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Moving Sum Data Segmentation for Stochastic Processes Based on Invariance
15 references·0 citing·34 second hop
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References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 2017A MOSUM procedure for the estimation of multiple random change points144 cited
  • 2014Extensions of some classical methods in change point analysis127 cited
  • 2015Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics89 cited
  • 2020Univariate mean change point detection: Penalization, CUSUM and optimality83 cited
  • 1980An Extension of the MOSUM Technique for Quality Control70 cited
  • 2021Data segmentation algorithms: Univariate mean change and beyond52 cited
  • 2001Permutation tests for multiple changes49 cited
  • 2023Optimal change-point detection and localization46 cited
  • 2014A multiple filter test for the detection of rate changes in renewal processes with varying variance37 cited
  • 2002Truncated Sequential Change‐point Detection based on Renewal Counting Processes26 cited
  • 2005Permutation principles for the change analysis of stochastic processes under strong invariance21 cited
  • 2000Limit theorems for a class of tests of gradual changes17 cited
  • 2001An estimator of the number of change points based on a weak invariance principle14 cited
  • 2008Truncated sequential change-point detection based on renewal counting processes II

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