Nonparametric change-point estimation

DOI10.1214/AOS/1176350699zbMATH Open0637.62041OpenAlexW1970358303MaRDI QIDQ1098515FDOQ1098515

Authors: Edward Carlstein 

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350699

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zbMATH Keywords

consistencyKolmogorov-Smirnov statisticsimulation studyrates of convergencestrongly consistent estimatorssequence of independent random variablesbounds on the error probabilitychange- pointCramér-von Mises statistic

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Strong limit theorems (60F15)

Cited In (only showing first 100 items - show all)

• Nonparametric change-point estimation for dependent sequences
• Change-Point Estimation as a Nonlinear Regression Problem
• Consistent change-point detection with kernels
• Maximum likelihood estimator in a multi-phase random regression model
• Testing and estimating in the change-point problem of the spectral function
• A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences
• Nonparametric multiple change-point estimators
• Boundary estimation based on set-indexed empirical processes
• Asymptotic efficient estimation of the change point with unknown distributions
• Changepoint Problems Under Random Censorship
• Diagnostic tests for innovations of ARMA models using empirical processes of residuals
• The change-point problem for dependent observations
• A computationally efficient nonparametric approach for changepoint detection
• Strong convergence rate of estimators of change point and its application
• A consistent on‐line Bayesian procedure for detecting change points
• 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
• Nonparametric maximum likelihood approach to multiple change-point problems
• Detecting shocks: Outliers and breaks in time series
• Nonparametric statistical procedures for the changepoint problem
• Limit theorems for kernel-type estimators for the time of change
• Structural breaks in time series
• Testing for structural change in regression quantiles
• A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity
• 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
• Rates of convergence for the change-point estimator for long-range dependent sequences
• Two-stage change-point estimators in smooth regression models
• Bayesian detection of structural changes
• Change-point problems in software and hardware reliability
• Estimation in multi-path change-point problems
• Convergence rates for estimating a change-point with long-range dependent sequences
• Title not available (Why is that?)
• On a multi-channel change-point problem
• Change-point analysis in nonstationary stochastic models
• On the rate of almost sure convergence of Dümbgen's change-point estimators
• Detection of change-points near the end points of long-range dependent sequences
• Inference for single and multiple change-points in time series
• Change-point tests for the error distribution in nonparametric regression
• Empirical likelihood ratio test for the change-point problem
• 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
• On testing for independence between the innovations of several time series
• Nonparametric estimation in a two change-point model
• Nonparametric point estimators for the change-point problem
• Estimation of a jump point in random design regression
• Convergence of changepoint estimators
• Optimal tests for the general two-sample problem
• On the power of nonparametric changepoint-tests
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
• Change point estimation in non-monotonic aging models
• Optimal nonparametric change point analysis
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Rank-based multiple change-point detection
• Statistical Method for Detecting Structural Change in the Growth Process
• Copula-based dynamic models for multivariate time series
• Statistical Surveillance. Optimality and Methods
• 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
• Title not available (Why is that?)
• Information approach for the change-point detection in the skew normal distribution and its applications
• Empirical probability generating function. An overview
• Title not available (Why is that?)
• Nonparametric Change-Point Estimation for Data from an Ergodic Sequence
• Nonparametric inference in a simple change-point model
• Change-point problems: bibliography and review
• SiZer for jump detection
• Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method
• On nonparametric change point estimator based on empirical characteristic functions
• Title not available (Why is that?)
• Nonparametric changepoint procedures for repeated measures data
• Latent Supervised Learning
• ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE
• Detection of slightly expressed changes in random environment
• Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
• 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
• Likelihood procedure for testing changes in skew normal model with applications to stock returns
• Consistent estimation in generalized broken-line regression
• A Nonparametric bootstrapped estimate of the change-point
• Estimating the Change in a Renewal Process When the Data are Counts
• Two non parametric methods for change-point detection in distribution
• Maximum likelihood estimation in generalized broken-line regression
• Title not available (Why is that?)
• Bayesian-type estimators of change points
• Nonparametric boundary detection
• Local Fourier tests for structural change based on residuals
• A criterion for estimating the largest linear homoscedastic zone in Gaussian data
• Exact change point detection with improved power in small‐sample binomial sequences
• Non-parametric change-point estimation using string matching algorithms
• Empirical processes for recurrent and transient random walks in random scenery
• Title not available (Why is that?)
• Detection and localization of changes in a panel of densities
• Gradual change-point analysis based on Spearman matrices for multivariate time series
• Comparisons of changepoint estimators

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