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

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Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
Mean shift testing in correlated data
A Cheap Trick to Improve the Power of a Conservative Hypothesis Test
Change-point analysis using logarithmic quantile estimation
Truncated sequential change-point detection based on renewal counting processes. II
A Note on Non‐Parametric Tests for the Change‐Point Problem
Information approach for a lifetime change-point model based on the exponential-logarithmic distribution
Variance change-point problem in modified information criterion
Monitoring persistent change in a heavy-tailed sequence with polynomial trends
A general procedure for change-point detection in multivariate time series
Consistent change-point detection with kernels
Efficient multiple change point detection for high‐dimensional generalized linear models
On optimal segmentation and parameter tuning for multiple change-point detection and inference
Test for parameter changes in generalized random coefficient autoregressive model
A classified bibliography of Monte Carlo studies in econometrics
ON CHANGE POINT DETECTION AND ESTIMATION
Multiple change-point detection: a selective overview
Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
Functional Estimation and Change Detection for Nonstationary Time Series
A Bayesian analysis of a change in the parameters of autoregressive time series
Change point detection via feedforward neural networks with theoretical guarantees
Parameter change tests for ARMA-GARCH models
A test for parameter change in general causal time series using quasi-likelihood estimator
High dimensional change point estimation via sparse projection
Multiple breaks detection in general causal time series using penalized quasi-likelihood
A nonparametric test for the change of the density function in strong mixing processes.
Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach
A semiparametric maximum likelihood ratio test for the change point in copula models
On score vector- and residual-based CUSUM tests in ARMA-GARCH models
A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models
Change points with linear trend for the exponential distribution
A comparison of single and multiple changepoint techniques for time series data
Empirical likelihood for change point detection in autoregressive models
Optimal change-point detection and localization
On testing for a change-point in variance of normal distribution.
Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
Test for tail index change in stationary time series with Pareto-type marginal distribution
Conditional quantile change test for time series based on support vector regression
Multiscale change point inference. With discussion and authors' reply
Semi-parametric dynamic time series modelling with applications to detecting neural dynamics
On the change–point problem
Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap
Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
On Tests of Trend in a Weakly Stationary Time Series
On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process
Monitoring parameter change in AR\((p)\) time series models
Detecting changes in linear regression models with skew normal errors
A statistical test of change-point in mean that almost surely has zero error probabilities
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
Change point detection in length-biased Weibull distribution for random censored data based on modified information criterion
Sequential online monitoring for autoregressive time series of counts
Change-point analysis for binomial autoregressive model with application to price stability counts
Hierarchical Spatio-Temporal Change-Point Detection
Parameter change test for autoregressive conditional duration models
Likelihood procedure for testing changes in skew normal model with applications to stock returns
Extensions of some classical methods in change point analysis
Location and scale-based CUSUM test with application to autoregressive models
U-Statistic Based Modified Information Criterion for Change Point Problems
Nonparametric statistical procedures for the changepoint problem
Recent progress in parameter change test for integer-valued time series models
Reaction times of monitoring schemes for ARMA time series
A tail adaptive approach for change point detection
Multiple change point detection and validation in autoregressive time series data
Monitoring parameter change for time series models with application to location-Scale heteroscedastic models
Single change-point detection methods for small lifetime samples
A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
Structural breaks in time series
A two-step sequential procedure for detecting an epidemic change
scientific article; zbMATH DE number 3831136 (Why is no real title available?)
Tests for parameter changes at unknown times in linear regression models
Modified information criterion for linear regression change-point model with its applications
Testing for change-points with rank and sign statistics
Optimal sequential kernel detection for dependent processes
Use of fuzzy statistical technique in change periods detection of nonlinear time series
Test for parameter change in stochastic processes based on conditional least-squares estimator
Compound Sequential Change-point Detection in Parallel Data Streams
Peak rate of occurrence of a poisson process
Nonparametric estimation in change-point models
The effect of serial correlation on the in-control average run length of cumulative score charts
A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
Subsampling tests for variance changes in the presence of autoregressive parameter shifts
A point process driven multiple change point model: a robust resistant approach
Inference for single and multiple change-points in 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
Adaptive resources allocation CUSUM for binomial count data monitoring with application to COVID-19 hotspot detection
A Bayesian detection of structural changes in autoregressive time series models
Multiple changepoints problem-nonparmetric procedures for estimation of the points of change
Nonparametric tests for the changepoint problem
DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES
Change point detection and estimation methods under gamma series of observations
Test for conditional quantile change in GARCH models
Minimax rates in sparse, high-dimensional change point detection
Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator
Piecewise FARIMA models for long-memory time series
Change point estimators by local polynomial fits under a dependence assumption
Change point test for structural vector autoregressive model via independent component analysis
Changepoint detection in autocorrelated ordinal categorical time series

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