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Changepoint detection in autocorrelated ordinal categorical time series
12 references·0 citing·34 second hop
Changepoint detection in autocorrelated ordinal categorical time series (2022)Changepoint detection in autocorrelated o…A General Regression Changepoint Test for Time Series Data (2015)A General Regression Changepo…Wild binary segmentation for multiple change-point detection (2014)Wild binary segmentation for …Structural breaks in time series (2012)Structural breaks in time ser…Continuously Monitoring Categorical Processes (2012)Continuously Monitoring Categ…Changepoint detection in daily precipitation data (2012)Changepoint detection in dail…Mean shift testing in correlated data (2011)Mean shift testing in correla…Changepoint Detection in Periodic and Autocorrelated Time Series (2007)Changepoint Detection in Peri…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models (1994)Weak Convergence of the Seque…The changepoint problem in a multinomial sequence (1990)The changepoint problem in a …Tests for Change of Parameter at Unknown Times and Distributions of Some Related Functionals on Brownian Motion (1974)Tests for Change of Parameter…A Test for a Change in a Parameter Occurring at an Unknown Point (1955)A Test for a Change in a Para…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)CONTINUOUS INSPECTION SCHEMES (1954)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Tail-greedy bottom-up data decompositions and fast multiple change-point detection (2018)A comparison of single and multiple changepoint techniques for time series data (2022)Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points (1966)Testing a Sequence of Observations for a Shift in Location (1977)An MDL approach to the climate segmentation problem (2010)Optimal Detection of Changepoints With a Linear Computational Cost (2012)Multiscale Change Point Inference (2014)High Dimensional Change Point Estimation via Sparse Projection (2017)Nonparametric Change-Point Estimation (1988)TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES (2001)Structural Breaks in Financial Time Series (2009)When is a Copula Constant? A Test for Changing Relationships (2010)An Approach to the Probability Distribution of Cusum Run Length (1972)Detecting a Shift in Fraction Nonconforming Using Run-Length Control Charts with 100% Inspection (1991)Control Charts Based on Attribute Data: Bibliography and Review (1997)A simple categorical chart for detecting location shifts with ordinal information (2013)SPC methods for time-dependent processes of counts—A literature review (2015)Multiple changepoint detection in categorical data streams (2019)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time (1993)Some Problems with Application of Change-Point Detection Methods to Environmental Data (1997)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Bayesian Online Changepoint Detection (2007)Regime change analysis of interval-valued time series with an application to PM10 (2015)Estimation and testing in generalized mean-reverting processes with change-point (2016)
this work references cited by second hop

References

  • 1997Limit theorems in change-point analysis1,004 cited
  • 1955A Test for a Change in a Parameter Occurring at an Unknown Point722 cited
  • 2014Wild binary segmentation for multiple change-point detection721 cited
  • 2012Structural breaks in time series444 cited
  • 2007Changepoint Detection in Periodic and Autocorrelated Time Series133 cited
  • 1994Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models107 cited
  • 1974Tests for Change of Parameter at Unknown Times and Distributions of Some Related Functionals on Brownian Motion85 cited
  • 2011Mean shift testing in correlated data71 cited
  • 2012Changepoint detection in daily precipitation data43 cited
  • 2012Continuously Monitoring Categorical Processes34 cited
  • 2015A General Regression Changepoint Test for Time Series Data24 cited
  • 1990The changepoint problem in a multinomial sequence20 cited

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