Extensions of some classical methods in change point analysis (Q2513925): Difference between revisions

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+On a test statistic for linear trend
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+Normal rank
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Evaluating stationarity via change-point alternatives with applications to fMRI data
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+Detecting and estimating changes in dependent functional data
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+Delay time in sequential detection of change
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+Normal rank
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+Change‐point monitoring in linear models
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+Normal rank
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+Strong approximation for the sums of squares of augmented GARCH sequences
+Normal rank
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+Testing for changes in polynomial regression
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+Normal rank
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+Monitoring shifts in mean: asymptotic normality of stopping times
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+Extreme value theory for stochastic integrals of Legendre polynomials
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+ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
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+Break detection in the covariance structure of multivariate time series models
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+Segmenting mean-nonstationary time series via trending regressions
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+Structural breaks in time series
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+Normal rank
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+Reaction times of monitoring schemes for ARMA time series
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+Likelihood ratio tests for multiple structural changes
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+Common breaks in means and variances for panel data
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+Change-point detection in multinomial data using phi-divergence test statistics
+Normal rank
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+An almost sure invariance principle for the empirical distribution function of mixing random variables
+Normal rank
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+Approximation theorems for independent and weakly dependent random vectors
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+Strong approximation of the empirical process of GARCH sequences
+Normal rank
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+Q4410079
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+Normal rank
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+Limit results for the empirical process of squared residuals in GARCH models.
+Normal rank
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+Testing for parameter constancy in GARCH\((p,q)\) models
+Normal rank
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+SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
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+Applications of permutations to the simulations of critical values
+Normal rank
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+On discriminating between long-range dependence and changes in mean
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+The functional central limit theorem for a family of GARCH observations with applications
+Normal rank
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+Asymptotic results for the empirical process of stationary sequences
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+Testing for changes in the covariance structure of linear processes
+Normal rank
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+Komlós-Major-Tusnády approximation under dependence
+Normal rank
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+Q5560061
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+Normal rank
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+Distribution Free Tests of Independence Based on the Sample Distribution Function
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+Linear processes in function spaces. Theory and applications
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+Q5293980
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+Normal rank
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+Tests of stationarity against a change in persistence
+Normal rank
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+GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
+Normal rank
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+Delay time in monitoring jump changes in linear models
+Normal rank
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+Darling-Erdős limit results for change-point detection in panel data
+Normal rank
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+Robust monitoring of CAPM portfolio betas
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+Normal rank
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+Monitoring Structural Change
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+Normal rank
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+Q3042109
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+Normal rank
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+Some applications of the classical formula on ruin probabilities
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+Nonparametric tests for the changepoint problem
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+Normal rank
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+Q5288953
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+Normal rank
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+Q4348180
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+Normal rank
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+A partial overview of the theory of statistics with functional data
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+A limit theorem for the maximum of normalized sums of independent random variables
+Normal rank
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+Testing for a change in the parameter values and order of an autoregressive model
+Normal rank
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+Break Detection for a Class of Nonlinear Time Series Models
+Normal rank
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+Weak dependence. With examples and applications.
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+Normal rank
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+Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
+Normal rank
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+On sample marginal quantiles for stationary processes
+Normal rank
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+Mixing: Properties and examples
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+Normal rank
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+On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes
+Normal rank
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+On strong invariance principles under dependence assumptions
+Normal rank
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+Q3064312
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+Normal rank
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+Page's sequential procedure for change-point detection in time series regression
+Normal rank
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+Asymptotic distribution of the delay time in Page's sequential procedure
+Normal rank
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+Testing for change-points with rank and sign statistics
+Normal rank
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+On the rate of approximations for maximum likelihood tests in change-point models
+Normal rank
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+Q4892799
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+Normal rank
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+Rank based estimators of the change-point
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+Normal rank
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+\(U\)-statistics for sequential change detection.
