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Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence
16 references·1 citing·44 second hop
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References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES494 cited
  • 1988Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes254 cited
  • 2000Change-Point Estimation in ARCH Models238 cited
  • 1998Change-point in the mean of dependent observations97 cited
  • 1997The effect of long-range dependence on change-point estimators85 cited
  • 2012Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data82 cited
  • 1995Change-point problem and bootstrap76 cited
  • 1996The change-point problem for dependent observations68 cited
  • 1991GARCH(1, 1) processes are near epoch dependent61 cited
  • 1976A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables59 cited
  • 2007Testing for change points in time series models and limiting theorems for NED sequences51 cited
  • 2007Testing for change points in time series models and limiting theorems for NED sequences41 cited
  • 2015Change-Point Detection Under Dependence Based on Two-Sample U-Statistics34 cited
  • 1998Rank based estimators of the change-point

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23 cited
  • 1996TESTS AND ESTIMATORS FOR THE CHANGE POINT PROBLEM BASED ON M - STATISTICS19 cited
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    • 2019Rank-based multiple change-point detection12 cited