SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Bootstrapping confidence intervals for the change‐point of time series
5 references·5 citing·31 second hop
Bootstrapping confidence intervals for the change‐point of time series (2008)Bootstrapping confidence intervals for th…Permutation tests in change point analysis (2001)Permutation tests in change p…Effect of dependence on statistics for determination of change (1997)Effect of dependence on stati…Change-point problem and bootstrap (1995)Change-point problem and boot…LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)LEAST SQUARES ESTIMATION OF A…The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)The Asymptotic Behavior of So…Bootstrap confidence intervals for multiple change points based on moving sum procedures (2022)Bootstrap confidence interval…Estimating change points in nonparametric time series regression models (2020)Estimating change points in n…Inference for single and multiple change-points in time series (2013)Inference for single and mult…Application of Change-Point Problem to the Detection of Plant Patches (2009)Application of Change-Point P…A note on studentized confidence intervals for the change-point (2009)A note on studentized confide…Inference About the Change-Point in a Sequence of Random Variables (1970)The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack (2004)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Nonparametric Methods in Change-Point Problems (1993)Limit theorems in change-point analysis (1997)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)On-Line Statistical Process Control (2002)Nonparametric estimation of structural change points in volatility models for time series (2004)On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models (1996)Bootstrapping sequential change-point tests for linear regression (2011)Nonparametric tests for change-point detection à la Gombay and Horváth (2012)Data segmentation algorithms: Univariate mean change and beyond (2021)Block permutation principles for the change analysis of dependent data (2006)On discriminating between long-range dependence and changes in mean (2006)M-Procedures for Detection of Changes for Dependent Observations (2012)Robust Change Point Analysis (2013)Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm (2023)Testing and estimating change-points in time series (1985)Resampling Methods for the Change Analysis of Dependent Data (2006)A comparison of single and multiple changepoint techniques for time series data (2022)Estimation of a Change Point in Multiple Regression Models (1997)Wild binary segmentation for multiple change-point detection (2014)Multiscale Change Point Inference (2014)A MOSUM procedure for the estimation of multiple random change points (2017)CONTINUOUS INSPECTION SCHEMES (1954)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Optimal Detection of Changepoints With a Linear Computational Cost (2012)Dating multiple change points in the correlation matrix (2016)Inference for single and multiple change‐points in time series (2013)A computationally efficient nonparametric approach for changepoint detection (2016)
this work references cited by second hop

References

  • 1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES494 cited
  • 1991The Asymptotic Behavior of Some Nonparametric Change-Point Estimators168 cited
  • 1995Change-point problem and bootstrap76 cited
  • 1997Effect of dependence on statistics for determination of change70 cited
  • 2001Permutation tests in change point analysis69 cited

Cited by

  • 2009A note on studentized confidence intervals for the change-point23 cited
  • 2013Inference for single and multiple change-points in time series16 cited
  • 2022Bootstrap confidence intervals for multiple change points based on moving sum procedures14 cited
  • 2009Application of Change-Point Problem to the Detection of Plant Patches13 cited
  • 2020Estimating change points in nonparametric time series regression models13 cited

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