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Asynchronous Changepoint Estimation for Spatially Correlated Functional Time Series
16 references·0 citing·48 second hop
Asynchronous Changepoint Estimation for Spatially Correlated Functional Time Series (2022)Asynchronous Changepoint Estimation for S…Scalable multiple changepoint detection for functional data sequences (2021)Scalable multiple changepoint…Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation (2019)Identifying multiple changes …Nonparametric change point detection in multivariate piecewise stationary time series (2018)Nonparametric change point de…Forecasting at Scale (2017)Forecasting at ScaleDetection of Change in the Spatiotemporal Mean Function (2016)Detection of Change in the Sp…Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes (2013)Multiple-Change-Point Detecti…Structural breaks in time series (2012)Structural breaks in time ser…Detecting and estimating changes in dependent functional data (2012)Detecting and estimating chan…Testing for Change Points in Time Series (2010)Testing for Change Points in …Changepoint Detection in Periodic and Autocorrelated Time Series (2007)Changepoint Detection in Peri…A Robust-Likelihood Cumulative Sum Chart (2007)A Robust-Likelihood Cumulativ…Adaptive Detection of Multiple Change-Points in Asset Price Volatility (2006)Adaptive Detection of Multipl…Local Prediction of a Spatio-Temporal Process with an Application to Wet Sulfate Deposition (1995)Local Prediction of a Spatio-…The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations (1993)The Maximum Likelihood Method…Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Estimating the Current Mean o…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESAutoregressive 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)A computationally efficient nonparametric approach for changepoint detection (2016)On optimal multiple changepoint algorithms for large data (2016)Selective review of offline change point detection methods (2019)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Detection of Abrupt Changes: Theory and Applications. (1995)Limit theorems in change-point analysis (1997)Multiscale Change Point Inference (2014)An Evaluation of Change Point Detection Algorithms (2020)A Test for a Change in a Parameter Occurring at an Unknown Point (1955)On Tests for Detecting Change in Mean (1975)Optimal Detection of Changepoints With a Linear Computational Cost (2012)changepoint : An R Package for Changepoint Analysis (2014)STATISTICS FOR SPATIAL DATA (1992)Statistics for Spatial Data (1993)Statistics for Spatial Data. (1993)Interpolation of Spatial Data (1999)Moving Window Approaches for Hedonic Price Estimation: An Empirical Comparison of Modelling Techniques (2008)Environmental Protection Agency, U.S. (2013)Testing a Sequence of Observations for a Shift in Location (1977)An Approach to Statistical Spatial-Temporal Modeling of Meteorological Fields: Comment (1994)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Accounting for Autocorrelation in Detecting Mean Shifts in Climate Data Series Using the Penalized Maximal t or F Test (2008)Penalized Maximal F Test for Detecting Undocumented Mean Shift without Trend Change (2008)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)Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features (2019)Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (1999)Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (2000)HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (2011)Evaluating stationarity via change-point alternatives with applications to fMRI data (2012)Extensions of some classical methods in change point analysis (2014)Data segmentation algorithms: Univariate mean change and beyond (2021)Economic Control of Quality of Manufactured Product. (1932)Quality Control and Industrial Statistics. (1967)Procedures for Reacting to a Change in Distribution (1971)Control Charts and Stochastic Processes (1959)Inference About the Change-Point in a Sequence of Random Variables (1970)Exponential smoothing: The state of the art (1985)A state space framework for automatic forecasting using exponential smoothing methods (2002)25 years of time series forecasting (2006)Fake news on Twitter during the 2016 U.S. presidential election (2019)The good, the bad and the ugly on COVID-19 tourism recovery (2020)Forecasting: theory and practice (2022)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,779 cited
  • 2017Forecasting at Scale3,054 cited
  • 1964Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time520 cited
  • 2012Structural breaks in time series444 cited
  • 2010Testing for Change Points in Time Series253 cited
  • 1995Local Prediction of a Spatio-Temporal Process with an Application to Wet Sulfate Deposition171 cited
  • 1993The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations165 cited
  • 2007Changepoint Detection in Periodic and Autocorrelated Time Series140 cited
  • 2012Detecting and estimating changes in dependent functional data102 cited
  • 2006Adaptive Detection of Multiple Change-Points in Asset Price Volatility82 cited
  • 2013Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes67 cited
  • 2016Detection of Change in the Spatiotemporal Mean Function47 cited
  • 2019Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation21 cited
  • 2018Nonparametric change point detection in multivariate piecewise stationary time series15 cited
  • 2021Scalable multiple changepoint detection for functional data sequences

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14 cited
  • 2007A Robust-Likelihood Cumulative Sum Chart14 cited
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