Inference about the change-point in a sequence of random variables

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Consistencies and rates of convergence of jump-penalized least squares estimators
An efficient algorithm for estimating a change-point
Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
Detection of change-points near the end points of long-range dependent sequences
The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process
Inference about a change point in experimental neurophysiology
Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
Inference in a model with at most one slope-change point
Stochastic models for heterogeneous DNA sequences
The likelihood ratio test for the change point problem for exponentially distributed random variables
Bayesian analysis of a change-point in exponential families with applications.
Bayesian detection of structural changes
Some comparisons of tests for a shift in the slopes of a multivariate linear time series model
On detection of change points using mean vectors
Maximum likelihood estimation in the multi-path change-point problem
On the power of nonparametric changepoint-tests
Change point estimation using nonparametric regression
Time series segmentation: A sliding window approach
Graphically based interval estimation for the change-point
Asymptotic behavior of confidence regions in the change-point problem
Multigraph time-delay estiamtion using change-point technique
Optimal tests for the general two-sample problem
A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point.
Detection and estimation of abrupt changes in the variability of a process
Fitting multiple change-point models to data
Asymptotic behavior of posterior distribution of the change-point parameter
Confidence distributions for change-points and regime shifts
Gaussian processes for unconstraining demand
Exact post-selection inference for the generalized Lasso path
A more powerful test identifying the change in mean of functional data
New distribution theory for the estimation of structural break point in mean
Information criterion for Gaussian change-point model
Multiple change-point detection: a selective overview
Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
Minimax estimation of sharp change points
Discontinuous versus smooth regression
The likelihood ratio method for testing changes in the parameters of double exponential observations
Consistent estimation in generalized broken-line regression
The rates of convergence of Bayes estimators in change-point analysis
Approximations for the time of change and the power function in change-point models
The asymptotic distribution of MLE of treatment lag threshold
Asymptotically distribution free test for parameter change in a diffusion process model
Multiple breaks detection in general causal time series using penalized quasi-likelihood
Nonparametric inference on structural breaks
Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
Consistent multiple changepoint estimation with fused Gaussian graphical models
A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
High dimensional change point inference: recent developments and extensions
Estimating multiple breaks in mean sequentially with fractionally integrated errors
Template matching with ranks
A Bayesian inference to estimate change point for traffic intensity in M/M/1 queueing model
Change point detection and estimation methods under gamma series of observations
Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México
Statistical methodology in single-molecule experiments
On two estimates related to the change-point problem
A point process driven multiple change point model: a robust resistant approach
Quasi-likelihood estimation of structure-changed threshold double autoregressive models
Change-point problems: bibliography and review
Bayesian change point problem for traffic intensity in M/E_r/1 queueing model
Detecting gradual changes in locally stationary processes
\(L_ p\)-approximations of weighted partial sum processes
Nonparametric estimation in change-point models
Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo
A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity
Optimal forecasts in the presence of structural breaks
On Hinkley's estimator: inference about the change point
Change detection in autoregressive time series
On the biases of change point and change magnitude estimation after CUSUM test
On the inconsistency of the change-point estimator for the NE family
Inference for mean change-point in infinite variance \(AR(p)\) process
Sequential change detection in the presence of unknown parameters
Nonparametric estimation of structural change points in volatility models for time series
-estimators of regression models with structural change of unknown location
On testing for a change-point in variance of normal distribution.
Asymptotics for p-value based threshold estimation under repeated measurements
Estimation of change-points in linear and nonlinear time series models
A statistical test of change-point in mean that almost surely has zero error probabilities
Inference for single and multiple change-points in time series
Bayesian time series analysis of structural changes in level and trend
Exact distribution of argmax (argmin)
Confidence sets for the date of a single break in linear time series regressions
Bayesian change-point problem using Bayes factor with hierarchical prior distribution
Estimation of change point in generalized variance control chart
Likelihood ratio tests for testing for multiple contaminants in the shocks and labelled slippage models
A change-point estimator using local Fourier series
scientific article; zbMATH DE number 3833088 (Why is no real title available?)
Estimation in multi-path change-point problems
Estimation of the Change Point in theX¯andSControl Charts
Testing for the number of change points in a sequence of exponential random variables
Non-parametric Shewhart control charts
Bayesian Estimation of Change Point in Inverse Weibull Sequence
A Nonparametric bootstrapped estimate of the change-point
A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data
Estimating changes in a multi-parameter exponential family
Nonparametric point estimators for the change-point problem
A Likelihood Integrated Method for Exploratory Graphical Analysis of Change Point Problem with Directional Data
Drift time detection and adjustment procedures for processes subject to linear trend
A Bayesian analysis of the change-point problem for directional data
Estimating the Value of the Wincat Coupons of the Winterthur Insurance Convertible Bond: A Study of the Model Risk
A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem

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