A test for a change in a parameter occurring at an unknown point

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Monitoring parameter change in AR\((p)\) time series models
Truncated sequential change-point detection based on renewal counting processes. II
A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
Nonparametric tests for the changepoint problem
Tests for parameter changes at unknown times in linear regression models
Use of fuzzy statistical technique in change periods detection of nonlinear time series
On detection of change points using mean vectors
Testing for change-points with rank and sign statistics
On the power of nonparametric changepoint-tests
Sequential multi-sensor change-point detection
Bayesian criteria for discriminating among regression models with one possible change point
A classified bibliography of Monte Carlo studies in econometrics
A nonparametric test for the change of the density function in strong mixing processes.
Parameter change tests for ARMA-GARCH models
Consistent change-point detection with kernels
Detecting changes in linear regression models with skew normal errors
A tail adaptive approach for change point detection
A semiparametric maximum likelihood ratio test for the change point in copula models
Test for parameter change in stochastic processes based on conditional least-squares estimator
Optimal sequential kernel detection for dependent processes
Multiple change-point detection: a selective overview
The distribution of the run length in CUSUM procedures
On the cusum of squares test for variance change in nonstationary and nonparametric time series models
The effect of serial correlation on the in-control average run length of cumulative score charts
Asymptotically distribution free test for parameter change in a diffusion process model
Multiple breaks detection in general causal time series using penalized quasi-likelihood
Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
Minimax rates in sparse, high-dimensional change point detection
Change-point problems for multivariate time series using pseudo-observations
On CUSUM test for dynamic panel models
High dimensional change point inference: recent developments and extensions
Spatial rank-based high-dimensional change point detection via random integration
Modeling and inference for multivariate time series of counts based on the INGARCH scheme
Consistency of a range of penalised cost approaches for detecting multiple changepoints
A change point analysis protocol for comparing intracellular transport by different molecular motor combinations
Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
A comparison of single and multiple changepoint techniques for time series data
Empirical likelihood for change point detection in autoregressive models
Recent progress in parameter change test for integer-valued time series models
Test for conditional quantile change in GARCH models
Change point detection and estimation methods under gamma series of observations
Exact one- and two-sample likelihood ratio tests based on time-constrained life-tests from exponential distributions
On change-point estimation under Sobolev sparsity
Exact likelihood-ratio tests for a simple step-stress cumulative exposure model with censored exponential data
Multiple change point detection and validation in autoregressive time series data
Nonparametric statistical procedures for the changepoint problem
A point process driven multiple change point model: a robust resistant approach
Change-point analysis using logarithmic quantile estimation
Change-point problems: bibliography and review
On score vector- and residual-based CUSUM tests in ARMA-GARCH models
On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process
Modified residual CUSUM test for location-scale time series models with heteroscedasticity
Reaction times of monitoring schemes for ARMA time series
Nonparametric estimation in change-point models
Change-point diagnostics in competing risks models: two posterior predictive \(p\)-value ap\-proaches
On \(L^2\) space approach to change point problems
A two-step sequential procedure for detecting an epidemic change
Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators
A conversation with Shelemyahu Zacks
Extensions of some classical methods in change point analysis
Test for parameter changes in generalized random coefficient autoregressive model
On testing for a change-point in variance of normal distribution.
A statistical test of change-point in mean that almost surely has zero error probabilities
Structural breaks in time series
Inference for single and multiple change-points in time series
Parameter change test for autoregressive conditional duration models
Sequential Change-Point Detection in State-Space Models
Generalized methods and solvers for noise removal from piecewise constant signals. I: Background theory
Testing for parameter constancy in general causal time-series models
An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
Information approach for the change-point detection in the skew normal distribution and its applications
Testing structural change in partially linear models
Single change-point detection methods for small lifetime samples
scientific article; zbMATH DE number 3831136 (Why is no real title available?)
Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
An ARL-unbiased design of time-between-events control charts with runs rules
Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator
U-Statistic Based Modified Information Criterion for Change Point Problems
An optimal retrospective change point detection policy
Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate
Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem
Multiple changepoints problem-nonparmetric procedures for estimation of the points of change
Monitoring persistent change in a heavy-tailed sequence with polynomial trends
On the change–point problem
A test for parameter change in general causal time series using quasi-likelihood estimator
Bayesian inferences related to shifting sequences and two-phase regression
On Tests of Trend in a Weakly Stationary Time Series
High dimensional change point estimation via sparse projection
Likelihood procedure for testing changes in skew normal model with applications to stock returns
A Bayesian analysis of a change in the parameters of autoregressive time series
Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
Structural break detection in financial durations
DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES
ON CHANGE POINT DETECTION AND ESTIMATION
On detecting jumps in time series: nonparametric setting

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