Nonparametric change-point estimation

From MaRDI portal
Publication:1098515

DOI10.1214/aos/1176350699zbMath0637.62041OpenAlexW1970358303MaRDI QIDQ1098515

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



Related Items

A computationally efficient nonparametric approach for changepoint detection, Change-point estimators in case of small disorders, Maximum likelihood estimation in the multi-path change-point problem, On the power of nonparametric changepoint-tests, Testing for structural change in regression quantiles, SiZer for jump detection, Consistent estimation in generalized broken-line regression, ON EXACT INFERENCE FOR CHANGE IN A POISSON SEQUENCE, Nonparametric boundary detection, Minimax Estimation of a Discontinuity for the Density, Change-point problems in software and hardware reliability, On the estimation of a changepoint in a tail index, Boundary estimation based on set-indexed empirical processes, Two-stage change-point estimators in smooth regression models, Rank-based multiple change-point detection, Detecting shocks: Outliers and breaks in time series, Estimation of a change in linear models, Statistical Surveillance. Optimality and Methods, Nonparametric multiple change-point estimators, Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications, Empirical likelihood ratio test for the change-point problem, The change-point problem for dependent observations, Estimating the Change in a Renewal Process When the Data are Counts, The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points, A consistent on‐line Bayesian procedure for detecting change points, Exact change point detection with improved power in small‐sample binomial sequences, Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series, Unnamed Item, Empirical processes for recurrent and transient random walks in random scenery, Bayesian Change Point Detection with Spike-and-Slab Priors, Estimation of a jump point in random design regression, Change-point detection for continuous processes with high-frequency sampling, Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences, Change-point detection for long-range dependent sequences in a general setting, Likelihood procedure for testing changes in skew normal model with applications to stock returns, Detection of slightly expressed changes in random environment, Consistent change-point detection with kernels, Two non parametric methods for change-point detection in distribution, Changepoint Problems Under Random Censorship, Local Fourier tests for structural change based on residuals, A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity, Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences, Change‐Point Tests for the Error Distribution in Non‐parametric Regression, Nonparametric inference in a simple change-point model, Limit theorems for permutations of empirical processes with applications to change point analysis, Nonparametric estimation in a two change-point model, Change-Point Estimation as a Nonlinear Regression Problem, Convergence of changepoint estimators, Change point detection in network models: preferential attachment and long range dependence, On nonparametric change point estimator based on empirical characteristic functions, Empirical probability generating function. An overview, Strong convergence rate of estimators of change point and its application, Bayesian-type estimators of change points, Change-point problem and bootstrap, 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, Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method, Automatic selective intervention in dynamic linear models, Comparisons of changepoint estimators, Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes, Optimal nonparametric change point analysis, Information criterion for Gaussian change-point model, Copula-based dynamic models for multivariate time series, Statistical Method for Detecting Structural Change in the Growth Process, Nonparametric maximum likelihood approach to multiple change-point problems, A power study ofk-linear-r-ahead recursive residuals test for change-point in finite sequences, Non-parametric change-point estimation using string matching algorithms, On a multi-channel change-point problem, Detection of change-points near the end points of long-range dependent sequences, TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES, Change-point problems for multivariate time series using pseudo-observations, Maximum likelihood estimator in a multi-phase random regression model, Change-point problems: bibliography and review, Limit theorems for kernel-type estimators for the time of change, Optimal tests for the general two-sample problem, Structural breaks in time series, On testing for independence between the innovations of several time series, Nonparametric change-point estimation for dependent sequences, Convergence rates for estimating a change-point with long-range dependent sequences, A Nonparametric bootstrapped estimate of the change-point, Latent Supervised Learning, Nonparametric adaptive change point estimation and on line detection, Inference for single and multiple change-points in time series, Estimation in multi-path change-point problems, Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes, Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals, On the rate of almost sure convergence of Dümbgen's change-point estimators, Testing and estimating in the change-point problem of the spectral function