Self-normalized sequential change-point detection
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Cites work
- scientific article; zbMATH DE number 1005342 (Why is no real title available?)
- scientific article; zbMATH DE number 795279 (Why is no real title available?)
- A note on optimal detection of a change in distribution
- A self-normalized approach to confidence interval construction in time series
- Analysis of financial time series
- Information bounds and quick detection of parameter changes in stochastic systems
- Monitoring Structural Change
- Monitoring parameter change in AR\((p)\) time series models
- Monitoring parameter change in time series models
- On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
- On self-normalization for censored dependent data
- On the optimality of Bayesian change-point detection
- On the use of estimating functions in monitoring time series for change points
- Optimal detection of changepoints with a linear computational cost
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
- Self-Normalization for Time Series: A Review of Recent Developments
- Self‐normalization for Spatial Data
- Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
- Sequential change-point detection in time series models based on pairwise likelihood
- Testing That a Dependent Process Is Uncorrelated
- Testing for change points in time series
- Testing for parameter stability in nonlinear autoregressive models
- Truncated Sequential Change‐point Detection based on Renewal Counting Processes
- Unsupervised self-normalized change-point testing for time series
Cited in
(12)- A Unified Framework for Change Point Detection in High-Dimensional Linear Models
- A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence
- A likelihood ratio approach to sequential change point detection for a general class of parameters
- Rank-based change-point analysis for long-range dependent time series
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
- Testing for change points in time series
- Testing for change points in time series using a self-normalization based on Kolmogorov-Smirnov test: an analysis on China Shanghai composite index
- Sequential monitoring for change in scale
- Sequential change-point detection in time series models based on pairwise likelihood
- Unsupervised self-normalized change-point testing for time series
- Inference for modulated stationary processes
- Sequential monitoring for detection of breaks in panel data
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