Data-driven estimation of change-points with mean shift

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Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions
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Estimation on mean-variance change-point of dependent sequence

Cites work

A functional central limit theorem for asymptotically negatively dependent random fields
A sequential multiple change-point detection procedure via VIF regression
Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
Change point detection and estimation methods under gamma series of observations
Change point detection for nonparametric regression under strongly mixing process
Change-point detection in panel data
Change-point in the mean of dependent observations
Change-point problem and bootstrap
Common breaks in means and variances for panel data
Complete moment convergence for moving average process generated by \(\rho^{-}\)-mixing random variables
Convergence Rates in the Law of Large Numbers
Estimating the number of change points in a sequence of independent normal random variables
Extensions of some classical methods in change point analysis
Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
scientific article; zbMATH DE number 1048663 (Why is no real title available?)
scientific article; zbMATH DE number 3438144 (Why is no real title available?)
scientific article; zbMATH DE number 2206055 (Why is no real title available?)
Inequalities of maximum of partial sums and weak convergence for a class of weak dependent random variables
LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
Limit theorems for associated fields and related systems.
Multiple change point detection and validation in autoregressive time series data
Multiple change-point detection for non-stationary time series using wild binary segmentation
Multiple change-point detection: a selective overview
Multiple Change-Point Estimation With a Total Variation Penalty
Multiple change-points estimation of moving-average processes under dependence assumptions
Negative association of random variables, with applications
On the spectral density and asymptotic normality of weakly dependent random fields
Parametric statistical change point analysis. With applications to genetics, medicine, and finance
Rate of convergence for multiple change-points estimation of moving-average processes
Retrospective Change Point Detection: From Parametric to Distribution Free Policies
Robust change point detection method via adaptive LAD-Lasso
Self-Normalization for Time Series: A Review of Recent Developments
Stochastic disorder problems
Strong convergence rate of estimators of change point and its application
Testing and estimating change-points in time series
The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
The effect of long-range dependence on change-point estimators
Time series analysis and its applications. With R examples
Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
Using penalized contrasts for the change-point problem

Cited in

(5)

Detection of multiple change points for linear processes under negatively super-additive dependence
The CUSUM statistic of change point under NA sequences
Estimating the number of true null hypotheses based on change point of observed p values
The consistency for CUSUM estimator of mean change-point model based on association
Change-point estimation of a mean shift in moving-average processes under dependence assump\-tions

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