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

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Modified information criterion for detecting changes in skew slash distribution
A two-step sequential procedure for detecting an epidemic change
Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate
Information approach for the change-point detection in the skew normal distribution and its applications
Multiple breaks detection in general causal time series using penalized quasi-likelihood
Beta approximation and its applications
Multiple change point detection and validation in autoregressive time series data
Modified tests for variance changes in autoregressive regression
A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators
Testing structural change in partially linear models
A nonparametric test for the change of the density function in strong mixing processes.
Confidence distributions for skew normal change-point model based on modified information criterion
Parameter change test for autoregressive conditional duration models
Testing for change-points with rank and sign statistics
A point process driven multiple change point model: a robust resistant approach
Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
On detection of change points using mean vectors
An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
Sequential multi-sensor change-point detection
Consistent change-point detection with kernels
ON CHANGE POINT DETECTION AND ESTIMATION
A general procedure for change-point detection in multivariate time series
Tests for parameter changes at unknown times in linear regression models
Test for parameter change in stochastic processes based on conditional least-squares estimator
Change-point problems: bibliography and review
Mean shift testing in correlated data
An \(L_0\)-norm regularized method for multivariate time series segmentation
Exact likelihood-ratio tests for a simple step-stress cumulative exposure model with censored exponential data
High dimensional change point inference: recent developments and extensions
Application of modified information criterion to multiple change point problems
Monitoring persistent change in a heavy-tailed sequence with polynomial trends
Asymptotically distribution free test for parameter change in a diffusion process model
A test for parameter change in general causal time series using quasi-likelihood estimator
U-Statistic Based Modified Information Criterion for Change Point Problems
An ARL-unbiased design of time-between-events control charts with runs rules
A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
Test for tail index change in stationary time series with Pareto-type marginal distribution
Nonparametric tests for the changepoint problem
On \(L^2\) space approach to change point problems
Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences
An optimal retrospective change point detection policy
Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach
Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
Modified information criterion for linear regression change-point model with its applications
Subsampling tests for variance changes in the presence of autoregressive parameter shifts
High dimensional change point estimation via sparse projection
Multiple changepoints problem-nonparmetric procedures for estimation of the points of change
The development of an information criterion for change-point analysis
Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process
Detection of multiple change-points in multivariate data
On detecting jumps in time series: nonparametric setting
A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler
On testing for a change-point in variance of normal distribution.
Truncated sequential change-point detection based on renewal counting processes. II
Nonparametric statistical procedures for the changepoint problem
On optimal segmentation and parameter tuning for multiple change-point detection and inference
On the change–point problem
Multiscale change point inference. With discussion and authors' reply
Nonparametric estimation in change-point models
Reaction times of monitoring schemes for ARMA time series
Optimal sequential kernel detection for dependent processes
Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
Test for parameter changes in generalized random coefficient autoregressive model
Semi-parametric dynamic time series modelling with applications to detecting neural dynamics
Change points with linear trend for the exponential distribution
On the power of nonparametric changepoint-tests
Parameter change tests for ARMA-GARCH models
Extensions of some classical methods in change point analysis
Inference for single and multiple change-points in time series
Monitoring parameter change in AR\((p)\) time series models
Structural breaks in time series
Testing for parameter constancy in general causal time-series models
The effect of serial correlation on the in-control average run length of cumulative score charts
Multiple change-point detection: a selective overview
Single change-point detection methods for small lifetime samples
Change point estimators by local polynomial fits under a dependence assumption
On the cusum of squares test for variance change in nonstationary and nonparametric time series models
Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
A Bayesian analysis of a change in the parameters of autoregressive time series
A Note on Non‐Parametric Tests for the Change‐Point Problem
The distribution of the run length in CUSUM procedures
Optimal change-point detection and localization
On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
On CUSUM test for dynamic panel models
Changepoint detection in autocorrelated ordinal categorical time series
Elasticity as a measure for online determination of remission points in ongoing epidemics
Exact one- and two-sample likelihood ratio tests based on time-constrained life-tests from exponential distributions
Minimax rates in sparse, high-dimensional change point detection
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
Gaussian approximation for nonstationary time series with optimal rate and explicit construction
On Tests of Trend in a Weakly Stationary Time Series
Bayesian inferences related to shifting sequences and two-phase regression
scientific article; zbMATH DE number 3831136 (Why is no real title available?)
Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change
Asymptotically optimal methods of early change-point detection
Micro–Macro Changepoint Inference for Periodic Data Sequences

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