SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm
16 references·2 citing·40 second hop
Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm (2023)Multiple change point detection under ser…Seeded binary segmentation: a general methodology for fast and optimal changepoint detection (2022)Seeded binary segmentation: a…Data segmentation algorithms: Univariate mean change and beyond (2021)Data segmentation algorithms:…Multiple change-point detection for non-stationary time series using Wild Binary Segmentation (2017)Multiple change-point detecti…A MOSUM procedure for the estimation of multiple random change points (2017)A MOSUM procedure for the est…Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (2015)Inference for Multiple Change…Wild binary segmentation for multiple change-point detection (2014)Wild binary segmentation for …Structural breaks in time series (2012)Structural breaks in time ser…Optimal Detection of Changepoints With a Linear Computational Cost (2012)Optimal Detection of Changepo…Mean shift testing in correlated data (2011)Mean shift testing in correla…Testing for Change Points in Time Series (2010)Testing for Change Points in …An MDL approach to the climate segmentation problem (2010)An MDL approach to the climat…Break Detection for a Class of Nonlinear Time Series Models (2008)Break Detection for a Class o…On discriminating between long-range dependence and changes in mean (2006)On discriminating between lon…Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (2004)Nonstationarities in Financia…Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (2000)Least‐squares Estimation of a…Estimating the number of change-points via Schwarz' criterion (1988)Estimating the number of chan…A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models (2024)A constant-per-iteration like…A Log-Linear Nonparametric Online Changepoint Detection Algorithm Based on Functional Pruning (2023)A Log-Linear Nonparametric On…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Inference for single and multiple change‐points in time series (2013)A computationally efficient nonparametric approach for changepoint detection (2016)On optimal multiple changepoint algorithms for large data (2016)Time Series Regression with a Unit Root (1987)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Uniform change point tests in high dimension (2015)A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (2019)Change Point Detection in Time Series Data Using Autoencoders With a Time-Invariant Representation (2021)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Simple (but effective) tests of long memory versus structural breaks (2006)A Test Against Spurious Long Memory (2010)Financial markets of the LAC region: Does the crisis influence the financial integration? (2019)Inference About the Change-Point in a Sequence of Random Variables (1970)Nonparametric Methods in Change-Point Problems (1993)Detecting multiple breaks in financial market volatility dynamics (2002)Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model (2004)Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets (2013)Introduction to Time Series and Forecasting (2002)Forecasting volatility of crude oil markets (2008)The Volatility of Realized Volatility (2008)Modelling Nonlinear Economic Time Series (2010)Limit theorems in change-point analysis (1997)Structural Breaks in Financial Time Series (2009)Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes (2013)A pairwise likelihood-based approach for changepoint detection in multivariate time series models (2016)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Detection of Changes in Multivariate Time Series With Application to EEG Data (2014)Change-point detection in panel data via double CUSUM statistic (2016)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)Multiscale Change Point Inference (2014)High Dimensional Change Point Estimation via Sparse Projection (2017)Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (2004)Dealing with Structural Breaks (2005)A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data (2013)
this work references cited by second hop

References

  • 2012Optimal Detection of Changepoints With a Linear Computational Cost2,578 cited
  • 2014Wild binary segmentation for multiple change-point detection721 cited
  • 1988Estimating the number of change-points via Schwarz' criterion628 cited
  • 2004Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects523 cited
  • 2012Structural breaks in time series444 cited
  • 2000Least‐squares Estimation of an Unknown Number of Shifts in a Time Series276 cited
  • 2010Testing for Change Points in Time Series253 cited
  • 2006On discriminating between long-range dependence and changes in mean160 cited
  • 2017A MOSUM procedure for the estimation of multiple random change points144 cited
  • 2008Break Detection for a Class of Nonlinear Time Series Models96 cited
  • 2015Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics89 cited
  • 2010An MDL approach to the climate segmentation problem83 cited
  • 2022Seeded binary segmentation: a general methodology for fast and optimal changepoint detection77 cited
  • 2011Mean shift testing in correlated data71 cited
  • 2017Multiple change-point detection for non-stationary time series using Wild Binary Segmentation

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

63 cited
  • 2021Data segmentation algorithms: Univariate mean change and beyond52 cited
  • Cited by

    • 2023A Log-Linear Nonparametric Online Changepoint Detection Algorithm Based on Functional Pruning8 cited
    • 2024A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models8 cited