Inference for single and multiple change-points in time series
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Cites work
- A Bayesian Analysis for Change Point Problems
- A Limit Theorem for a Maximum-Likelihood Estimate of the Disorder Time
- A log-linear model for a Poisson process change point
- A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
- A property of partial sums of regression least squares residuals and its applications
- A semiparametric changepoint model
- A simple Bayesian approach to multiple change-points
- A test for a change in a parameter occurring at an unknown point
- An extended quasi-likelihood function
- Analysis of change-point estimators under the null hypothesis
- Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives
- Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
- Asymptotically Optimal Solutions in the Change-Point Problem
- Asymptotics for Lasso-type estimators.
- Automatic Statistical Analysis of Bivariate Nonstationary Time Series
- Bayesian single change point detection in a sequence of multivariate normal observations
- Bootstrapping confidence intervals for the change-point of time series
- Boundary Estimation
- Break detection for a class of nonlinear time series models
- Break detection in the covariance structure of multivariate time series models
- Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint
- Change point estimation using nonparametric regression
- Change-point in the mean of dependent observations
- Change-point mle in the rate of exponential sequences with application to Indonesian seismological data
- Change-points in nonparametric regression analysis
- Common breaks in means and variances for panel data
- Conditional bootstrap methods in the mean-shift model
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- CONTINUOUS INSPECTION SCHEMES
- Convergence of changepoint estimators
- Convergence of stochastic processes
- Detecting multiple change-points in the mean of Gaussian process by model selection
- Detection and Correction of Artificial Shifts in Climate Series
- Detection of changes in precipitation and runoff over eastern Canada and U. S. using a Bayesian approach
- Distributions of Bayes-type change-point statistics under polynomial regression
- Eigenvalues of a Fredholm integral operator and applications to problems of statistical inference
- Empirical likelihood ratio test for the change-point problem
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating structural changes in regression quantiles
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- Estimating the number of change-points via Schwarz' criterion
- Estimation and comparison of multiple change-point models
- Estimation of a change in linear models
- Estimation of multiple-regime regressions with least absolutes deviation
- Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences
- Exact Bayesian curve fitting and signal segmentation
- Exponential and polynomial tailbounds for change-point estimators
- Fitting multiple change-point models to data
- Gaussian model selection
- scientific article; zbMATH DE number 3766903 (Why is no real title available?)
- scientific article; zbMATH DE number 3458075 (Why is no real title available?)
- scientific article; zbMATH DE number 1086076 (Why is no real title available?)
- scientific article; zbMATH DE number 3441469 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3239078 (Why is no real title available?)
- Inference about the change-point in a sequence of random variables
- Inference about the Point of Change in a Regression Model
- Inference for single and multiple change-points in time series
- Invariance principles for changepoint problems
- Least angle regression. (With discussion)
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Likelihood ratio tests for multiple structural changes
- Limit processes for sequences of partial sums of regression residuals
- Maximum likelihood estimation of a change-point for exponentially distributed random variables.
- Minimax estimation of sharp change points
- Model selection by LASSO methods in a change-point model
- Multiple breaks detection in general causal time series using penalized quasi-likelihood
- Multiple change-point analysis for linear regression models
- Multiple Change-Point Estimation With a Total Variation Penalty
- Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
- Nonparametric change-point estimation
- Nonparametric tests for nonstandard change-point problems
- On Detecting Changes in the Mean of Normal Variates
- On tests for detecting change in mean
- On the rate of almost sure convergence of Dümbgen's change-point estimators
- Optimal detection of changepoints with a linear computational cost
- Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
- Product partition models for change point problems
- Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
- Quasi-likelihood functions
- Rate of convergence of the maximum likelihood estimate of a change-point
- Rates of convergence for the change-point estimator for long-range dependent sequences
- Residual partial sum limit process for regression models with applications to detecting parameter changes at unknown times
- Retrospective multivariate Bayesian change-point analysis: A simultaneous single change in the mean of several hydrological sequences
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS
- Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).
