SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Robust Change Point Analysis
16 references·3 citing·29 second hop
Robust Change Point Analysis (2013)Robust Change Point AnalysisParametric Statistical Change Point Analysis (2011)Parametric Statistical Change…Change‐point monitoring in linear models (2006)Change‐point monitoring in li…Monitoring structural change in dynamic econometric models (2005)Monitoring structural change …SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (2004)SEQUENTIAL CHANGE-POINT DETEC…Monitoring changes in linear models (2003)Monitoring changes in linear …U-Statistics for Change under Alternatives (2001)U-Statistics for Change under…Parametric Statistical Change Point Analysis (2000)Parametric Statistical Change…MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST (2000)MONITORING STRUCTURAL CHANGES…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Monitoring Structural Change (1996)Monitoring Structural ChangeDetection of Abrupt Changes: Theory and Applications. (1995)Detection of Abrupt Changes: …Change-point problems (1994)Change-point problemsChange-point problems (1994)Change-point problemsTests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Nonparametric Methods in Change-Point Problems (1993)Nonparametric Methods in Chan…Statistical Analysis and Forecasting of Economic Structural Change (1989)Statistical Analysis and Fore…Robust multivariate change point analysis based on data depth (2020)Robust multivariate change po…A new toolkit for robust distributional change detection (2018)A new toolkit for robust dist…Studentized U-quantile processes under dependence with applications to change-point analysis (2017)Studentized U-quantile proces…Procedures for Reacting to a Change in Distribution (1971)Optimal Stopping Times for Detecting Changes in Distributions (1986)Selection of estimation window in the presence of breaks (2006)Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)Temporal causality between house prices and output in the US: A bootstrap rolling-window approach (2015)The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach (2015)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)Testing, monitoring, and dating structural changes in exchange rate regimes (2009)Guaranteed Conditional Performance of Control Charts via Bootstrap Methods (2013)Guaranteed Conditional Performance of Control Charts via Bootstrap Methods (2016)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Information bounds and quick detection of parameter changes in stochastic systems (1998)The State of Statistical Process Control as We Proceed into the 21st Century (2000)Common breaks in means and variances for panel data (2009)Analysis of changepoint models (2011)Multiple Change-Point Detection: A Selective Overview (2016)Detection of multiple change-points in multivariate time series (2006)Inference for single and multiple change‐points in time series (2013)Change-point detection in time-series data by relative density-ratio estimation (2013)Multiscale Change Point Inference (2014)Journal De La Société Française De Statistique (2005)
this work references cited by second hop

References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1995Detection of Abrupt Changes: Theory and Applications.1,033 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 1993Nonparametric Methods in Change-Point Problems625 cited
  • 2011Parametric Statistical Change Point Analysis597 cited
  • 1996Monitoring Structural Change386 cited
  • 2000Parametric Statistical Change Point Analysis284 cited
  • 2005Monitoring structural change in dynamic econometric models213 cited
  • 2003Monitoring changes in linear models193 cited
  • 1994Change-point problems146 cited
  • 2004SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS143 cited
  • 1989Statistical Analysis and Forecasting of Economic Structural Change138 cited
  • 2000MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST128 cited
  • 2006Change‐point monitoring in linear models107 cited
  • 1994Change-point problems89 cited
  • 2001U-Statistics for Change under Alternatives31 cited

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

Cited by

  • 2017Studentized U-quantile processes under dependence with applications to change-point analysis13 cited
  • 2020Robust multivariate change point analysis based on data depth11 cited
  • 2018A new toolkit for robust distributional change detection10 cited