Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363): Difference between revisions

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+Permutation tests in change point analysis
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+Tests for continuity of regression functions
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+Testing for multiple change points
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+Critical values for multiple structural change tests
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+A general criterion to determine the number of change-points
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+Two tests for sequential detection of a change-point in a nonlinear model
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+Model selection by LASSO methods in a change-point model
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+Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data
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+ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS
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+Multiple Change-Point Estimation With a Total Variation Penalty
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+Bootstrapping confidence intervals for the change-point of time series
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+A note on Studentized confidence intervals for the change-point
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+Bootstrapping sequential change-point tests for linear regression
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+Block permutation principles for the change analysis of dependent data
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+Bootstrapping Sequential Change-Point Tests
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+Permutation principles for the change analysis of stochastic processes under strong invariance
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+Detection of multiple change-points in multivariate time series
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+Estimating the number of change points in a sequence of independent normal random variables
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+Application of modified information criterion to multiple change point problems
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+Estimating the number of change-points via Schwarz' criterion
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+On the asymptotic behavior of a class of nonparametric tests for a change-point problem
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+Publication:5971363