Cited in
(37)- Detecting multiple generalized change-points by isolating single ones
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
- A distribution free test for changes in the trend function of locally stationary processes
- Multiscale Quantile Segmentation
- changepoint
- wbs
- cpm
- bcp
- DNAcopy
- not
- FDRSeg
- ecp
- AR1seg
- wbsts
- changepoint.np
- Segmentor3IsBack
- stepR
- ruptures
- cumSeg
- IDetect
- basta
- trendsegmentR
- gfpop
- PeakSegOptimal
- fpop
- mscp
- mosum
- VARDetect
- jointseg
- Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
- High dimensional change point inference: recent developments and extensions
- hdcd
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
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