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Change Point Problem
16 references·1 citing·30 second hop
Change Point Problem (1993)Change Point ProblemThe Asymptotic Behavior of Some Nonparametric Change-Point Estimators (1991)The Asymptotic Behavior of So…The Likelihood Ratio Test for a Change-Point in Simple Linear Regression (1989)The Likelihood Ratio Test for…Nonparametric Change-Point Estimation (1988)Nonparametric Change-Point Es…Tests for a Change-Point (1987)Tests for a Change-PointConfidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Confidence Regions and Tests …Testing and estimating change-points in time series (1985)Testing and estimating change…Detection of Abrupt Changes in Signals and Dynamical Systems (1985)Detection of Abrupt Changes i…SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton. (1983)SURVEY OF CLASSICAL AND BAYES…A Non-Parametric Approach to the Change-Point Problem (1979)A Non-Parametric Approach to …The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)The Problem of the Nile: Cond…On Tests for Detecting Change in Mean (1975)On Tests for Detecting Change…The Effect of Serial Correlation on the Performance of CUSUM Tests (1974)The Effect of Serial Correlat…On Detecting Changes in the Mean of Normal Variates (1969)On Detecting Changes in the M…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Estimating the Current Mean o…On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data (2020)Asymptotic distribution-free …Theory of Games and Statistical Decisions. (1955)Detecting changes in signals and systems—A survey (1988)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing and Locating Variance Changepoints with Application to Stock Prices (1997)Multiscale Change Point Inference (2014)Testing a Sequence of Observations for a Shift in Location (1977)The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)Fitting multiple change-point models to data (2001)CONTINUOUS INSPECTION SCHEMES (1954)Time Series Analysis: Forecasting and Control (1977)Detecting Initialization Bias in Simulation Output (1982)Confidence Interval Estimation Using Standardized Time Series (1983)A Statistical Control Chart for Stationary Process Data (1998)Time Series Analysis, Forecasting and Control. (1971)Testing For and Dating Common Breaks in Multivariate Time Series (1998)Dating the integration of world equity markets (2002)Structural breaks in time series (2012)Modelling Nonlinear Economic Time Series (2010)Dealing with Structural Breaks (2005)Bayesian Online Changepoint Detection (2007)Inference about the Change-Point from Cumulative Sum Tests (1971)The Equity Premium and Structural Breaks (2000)A Simple Cumulative Sum Type Statistic for the Change-Point Problem with Zero-One Observations (1980)Nonparametric Monitoring of Data Streams for Changes in Location and Scale (2011)Parametric and Nonparametric Sequential Change Detection in R: The cpm Package (2015)Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series (1993)Performance of CUSUM Control Schemes for Serially Correlated Observations (1993)Chapter 46 Unit roots, structural breaks and trends (1994)
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References

  • 1979A Non-Parametric Approach to the Change-Point Problem4,167 cited
  • 1963On Optimum Methods in Quickest Detection Problems839 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 1964Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time520 cited
  • 1975On Tests for Detecting Change in Mean355 cited
  • 1985Testing and estimating change-points in time series338 cited
  • 1985Detection of Abrupt Changes in Signals and Dynamical Systems332 cited
  • 1978The Problem of the Nile: Conditional Solution to a Changepoint Problem289 cited
  • 1974The Effect of Serial Correlation on the Performance of CUSUM Tests275 cited
  • 1986Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables260 cited
  • 1988Nonparametric Change-Point Estimation225 cited
  • 1987Tests for a Change-Point225 cited
  • 1969On Detecting Changes in the Mean of Normal Variates224 cited
  • 1989The Likelihood Ratio Test for a Change-Point in Simple Linear Regression208 cited
  • 1983SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton.

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171 cited
  • 1991The Asymptotic Behavior of Some Nonparametric Change-Point Estimators168 cited
  • Cited by

    • 2020Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data10 cited