Comments on: ``Extensions of some classical methods in change point analysis
From MaRDI portal
Publication:5971363
DOI10.1007/s11749-014-0373-7zbMath1305.62312OpenAlexW1987679823MaRDI QIDQ5971363
Marie Hušková, Zuzana Prášková
Publication date: 29 January 2015
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-014-0373-7
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Two tests for sequential detection of a change-point in a nonlinear model
- Penalized least absolute deviations estimation for nonlinear model with change-points
- Wild binary segmentation for multiple change-point detection
- A general criterion to determine the number of change-points
- Estimating nonlinear regression with and without change-points by the LAD method
- Model selection by LASSO methods in a change-point model
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
- Application of modified information criterion to multiple change point problems
- Tests for continuity of regression functions
- An MDL approach to the climate segmentation problem
- The M-estimation in a multi-phase random nonlinear model
- Estimating the number of change-points via Schwarz' criterion
- On the asymptotic behavior of a class of nonparametric tests for a change-point problem
- Rank based estimators of the change-point
- Limit theorems for rank statistics
- Estimating the number of change points in a sequence of independent normal random variables
- Bootstrapping sequential change-point tests for linear regression
- Robust monitoring of CAPM portfolio betas
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods
- Testing for multiple change points
- A note on Studentized confidence intervals for the change-point
- \(M\)-procedures for detection of a change under weak dependence
- Block permutation principles for the change analysis of dependent data
- Detection of multiple change-points in multivariate time series
- On the detection of changes in autoregressive time series. II: Resampling procedures
- Change point analysis based on empirical characteristic functions
- Permutation principles for the change analysis of stochastic processes under strong invariance
- Bootstrapping Sequential Change-Point Tests
- Bootstrapping confidence intervals for the change-point of time series
- Change‐Point Tests for the Error Distribution in Non‐parametric Regression
- Critical values for multiple structural change tests
- Estimating and Testing Linear Models with Multiple Structural Changes
- ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS
- M-Procedures for Detection of Changes for Dependent Observations
- Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data
- Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle
- Multiple Change-Point Estimation With a Total Variation Penalty
- Permutation tests in change point analysis
