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A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals
5 references·0 citing·26 second hopsampled
A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals (2019)A breakpoint detection in the mean model …A robust approach for estimating change-points in the mean of an $\operatorname{AR}(1)$ process (2017)A robust approach for estimat…Should Voting Be Mandatory? the Effect of Compulsory Voting Rules on Candidates' Political Platforms (2015)Should Voting Be Mandatory? t…An MDL approach to the climate segmentation problem (2010)An MDL approach to the climat…Journal De La Société Française De Statistique (2005)Journal De La Société Françai…Detection of multiple changes in a sequence of dependent variables (1999)Detection of multiple changes…The Structure of Scientific Revolutions (1963)STATISTICAL METHODS FOR ASSESSING AGREEMENT BETWEEN TWO METHODS OF CLINICAL MEASUREMENT (1986)Econometric Analysis of Cross Section and Panel Data (2001)Non-Stationary Dependence Structures for Spatial Extremes (2016)Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise (2020)Detecting multiple generalized change-points by isolating single ones (2021)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)Changepoint Detection in Periodic and Autocorrelated Time Series (2007)Mean shift testing in correlated data (2011)Changepoint detection in daily precipitation data (2012)Estimating the number of change-points via Schwarz' criterion (1988)Nonparametric Methods in Change-Point Problems (1993)Detection of Abrupt Changes: Theory and Applications. (1995)Detection of multiple change-points in multivariate time series (2006)The Power of the Pruned Exact Linear Time(PELT) Test in Multiple Changepoint Detection (2015)A heuristic, iterative algorithm for change-point detection in abrupt change models (2017)Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (2000)A robust method for shift detection in time series (2020)Multiscale change point detection for dependent data (2020)An Economic Theory of Democracy. (1958)A Rational Theory of the Size of Government (1981)Political Economics: Explaining Economic Policy (2002)Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests (2014)Environmental pollution, hydropower energy consumption and economic growth: Evidence from G7 countries (2016)The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach (2016)
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References

  • 1999Detection of multiple changes in a sequence of dependent variables231 cited
  • 2015Should Voting Be Mandatory? the Effect of Compulsory Voting Rules on Candidates' Political Platforms224 cited
  • 2005Journal De La Société Française De Statistique142 cited
  • 2010An MDL approach to the climate segmentation problem83 cited
  • 2017A robust approach for estimating change-points in the mean of an $\operatorname{AR}(1)$ process50 cited

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