Cited in
(28)- Comments on: ``Extensions of some classical methods in change point analysis
- ocd
- Dating multiple change points in the correlation matrix
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Inference on a structural break in trend with mildly integrated errors
- Estimating multiple breaks in nonstationary autoregressive models
- Piecewise autoregression for general integer-valued time series
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection
- Wild binary segmentation for multiple change-point detection
- Multiple changepoint detection with partial information on changepoint times
- Ensemble binary segmentation for irregularly spaced data with change-points
- Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
- wbs
- unbalhaar
- CAPUSHE
- factorcpt
- IndependenceTests
- wbsts
- capushe
- IDetect
- eNchange
- Oracally efficient estimation for dense functional data with holiday effects
- fChange
- Relevant parameter changes in structural break models
- jointseg
- Monitoring procedure for parameter change in causal time series
- Simultaneous multiple change-point and factor analysis for high-dimensional time series
- Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models
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