Nonparametric detection of changepoints for sequentially observed data
DOI10.1016/0304-4149(94)90051-5zbMATH Open0801.62070OpenAlexW2077604548MaRDI QIDQ1336982FDOQ1336982
Authors: Dietmar Ferger 
Publication date: 30 November 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90051-5
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Cited In (25)
- A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods
- Weighted Dickey-Fuller processes for detecting stationarity
- Consistent and powerful non-Euclidean graph-based change-point test with applications to segmenting random interfered video data
- An efficient sequential nonparametric scheme for detecting a change of distribution
- Random Walks with Drift – A Sequential Approach
- Nuisance-parameter-free changepoint detection in non-stationary series
- Robust sequential algorithms for the detection of changes in data generating processes
- A robust surveillance scheme for stochastically ordered alternatives
- Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions
- Nonanticipating estimation applied to sequential analysis and changepoint detection
- Estimators for the Time of Change in Linear Models
- Nonparametric method of detection of the switching instants of two random sequences
- Monitoring procedures to detect unit roots and stationarity
- Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression
- A multiple hypothesis testing approach to detection changes in distribution
- Micro–Macro Changepoint Inference for Periodic Data Sequences
- Title not available (Why is that?)
- Title not available (Why is that?)
- Nonparametric changepoint detection for time series
- Approximations for the time of change and the power function in change-point models
- Hybrid Bayesian procedures for automatic detection of change-points
- NP-Optimal Kernels for Nonparametric Sequential Detection Rules
- On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
- Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method
- Title not available (Why is that?)
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