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Cites work
- scientific article; zbMATH DE number 741240 (Why is no real title available?)
- A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
- Asymptotics for linear processes
- Common breaks in means and variances for panel data
- Estimation in multi-path change-point problems
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Maximum likelihood estimation in the multi-path change-point problem
- Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
Cited in
(only showing first 100 items - show all)- ^2 inference for change points in high-dimensional time series via a two-way MOSUM
- An evaluation of some methods used for determination of homogenous structural break point in mean of panel data
- Common breaks in means for panel data under short-range dependence
- The CUSUM statistics of change-point models based on dependent sequences
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
- Monitoring Network Changes in Social Media
- scientific article; zbMATH DE number 1052815 (Why is no real title available?)
- Dating the break in high-dimensional data
- Detection of changes in panel data models with stationary regressors
- Changepoint in dependent and non-stationary panels
- Detecting structured signals in Ising models
- Most recent changepoint detection in censored panel data
- Adaptive Inference for Change Points in High-Dimensional Data
- Relevant change points in high dimensional time series
- Adaptive Change Point Monitoring for High-Dimensional Data
- Inference for change points in high-dimensional data via selfnormalization
- A robust bootstrap change point test for high-dimensional location parameter
- Dimension-agnostic change point detection
- Testing structural changes in panel data with small fixed panel size and bootstrap
- Optimal change point detection in Gaussian processes
- High dimensional change point estimation via sparse projection
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Multiple change-points estimation in panel data models via SaRa
- Change-point testing for parallel data sets with FDR control
- Estimating coefficient-by-coefficient breaks in panel data models
- Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
- Monitoring time series with short detection delay
- A communication-efficient, online changepoint detection method for monitoring distributed sensor networks
- Change-point estimation in the multivariate model taking into account the dependence: application to the vegetative development of oilseed rape
- Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence
- Detecting Changes in Covariance via Random Matrix Theory
- Extensions of some classical methods in change point analysis
- Asymptotic and bootstrap tests for a sequential change-point of panel
- Robust inference for change points in high dimension
- Block bootstrapping for a panel mean break test
- A general panel break test based on the self-normalization method
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models
- Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
- Change point detection in panel data
- A fluctuation test for structural change detection in heterogeneous panel data models
- Forecasting oil commodity spot price in a data-rich environment
- Structural breaks in dependent, heteroscedastic, and extremal panel data.
- Common breaks in means for cross-correlated fixed-\(T\) panel data
- On high-dimensional change point problem
- High dimensional efficiency with applications to change point tests
- Multiple change point detection for high-dimensional data
- The consistency for CUSUM estimator of mean change-point model based on association
- A test for trend gradual changes in heavy tailed AR(p) sequences
- Testing for parameter constancy in the time series direction in panel data models
- Tensor changepoint detection and eigenbootstrap
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- The CUSUM statistic of change point under NA sequences
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring
- Spectral change point estimation for high-dimensional time series by sparse tensor decomposition
- Minimax rates in sparse, high-dimensional change point detection
- A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
- Change-point inference for high-dimensional heteroscedastic data
- Model-free classification of panel data via the -complexity theory
- Collective Anomaly Detection in High-Dimensional Var Models
- Change point detection for high dimensional data via kernel measure with application to human aging brain data
- Detection and estimation of structural breaks in high-dimensional functional time series
- Nonparametric testing for smooth structural changes in panel data models
- Panel data segmentation under finite time horizon
- On change-point estimation under Sobolev sparsity
- Sequential Gaussian approximation for nonstationary time series in high dimensions
- Change point in panel data with small fixed panel size: ratio and non-ratio test statistics
- A two-stage estimator for change point in the mean of panel data
- High-dimensional changepoint detection via a geometrically inspired mapping
- A combined SR-CUSUM procedure for detecting common changes in panel data
- The asymptotic method of sequential change-point in panel data
- Isolating changed panels and estimating common change point after sequential detection with FDR control
- The asymptotic distribution of CUSUM estimator based on α-mixing sequences
- Changepoint estimation for dependent and non-stationary panels.
- On CUSUM test for dynamic panel models
- Change points in heavy‐tailed multivariate time series: Methods using precision matrices
- Darling-Erdős limit results for change-point detection in panel data
- Change-detection-assisted multiple testing for spatiotemporal data
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
- Cumulative sum estimator for change-point in panel data
- Change-point detection in panel data via double CUSUM statistic
- Optimal covariance change point localization in high dimensions
- High dimensional change point inference: recent developments and extensions
- Sequential monitoring for detection of breaks in panel data
- Change point detection in SCAD-penalized dynamic panel models
- Key-frame selection for video summarization: an approach of multidimensional time series analysis
- Data-driven estimation of change-points with mean shift
- Estimating a common break point in means for long-range dependent panel data
- Estimation of high-dimensional change-points under a group sparsity structure
- Variance change-point detection in panel data models
- Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices
- Multiple change-points detection in high dimension
- Determination of the number of breaks in heterogeneous panel data models
- Estimating restricted common structural changes for panel data
- A CUSUM test for panel mean change detection
- Testing change in volatility using panel data
- Uniform change point tests in high dimension
- A setwise EWMA scheme for monitoring high-dimensional datastreams
- Estimation of heterogeneous panels with structural breaks
- Simultaneous multiple change-point and factor analysis for high-dimensional time series
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