SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The multiple filter test for change point detection in time series
16 references·2 citing·28 second hop
The multiple filter test for change point detection in time series (2018)The multiple filter test for change point…Heterogeneous change point inference (2017)Heterogeneous change point in…A MOSUM procedure for the estimation of multiple random change points (2017)A MOSUM procedure for the est…Wild binary segmentation for multiple change-point detection (2014)Wild binary segmentation for …Multiscale Change Point Inference (2014)Multiscale Change Point Infer…A multiple filter test for the detection of rate changes in renewal processes with varying variance (2014)A multiple filter test for th…Inference for single and multiple change‐points in time series (2013)Inference for single and mult…A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data (2013)A Nonparametric Approach for …Structural breaks in time series (2012)Structural breaks in time ser…Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method (2011)Off-Line Detection of Multipl…Segmentation of the mean of heteroscedastic data via cross-validation (2010)Segmentation of the mean of h…Segmentation of the mean of heteroscedastic data via cross-validation (2010)Segmentation of the mean of h…Efficient change point detection for genomic sequences of continuous measurements (2010)Efficient change point detect…Ratio tests for change point detection (2008)Ratio tests for change point …Permutation tests for multiple changes (2001)Permutation tests for multipl…A local method for estimating change points: the “Hat-function” (2000)A local method for estimating…Nonparametric Methods in Change-Point Problems (1993)Nonparametric Methods in Chan…Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (2021)Two-stage data segmentation p…The CUSUM statistics of change-point models based on dependent sequences (2021)The CUSUM statistics of chang…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A computationally efficient nonparametric approach for changepoint detection (2016)On optimal multiple changepoint algorithms for large data (2016)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Optimal Detection of Changepoints With a Linear Computational Cost (2012)changepoint : An R Package for Changepoint Analysis (2014)Changepoint Detection in the Presence of Outliers (2017)High Dimensional Change Point Estimation via Sparse Projection (2017)CONTINUOUS INSPECTION SCHEMES (1954)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Computationally Efficient Changepoint Detection for a Range of Penalties (2015)Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (2015)Estimating the number of change-points via Schwarz' criterion (1988)ecp: AnRPackage for Nonparametric Multiple Change Point Analysis of Multivariate Data (2014)Genre-based L2 writing instruction and writing-specific psychological factors: The dynamics of change (2018)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Limit theorems in change-point analysis (1997)Detection of Changes in Multivariate Time Series With Application to EEG Data (2014)Change-point detection in panel data via double CUSUM statistic (2016)Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (2018)Inference of Breakpoints in High-dimensional Time Series (2021)A heuristic, iterative algorithm for change-point detection in abrupt change models (2017)Multiscale change point detection for dependent data (2020)Data segmentation algorithms: Univariate mean change and beyond (2021)mosum: A Package for Moving Sums in Change-Point Analysis (2021)Change-point detection in time-series data by relative density-ratio estimation (2013)
this work references cited by second hop

References

  • 2014Wild binary segmentation for multiple change-point detection721 cited
  • 1993Nonparametric Methods in Change-Point Problems625 cited
  • 2013A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data545 cited
  • 2012Structural breaks in time series444 cited
  • 2014Multiscale Change Point Inference320 cited
  • 2010Efficient change point detection for genomic sequences of continuous measurements157 cited
  • 2013Inference for single and multiple change‐points in time series148 cited
  • 2017A MOSUM procedure for the estimation of multiple random change points144 cited
  • 2017Heterogeneous change point inference72 cited
  • 2001Permutation tests for multiple changes49 cited
  • 2010Segmentation of the mean of heteroscedastic data via cross-validation45 cited
  • 2010Segmentation of the mean of heteroscedastic data via cross-validation42 cited
  • 2008Ratio tests for change point detection38 cited
  • 2014A multiple filter test for the detection of rate changes in renewal processes with varying variance37 cited
  • 2011Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method31 cited

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

  • 2000A local method for estimating change points: the “Hat-function”19 cited
  • Cited by

    • 2021Two-stage data segmentation permitting multiscale change points, heavy tails and dependence11 cited
    • 2021The CUSUM statistics of change-point models based on dependent sequences9 cited