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+Normal rank
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+\(U\)-statistics for change under alternatives
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+Normal rank
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+Testing for structural change in conditional models
+Normal rank
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+Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
+Normal rank
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+Testing for structural stability in the whole sample
+Normal rank
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+Monitoring changes in the error distribution of autoregressive models based on Fourier methods
+Normal rank
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+Weakly dependent functional data
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+Normal rank
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+A FUNCTIONAL VERSION OF THE ARCH MODEL
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+Normal rank
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+Strong approximation of renewal processes
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+Normal rank
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+The maximum likelihood method for testing changes in the parameters of normal observations
+Normal rank
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+Detecting Changes in Linear Regressions
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+Normal rank
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+Q4856011
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+Normal rank
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+Estimators for the Time of Change in Linear Models
+Normal rank
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+Testing for changes in multivariate dependent observations with an application to temperature changes
+Normal rank
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+Monitoring changes in linear models
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+Normal rank
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+Testing for changes using permutations of U-statistics
+Normal rank
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+On sequential detection of parameter changes in linear regression
+Normal rank
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+Testing the stability of the functional autoregressive process
+Normal rank
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+Change‐point detection in panel data
@@ Property / cites work: Change‐point detection in panel data / rank @@
+Normal rank
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+Inference for functional data with applications
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+Normal rank
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+Statistical inference in a random coefficient panel model
+Normal rank
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+Testing stationarity of functional time series
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+Normal rank
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+Panel data analysis -- advantages and challenges (with comments and rejoinder)
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+Estimation of a change in linear models
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+Normal rank
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+Limit theorems for rank statistics
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+Normal rank
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+On the detection of changes in autoregressive time series. I: Asymptotics.
+Normal rank
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+On the detection of changes in autoregressive time series. II: Resampling procedures
+Normal rank
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+Bootstrapping sequential change-point tests for linear regression
+Normal rank
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+Tests for profile analysis based on two-step monotone missing data
+Normal rank
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+Testing for a break in trend when the order of integration is unknown
+Normal rank
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+Testing for unit roots in heterogeneous panels.
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+Normal rank
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
+Normal rank
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+Q4364000
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+Normal rank
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+Testing appearance of linear trend
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+Normal rank
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+Testing appearance of polynomial trend
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+Normal rank
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+Curve forecasting by functional autoregression
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+Normal rank
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+K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
+Normal rank
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+Detection of change in persistence of a linear time series
+Normal rank
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+Permutation principles for the change analysis of stochastic processes under strong invariance
+Normal rank
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+Resampling in the frequency domain of time series to determine critical values for change-point tests
+Normal rank
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+Block permutation principles for the change analysis of dependent data
+Normal rank
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+TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
+Normal rank
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+Testing for parameter stability in nonlinear autoregressive models
+Normal rank
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+Change-point estimation in ARCH models
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+Normal rank
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+Tests for changes in models with a polynomial trend
+Normal rank
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+The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
+Normal rank
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+ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES
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+Normal rank
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+Weak convergence for empirical processes of associated sequences
+Normal rank
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+The asymptotic distribution of the unconditional quantile estimator under dependence
+Normal rank
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+CONTINUOUS INSPECTION SCHEMES
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+Normal rank
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+A test for a change in a parameter occurring at an unknown point
+Normal rank
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+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
+Normal rank
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+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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+Functional Data Analysis with R and MATLAB
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+Normal rank
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+Asymptotic Normality of Sample Quantiles for $m$-Dependent Processes
+Normal rank
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+Weak convergence for weighted empirical processes of dependent sequences
+Normal rank
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+Q3395931
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+Normal rank
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+Asymptotic theory of statistical inference for time series
+Normal rank
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+Testing for a unit root in a random coefficient panel data model
+Normal rank
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+TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
+Normal rank
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+A fluctuation test for constant Spearman's rho with nuisance-free limit distribution
+Normal rank
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+Nonparametric statistical procedures for the changepoint problem
+Normal rank
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+Structural stability tests in the linear regression model when the regressors have roots local to unity
+Normal rank
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+On the Bahadur representation of sample quantiles for dependent sequences
+Normal rank
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+A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
+Normal rank