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Nuisance-parameter-free changepoint detection in non-stationary series

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References

1997Limit theorems in change-point analysis1,004 cited
2005Dealing with Structural Breaks701 cited
2010Testing for Change Points in Time Series253 cited
2000Detection of change in persistence of a linear time series225 cited
2005Unit Root Tests under Time-Varying Variances149 cited
1997Effect of dependence on statistics for determination of change70 cited
2011Bootstrapping sequential change-point tests for linear regression55 cited
2017Unsupervised Self-Normalized Change-Point Testing for Time Series53 cited
2016Testing for Change‐Points in Long‐Range Dependent Time Series by Means of a Self‐Normalized Wilcoxon Test42 cited
2008Ratio tests for change point detection38 cited
2017Change point detection in heteroscedastic time series36 cited
2006Resampling Methods for the Change Analysis of Dependent Data36 cited

Cited by

2020A robust method for shift detection in time series28 cited
2020Changepoint in dependent and non-stationary panels27 cited
2022Optimal difference-based variance estimators in time series: A general framework24 cited

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2023Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm17 cited