Structural Break Estimation for Nonstationary Time Series Models
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Publication:5754934
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Cited in
(only showing first 100 items - show all)- Testing for changes in the covariance structure of linear processes
- Multiscale spectral analysis for detecting short and long range change points in time series
- Break detection in the covariance structure of multivariate time series models
- Mini-workshop: Time series with sudden structural changes. Abstracts from the mini-workshop held February 24 -- March 1, 2008.
- Structural break estimation of noisy sinusoidal signals
- AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms
- On optimal multiple changepoint algorithms for large data
- Exact spike train inference via \(\ell_{0}\) optimization
- Structural break detection method based on the adaptive regression splines technique
- A frequency domain test for detecting nonstationary time series
- Adaptive spectral estimation for nonstationary multivariate time series
- Parameter change tests for ARMA-GARCH models
- Massively parallel processing of recursive multi-period portfolio models
- Detection of structural breaks in linear dynamic panel data models
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models
- Consistency of minimum description length model selection for piecewise stationary time series models
- A wavelet-based approach for detecting changes in second order structure within nonstationary time series
- Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection
- Multi-threshold accelerated failure time model
- Most recent changepoint detection in censored panel data
- Generalized threshold latent variable model
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
- Optimal change-point estimation in time series
- Bayesian inference of multiple structural change models with asymmetric GARCH errors
- A comparison of single and multiple changepoint techniques for time series data
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Empirical likelihood for change point detection in autoregressive models
- Change points detection and parameter estimation for multivariate time series
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México
- Univariate mean change point detection: penalization, CUSUM and optimality
- Relevant parameter changes in structural break models
- Multiple change point detection and validation in autoregressive time series data
- Estimating multiple breaks in nonstationary autoregressive models
- Identifying the recurrence of sleep apnea using a harmonic hidden Markov model
- Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
- Multiple changepoint detection with partial information on changepoint times
- Dynamic stochastic block models: parameter estimation and detection of changes in community structure
- Application of the bootstrap method for change points analysis in generalized linear models
- Detecting gradual changes in locally stationary processes
- Reaction times of monitoring schemes for ARMA time series
- A computationally efficient nonparametric approach for changepoint detection
- Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications
- Flexible scan statistic test to detect disease clusters in hierarchical trees
- Multi-regime models for nonlinear nonstationary time series
- Local inference for locally stationary time series based on the empirical spectral measure
- Estimation of change-points in linear and nonlinear time series models
- 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
- Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra
- Frequency domain tests of semiparametric hypotheses for locally stationary process
- On consistency of minimum description length model selection for piecewise autoregressions
- Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series
- Time-dependent dual-frequency coherence in multivariate non-stationary time series
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares
- Detecting Changes in Slope With an L0 Penalty
- Semiparametric Estimation by Model Selection for Locally Stationary Processes
- Break detection for a class of nonlinear time series models
- Bayesian multiple structural change-points estimation in time series models with genetic algorithm
- Nonparametric change point detection in multivariate piecewise stationary time series
- Estimation of structural mean breaks for long-memory data sets
- Structural break detection in financial durations
- Updating Wilkie's economic scenario generator for U.S. applications
- Wild binary segmentation for multiple change-point detection
- AdaptSPEC: Adaptive spectral estimation for nonstationary time series
- Optimal detection of changepoints with a linear computational cost
- A semiparametric change-point regression model for longitudinal observations
- scientific article; zbMATH DE number 1396257 (Why is no real title available?)
- Unsupervised self-normalized change-point testing for time series
- Sequential change‐point detection based on direct density‐ratio estimation
- A nonparametric approach for multiple change point analysis of multivariate data
- Group Lasso for structural break time series
- Segmented model selection in quantile regression using the minimum description length principle
- Time-varying multi-regime models fitting by genetic algorithms
- scientific article; zbMATH DE number 7387535 (Why is no real title available?)
- Piecewise quantile autoregressive modeling for nonstationary time series
- Oracle efficient estimation of structural breaks in cointegrating regressions
- Inference for Structural Breaks in Spatial Models
- Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series
- Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation
- Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models
- AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
- Subset Multivariate Collective and Point Anomaly Detection
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
- Bayesian model search for nonstationary periodic time series
- A Bayesian multiple structural change regression model with autocorrelated errors
- Empirical frequency band analysis of nonstationary time series
- Evolutionary computation methods and their applications in statistics
- Bootstrap procedures for variance breaks test in time series with a changing trend
- Structural changes estimation for strongly dependent processes
- Fresped: frequency-specific change-point detection in epileptic seizure multi-channel EEG data
- Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- Using Chernoff’s Bounding Method for High-Performance Structural Break Detection and Forecast Error Reduction
- Segmenting mean-nonstationary time series via trending regressions
- Piecewise FARIMA models for long-memory time series
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection
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