SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Nonparametric change point detection in multivariate piecewise stationary time series
16 references·1 citing·41 second hop
Nonparametric change point detection in multivariate piecewise stationary time series (2018)Nonparametric change point detection in m…High Dimensional Change Point Estimation via Sparse Projection (2017)High Dimensional Change Point…Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (2015)Inference for Multiple Change…Detection of Multiple Structural Breaks in Multivariate Time Series (2014)Detection of Multiple Structu…Detection of Changes in Multivariate Time Series With Application to EEG Data (2014)Detection of Changes in Multi…A multiple filter test for the detection of rate changes in renewal processes with varying variance (2014)A multiple filter test for th…A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data (2013)A Nonparametric Approach for …Efficient change point detection for genomic sequences of continuous measurements (2010)Efficient change point detect…Break detection in the covariance structure of multivariate time series models (2009)Break detection in the covari…Break detection in the covariance structure of multivariate time series models (2009)Break detection in the covari…Detecting abrupt changes in a piecewise locally stationary time series (2007)Detecting abrupt changes in a…Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Testing and Locating Variance…On the simulation of stochastic processes by spectral representation (1997)On the simulation of stochast…Journal of the American Statistical Association (1995)Journal of the American Stati…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Likelihood Ratio Tests for a Change in the Multivariate Normal Mean (1986)Likelihood Ratio Tests for a …On Tests for Detecting Change in Mean (1975)On Tests for Detecting Change…Break point detection for functional covariance (2022)Break point detection for fun…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Change-Point Estimation in ARCH Models (2000)Analysis of changepoint models (2011)Nonparametric maximum likelihood approach to multiple change-point problems (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (2011)Extensions of some classical methods in change point analysis (2014)Uniform change point tests in high dimension (2015)Testing a Sequence of Observations for a Shift in Location (1977)On the Likelihood Ratio Test for a Shift in Location of Normal Populations (1979)19 Review about estimation of change points (1988)A Control Chart for Preliminary Analysis of Individual Observations (1996)A Change-Point Approach for Phase-I Analysis in Multivariate Profile Monitoring and Diagnosis (2015)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)Inference About the Change-Point in a Sequence of Random Variables (1970)Multiscale Change Point Inference (2014)Time Series Analysis: Forecasting and Control (1977)A Guide to Simulation (1983)Volatility in Emerging Stock Markets (1999)Selection of estimation window in the presence of breaks (2006)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)CONTINUOUS INSPECTION SCHEMES (1954)Estimating the number of change-points via Schwarz' criterion (1988)Optimal Detection of Changepoints With a Linear Computational Cost (2012)ecp: AnRPackage for Nonparametric Multiple Change Point Analysis of Multivariate Data (2014)A computationally efficient nonparametric approach for changepoint detection (2016)Genre-based L2 writing instruction and writing-specific psychological factors: The dynamics of change (2018)Minimax Theorems (1997)Natural Scales in Geographical Patterns (2017)Detecting Changes in Slope With an L0 Penalty (2018)Univariate mean change point detection: Penalization, CUSUM and optimality (2020)Seeded binary segmentation: a general methodology for fast and optimal changepoint detection (2022)Moving to Opportunity in Boston: Early Results of a Randomized Mobility Experiment (2001)Multilevel analyses of neighbourhood socioeconomic context and health outcomes: a critical review: Table 1 (2001)The Relationship Between Education and Adult Mortality in the United States (2004)A heuristic, iterative algorithm for change-point detection in abrupt change models (2017)A MOSUM procedure for the estimation of multiple random change points (2017)Heterogeneous change point inference (2017)Inference for single and multiple change‐points in time series (2013)
this work references cited by second hop

References

  • 1995Journal of the American Statistical Association5,337 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
  • 2013A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data545 cited
  • 1975On Tests for Detecting Change in Mean355 cited
  • 1997Testing and Locating Variance Changepoints with Application to Stock Prices338 cited
  • 2009Break detection in the covariance structure of multivariate time series models313 cited
  • 2009Break detection in the covariance structure of multivariate time series models247 cited
  • 2017High Dimensional Change Point Estimation via Sparse Projection224 cited
  • 2010Efficient change point detection for genomic sequences of continuous measurements157 cited
  • 1986Likelihood Ratio Tests for a Change in the Multivariate Normal Mean130 cited
  • 2014Detection of Multiple Structural Breaks in Multivariate Time Series107 cited
  • 1997On the simulation of stochastic processes by spectral representation100 cited
  • 2014Detection of Changes in Multivariate Time Series With Application to EEG Data90 cited
  • 2015Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics89 cited
  • 2014

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

A multiple filter test for the detection of rate changes in renewal processes with varying variance
37 cited
  • 2007Detecting abrupt changes in a piecewise locally stationary time series36 cited
  • Cited by

    • 2022Break point detection for functional covariance13 cited