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Asymptotic delay times of sequential tests based on U -statistics for early and late change points
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Asymptotic delay times of sequential tests based on U -statistics for early and late change points (2022)Asymptotic delay times of sequential test…ScanB-statistic for kernel change-point detection (2019)ScanB-statistic for kernel ch…Modified sequential change point procedures based on estimating functions (2018)Modified sequential change po…On the use of estimating functions in monitoring time series for change points (2015)On the use of estimating func…Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (2015)Change-Point Detection Under …Delay times of sequential procedures for multiple time series regression models (2009)Delay times of sequential pro…Bootstrapping Sequential Change-Point Tests (2008)Bootstrapping Sequential Chan…Bootstrapping confidence intervals for the change‐point of time series (2008)Bootstrapping confidence inte…Change‐point monitoring in linear models (2006)Change‐point monitoring in li…SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (2004)SEQUENTIAL CHANGE-POINT DETEC…Delay time in sequential detection of change (2004)Delay time in sequential dete…Monitoring changes in linear models (2003)Monitoring changes in linear …Monitoring Structural Change (1996)Monitoring Structural ChangeOn the power of nonparametric changepoint-tests (1994)On the power of nonparametric…Invariance principles for changepoint problems (1988)Invariance principles for cha…CONTROL CHARTS WITH WARNING LINES (1955)CONTROL CHARTS WITH WARNING L…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESStationarity of Garch processes and of some nonnegative time series (1992)Detection of Abrupt Changes: Theory and Applications. (1995)Limit theorems in change-point analysis (1997)Strong approximation for the sums of squares of augmented GARCH sequences (2006)SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (2011)Procedures for Reacting to a Change in Distribution (1971)Optimal Stopping Times for Detecting Changes in Distributions (1986)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Selection of estimation window in the presence of breaks (2006)Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)Structural breaks in time series (2012)Economic Control of Quality of Manufactured Product. (1932)Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring Schemes (1991)Statistical Process Control using Shewhart Control Charts with Supplementary Runs Rules (2007)Adaptive CUSUM procedures with EWMA-based shift estimators (2008)Nonparametric Methods in Change-Point Problems (1993)Testing, monitoring, and dating structural changes in exchange rate regimes (2009)Guaranteed Conditional Performance of Control Charts via Bootstrap Methods (2013)Guaranteed Conditional Performance of Control Charts via Bootstrap Methods (2016)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Page's sequential procedure for change-point detection in time series regression (2014)The state of cumulative sum sequential changepoint testing 70 years after Page (2023)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Tests of equal forecast accuracy and encompassing for nested models (2001)A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (2019)Persistence in Variance, Structural Change, and the GARCH Model (1990)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Break Detection for a Class of Nonlinear Time Series Models (2008)Structural Breaks in Financial Time Series (2009)Modelling volatility by variance decomposition (2013)On Tests for Detecting Change in Mean (1975)A Non-Parametric Approach to the Change-Point Problem (1979)Nonparametric statistical procedures for the changepoint problem (1984)Nonparametric tests for the changepoint problem (1987)Nonparametric tests for change-point detection à la Gombay and Horváth (2012)M -statistic for kernel change-point detection (2015)The Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)Change-point problem and bootstrap (1995)A note on studentized confidence intervals for the change-point (2009)Inference for single and multiple change-points in time series (2013)Bootstrap confidence intervals for multiple change points based on moving sum procedures (2022)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1996Monitoring Structural Change386 cited
  • 1955CONTROL CHARTS WITH WARNING LINES224 cited
  • 2003Monitoring changes in linear models193 cited
  • 2004SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS143 cited
  • 2006Change‐point monitoring in linear models107 cited
  • 1988Invariance principles for changepoint problems91 cited
  • 2004Delay time in sequential detection of change74 cited
  • 2009Delay times of sequential procedures for multiple time series regression models51 cited
  • 2008Bootstrapping confidence intervals for the change‐point of time series51 cited
  • 2008Bootstrapping Sequential Change-Point Tests43 cited
  • 2018Modified sequential change point procedures based on estimating functions42 cited
  • 1994On the power of nonparametric changepoint-tests39 cited
  • 2019ScanB-statistic for kernel change-point detection36 cited
  • 2015Change-Point Detection Under Dependence Based on Two-Sample U-Statistics34 cited
  • 2015On the use of estimating functions in monitoring time series for change points

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