- Sparsity and Smoothness Via the Fused Lasso
- Spatial residual processes and boundary detection
- Spatial smoothing and hot spot detection for CGH data using the fused lasso
- Structural Break Estimation for Nonstationary Time Series Models
- Structural breaks in time series
- Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
- Testing and dating of structural changes in practice
- Testing and estimating change-points in time series
- Testing For and Dating Common Breaks in Multivariate Time Series
- Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
- Testing for the Constancy of Parameters Over Time
- Testing, monitoring, and dating structural changes in exchange rate regimes
- Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
- Tests for parameter changes at unknown times in linear regression models
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The asymptotic behavior of some nonparametric change-point estimators
- The change-point problem for dependent observations
- The effect of long-range dependence on change-point estimators
- The effect of serial correlation on tests for parameter change at unknown time
- The problem of the Nile: Conditional solution to a changepoint problem
- THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS
- Time-ordered classification
- Using penalized contrasts for the change-point problem
- Wild binary segmentation for multiple change-point detection
Cited in
(61)- The multiple filter test for change point detection in time series
- Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes
- Estimating non-simultaneous changes in the mean of vectors
- Exact post-selection inference for the generalized Lasso path
- Ecological change points: the strength of density dependence and the loss of history
- Most recent changepoint detection in censored panel data
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
- Anomaly detection: a functional analysis perspective
- Spatial rank-based high-dimensional change point detection via random integration
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- A comparison of single and multiple changepoint techniques for time series data
- Change point detection and estimation methods under gamma series of observations
- Monitoring mean and variance change-points in long-memory time series
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification
- Multiple change point detection and validation in autoregressive time series data
- A distribution free test for changes in the trend function of locally stationary processes
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process
- A computationally efficient nonparametric approach for changepoint detection
- Inference for a mean-reverting stochastic process with multiple change points
- Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series
- Estimation methods for the LRD parameter under a change in the mean
- Empirical likelihood for outlier detection and estimation in autoregressive time series
- Inference for single and multiple change-points in time series
- Empirical likelihood for break detection in time series
- A linear regression model with persistent level shifts: an alternative to infill asymptotics
- Rank-based multiple change-point detection
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
- Multiple change-points detection in high dimension
- A likelihood ratio approach to sequential change point detection for a general class of parameters
- Estimating the turning point location in shifted exponential model of time series
- An efficient two step algorithm for high dimensional change point regression models without grid search
- Inference for multiple change points in time series via likelihood ratio scan statistics
- Changepoints in times series of counts
- Autocovariance estimation in regression with a discontinuous signal and m-dependent errors: a difference-based approach
- On optimal segmentation and parameter tuning for multiple change-point detection and inference
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
- Post‐selection inference for changepoint detection algorithms with application to copy number variation data
- A Bayesian detection of structural changes in autoregressive time series models
- Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime
- Micro–Macro Changepoint Inference for Periodic Data Sequences
- Detecting relevant changes in the spatiotemporal mean function
- Detecting changes in mean in the presence of time-varying autocovariance
- Adaptive parametric change point inference under covariance structure changes
- Change-point analysis for binomial autoregressive model with application to price stability counts
- Most Recent Changepoint Detection in Panel Data
- Applications of random search methods to foraging in ecological environments and other natural phenomena -- a review
- Changepoint analysis of Klementinum temperature series
- Multiple change-point models for time series
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction
- Autocovariance function estimation via difference schemes for a semiparametric change point model with m-dependent errors
- On spatio-temporal model with diverging number of thresholds and its applications in housing market
- Bivariate change point detection in movement direction and speed
- Site-specific nitrogen recommendation: fast, accurate, and feasible Bayesian kriging
- Change-point detection in a tensor regression model
- Change-point analysis with irregular signals
- Adaptive change point detection and sparsity recovery
- Time series regression with persistent level shifts
- Detecting non-simultaneous changes in means of vectors
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