Break detection for a class of nonlinear time series models
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Cites work
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- Least-squares estimation of an unknown number of shifts in a time series
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- Signal Extraction Problems in Seismology
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Cited in
(41)- Break detection in the covariance structure of multivariate time series models
- Mini-workshop: Time series with sudden structural changes. Abstracts from the mini-workshop held February 24 -- March 1, 2008.
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- Multiple breaks detection in general causal time series using penalized quasi-likelihood
- Consistency of minimum description length model selection for piecewise stationary time series models
- Generalized threshold latent variable model
- Dynamic networks with multi-scale temporal structure
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México
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- Thick Pen Transformation for Time Series
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- Thinning-based models in the analysis of integer-valued time series: a review
- Time-varying multi-regime models fitting by genetic algorithms
- Piecewise quantile autoregressive modeling for nonstationary time series
- Метод обнаружения структурного сдвига в модели авторегрессионной условной гетероскедастичности: случай распределения Стьюдента
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- Segmenting mean-nonstationary time series via trending regressions
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- Heteroscedasticity and Autocorrelation Robust Structural Change Detection
- A general class of CUSUM statistics
- Detection of Multiple Structural Breaks in Multivariate Time Series
- Structural Break Estimation for Nonstationary Time Series Models
- Cusums for tracking arbitrary functionals
- A hypothesis testing procedure for random changepoint mixed models
- A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes
- Testing for parameter change epochs in GARCH time series
- Simultaneous detection of structural breaks and outliers in time series
- Generalized multivariate threshold autoregressive models with linearly partitioned threshold space
- Piecewise autoregression for general integer-valued time series
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