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Monitoring Network Changes in Social Media
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Monitoring Network Changes in Social Media (2021)Monitoring Network Changes in Social MediaSentiment-Induced Bubbles in the Cryptocurrency Market (2019)Sentiment-Induced Bubbles in …Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility (2018)Testing for Bubbles in Crypto…High Dimensional Change Point Estimation via Sparse Projection (2017)High Dimensional Change Point…Change-point detection in panel data via double CUSUM statistic (2016)Change-point detection in pan…Uniform change point tests in high dimension (2015)Uniform change point tests in…Detection of Multiple Structural Breaks in Multivariate Time Series (2014)Detection of Multiple Structu…Detecting changes in cross-sectional dependence in multivariate time series (2014)Detecting changes in cross-se…An Efficient Online Monitoring Method for High-Dimensional Data Streams (2014)An Efficient Online Monitorin…- Theory and applications (2013)- Theory and applicationsChange‐point detection in panel data (2012)Change‐point detection in pan…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…Detection of multiple change-points in multivariate time series (2006)Detection of multiple change-…Control Charts and Stochastic Processes (1959)Control Charts and Stochastic…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESQuality Control and Industrial Statistics. (1952)Quality Control and Industria…Generalized autoregressive conditional heteroskedasticity (1986)Limit theorems in change-point analysis (1997)Dealing with Structural Breaks (2005)Structural breaks in panel data: Large number of panels and short length time series (2018)A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (2019)Univariate mean change point detection: Penalization, CUSUM and optimality (2020)LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)Panel LM Unit‐root Tests with Level Shifts* (2005)Estimation of heterogeneous panels with structural breaks (2015)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)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)Estimating the number of change-points via Schwarz' criterion (1988)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Adaptive Detection of Multiple Change-Points in Asset Price Volatility (2006)Multiple change-point detection for non-stationary time series using Wild Binary Segmentation (2017)Forecasting interest rates through Vasicek and CIR models: A partitioning approach (2019)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Determining the Number of Factors in Approximate Factor Models (2002)Wild binary segmentation for multiple change-point detection (2014)Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors (2020)Data segmentation algorithms: Univariate mean change and beyond (2021)The Economic Design of X Charts Used to Maintain Current Control of a Process (1956)Combined Shewhart-CUSUM Quality Control Schemes (1982)Statistical process control procedures for correlated observations (1991)Monitoring surgical performance using risk-adjusted cumulative sum charts (2000)Minimax Theorems (1997)Optimal Detection of Changepoints With a Linear Computational Cost (2012)Natural Scales in Geographical Patterns (2017)Detecting Changes in Slope With an L0 Penalty (2018)Seeded binary segmentation: a general methodology for fast and optimal changepoint detection (2022)Procedures for Reacting to a Change in Distribution (1971)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)Inference for single and multiple change‐points in time series (2013)Narver and Slater, Kohli and Jaworski and the market orientation construct: integration and internationalization (1995)Automation Bias in Intelligent Time Critical Decision Support Systems (2004)Why do small and medium enterprises use social media marketing and what is the impact: Empirical insights from India (2020)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 2013- Theory and applications1,554 cited
  • 1959Control Charts and Stochastic Processes477 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
  • 2006Detection of multiple change-points in multivariate time series170 cited
  • 2012Change‐point detection in panel data162 cited
  • 2016Change-point detection in panel data via double CUSUM statistic140 cited
  • 2015Uniform change point tests in high dimension132 cited
  • 2018Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility127 cited
  • 2014Detection of Multiple Structural Breaks in Multivariate Time Series107 cited
  • 2014An Efficient Online Monitoring Method for High-Dimensional Data Streams95 cited
  • 2019Sentiment-Induced Bubbles in the Cryptocurrency Market89 cited
  • 2014Detecting changes in cross-sectional dependence in multivariate time series61 cited

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1952
Quality Control and Industrial Statistics.
48 cited

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