997)Common breaks in means and variances for panel data (2009)Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (2015)SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. (1983)The State of Statistical Process Control as We Proceed into the 21st Century (2000)Statistical Surveillance. Optimality and Methods (2003)Detection of multiple change-points in multivariate time series (2006)Analysis of changepoint models (2011)Inference for single and multiple change‐points in time series (2013)Journal De La Société Française De Statistique (2005)Multiscale Change Point Inference (2014)
this work references cited by second hop

References

  • 1970Inference About the Change-Point in a Sequence of Random Variables831 cited
  • 2011Parametric Statistical Change Point Analysis597 cited
  • 1964Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time520 cited
  • 1952A Bayes Approach to a Quality Control Model366 cited
  • 2000Parametric Statistical Change Point Analysis284 cited
  • 1986Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables260 cited
  • 1987Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables151 cited
  • 2007Retrospective Mutiple Change-Point Estimation with Kernels70 cited
  • 2001Maximum likelihood estimation of a change-point for exponentially distributed random variables41 cited
  • 2010Exact asymptotic distribution of change-point mle for change in the mean of Gaussian sequences40 cited
  • 2010Barankin-Type Lower Bound on Multiple Change-Point Estimation29 cited

Cited by

  • 2019A Hybrid Lower Bound for Parameter Estimation of Signals With Multiple Change-Points9 cited

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