Nonparametric change-point estimation
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(only showing first 100 items - show all)- Nonparametric Change-Point Estimation for Data from an Ergodic Sequence
- Change-point problems: bibliography and review
- Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes
- Change-point detection for continuous processes with high-frequency sampling
- On nonparametric change point estimator based on empirical characteristic functions
- Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method
- Minimax Estimation of a Discontinuity for the Density
- Nonparametric change-point estimation for dependent sequences
- SiZer for jump detection
- Nonparametric changepoint procedures for repeated measures data
- scientific article; zbMATH DE number 7370546 (Why is no real title available?)
- Consistent change-point detection with kernels
- Latent Supervised Learning
- Testing and estimating in the change-point problem of the spectral function
- Change-Point Estimation as a Nonlinear Regression Problem
- Maximum likelihood estimator in a multi-phase random regression model
- Nonparametric multiple change-point estimators
- Detection of slightly expressed changes in random environment
- A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences
- ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
- Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
- Asymptotic efficient estimation of the change point with unknown distributions
- Boundary estimation based on set-indexed empirical processes
- Bayesian Change Point Detection with Spike-and-Slab Priors
- TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES
- Non‐parametric detection and estimation of structural change
- Changepoint Problems Under Random Censorship
- The change-point problem for dependent observations
- Diagnostic tests for innovations of ARMA models using empirical processes of residuals
- A computationally efficient nonparametric approach for changepoint detection
- Strong convergence rate of estimators of change point and its application
- Maximum likelihood estimation in the multi-path change-point problem
- On the estimation of a changepoint in a tail index
- Information criterion for Gaussian change-point model
- Consistent estimation in generalized broken-line regression
- A consistent on‐line Bayesian procedure for detecting change points
- Detecting shocks: Outliers and breaks in time series
- Likelihood procedure for testing changes in skew normal model with applications to stock returns
- Nonparametric maximum likelihood approach to multiple change-point problems
- Nonparametric statistical procedures for the changepoint problem
- Limit theorems for kernel-type estimators for the time of change
- A Nonparametric bootstrapped estimate of the change-point
- Testing for structural change in regression quantiles
- Structural breaks in time series
- A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity
- Estimating the Change in a Renewal Process When the Data are Counts
- Change-point estimators in case of small disorders
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
- Two non parametric methods for change-point detection in distribution
- Two-stage change-point estimators in smooth regression models
- Bayesian detection of structural changes
- Rates of convergence for the change-point estimator for long-range dependent sequences
- Maximum likelihood estimation in generalized broken-line regression
- Estimation in multi-path change-point problems
- Change-point problems in software and hardware reliability
- Convergence rates for estimating a change-point with long-range dependent sequences
- scientific article; zbMATH DE number 5259723 (Why is no real title available?)
- On a multi-channel change-point problem
- scientific article; zbMATH DE number 4163933 (Why is no real title available?)
- Detection of change-points near the end points of long-range dependent sequences
- On the rate of almost sure convergence of Dümbgen's change-point estimators
- Empirical likelihood ratio test for the change-point problem
- Change-point analysis in nonstationary stochastic models
- Inference for single and multiple change-points in time series
- Change-point tests for the error distribution in nonparametric regression
- Bayesian-type estimators of change points
- Limit theorems for permutations of empirical processes with applications to change point analysis
- Change-point problem and bootstrap
- Automatic selective intervention in dynamic linear models
- Estimation of a change in linear models
- Nonparametric boundary detection
- On testing for independence between the innovations of several time series
- Nonparametric estimation in a two change-point model
- Estimation of a jump point in random design regression
- Local Fourier tests for structural change based on residuals
- Nonparametric point estimators for the change-point problem
- Convergence of changepoint estimators
- A criterion for estimating the largest linear homoscedastic zone in Gaussian data
- Optimal tests for the general two-sample problem
- On the power of nonparametric changepoint-tests
- Non-parametric change-point estimation using string matching algorithms
- Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
- Exact change point detection with improved power in small‐sample binomial sequences
- Optimal nonparametric change point analysis
- Empirical processes for recurrent and transient random walks in random scenery
- Change point estimation in non-monotonic aging models
- scientific article; zbMATH DE number 1935523 (Why is no real title available?)
- Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
- Detection and localization of changes in a panel of densities
- Gradual change-point analysis based on Spearman matrices for multivariate time series
- Rank-based multiple change-point detection
- Copula-based dynamic models for multivariate time series
- Statistical Method for Detecting Structural Change in the Growth Process
- Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
- Statistical Surveillance. Optimality and Methods
- Comparisons of changepoint estimators
- Nonparametric adaptive change point estimation and on line detection
- Estimation of technical change: direct semi/nonparametric approaches
- Change-point detection for long-range dependent sequences in a general setting
- Empirical probability generating function. An overview
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