The problem of the Nile: Conditional solution to a changepoint problem
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(95)- The geometric convergence rate of the classical change-point estimate
- Estimation of a change-point in the mean function of functional data
- The likelihood ratio test for the change point problem for exponentially distributed random variables
- Bayesian analysis of a change-point in exponential families with applications.
- On the use of loss functions in the changepoint problem
- On the rate of almost sure convergence of Dümbgen's change-point estimators
- Maximum likelihood estimation in the multi-path change-point problem
- A simple test of changes in mean in the possible presence of long-range dependence
- Graphically based interval estimation for the change-point
- Asymptotic behavior of confidence regions in the change-point problem
- Detecting shocks: Outliers and breaks in time series
- A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point.
- Detection and estimation of abrupt changes in the variability of a process
- Asymptotic behavior of posterior distribution of the change-point parameter
- A heuristic, iterative algorithm for change-point detection in abrupt change models
- Sequential Bayesian inference for static parameters in dynamic state space models
- Confidence distributions for change-points and regime shifts
- A more powerful test identifying the change in mean of functional data
- Information criterion for Gaussian change-point model
- Multiple change-point detection: a selective overview
- Discontinuous versus smooth regression
- Bayesian analysis for detecting a change in exponential family
- Change point estimation by local linear smoothing
- Consistent estimation in generalized broken-line regression
- Nonparametric multiple change-point estimators
- Detection of random change point in one-parameter exponential families
- Dynamic quantile linear models: a Bayesian approach
- On robust cross-validation for nonparametric smoothing
- Non-monotonic penalizing for the number of structural breaks
- Change-point problems: bibliography and review
- Graph-based change-point detection
- Semiparametric tests for change-points with epidemic alternatives
- A computational method for the detection of activation/deactivation patterns in biological signals with three levels of electric intensity
- Local linear kernel estimation of the discontinuous regression function
- Nonlinear regression modeling and detecting change points via the relevance vector machine
- A test for detecting the change-point of the mean in a Gaussian model
- Inference for single and multiple change-points in time series
- Bayesian time series analysis of structural changes in level and trend
- Outliers in Time Series: An Empirical Likelihood Approach
- Two non parametric methods for change-point detection in distribution
- Bayesian change-point problem using Bayes factor with hierarchical prior distribution
- A change-point estimator using local Fourier series
- Estimation in multi-path change-point problems
- Testing for the number of change points in a sequence of exponential random variables
- A Nonparametric bootstrapped estimate of the change-point
- An algorithm for computing nonparametric estimators of change‐points
- A new method for solving the problem of the mean estimation when the underlying regression function is discontinuous
- Automatic selective intervention in dynamic linear models
- scientific article; zbMATH DE number 3930146 (Why is no real title available?)
- Change-point problem and bootstrap
- On empirical likelihood inference of a change-point
- Likelihood
- Adaptive sampling for detecting a change point in the past
- Estimating the Change in a Renewal Process When the Data are Counts
- Bayesian approach to change point problems
- Linear statistics in change‐point estimation and their asymptotic behaviour
- Nonparametric estimation in a two change-point model
- Change-Point Estimation as a Nonlinear Regression Problem
- Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing
- A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
- Nonparametric adaptive change point estimation and on line detection
- Automatic bandwidth selection for modified m-smoother∗
- Likelihood-ratio-based confidence sets for the timing of structural breaks
- A robust and efficient estimation method for nonparametric models with jump points
- Maximum likelihood estimation in generalized broken-line regression
- Detecting Abrupt Changes by Wavelet Methods
- Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG
- Interval and band estimation for curves with jumps
- Bootstrap test for change-points in nonparametric regression
- Estimation of the number of jumps of the jump regression functions
- The asymptotic distribution of CUSUM estimator based on α-mixing sequences
- scientific article; zbMATH DE number 7508933 (Why is no real title available?)
- Beta approximation and its applications
- Bayesian analysis of autoregressive time series with change points
- Variance estimation in nonparametric regression with jump discontinuities
- A Bayesian multiple structural change regression model with autocorrelated errors
- On nonparametric change point estimator based on empirical characteristic functions
- Comparisons of changepoint estimators
- Distribution-Free Tests for the Changepoint Problem
- Bayesian-type estimators of change points
- Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations
- A consistent on‐line Bayesian procedure for detecting change points
- p-Variation of CUSUM process and testing change in the mean
- Online estimation methods for irregular autoregressive models
- An enhanced version of the SSA-HJ-biplot for time series with complex structure
- Multiple change-point models for time series
- Bayesian uncertainty quantification and structure detection for multiple change points models
- Change-point mle in the rate of exponential sequences with application to Indonesian seismological data
- Nonparametric detection of a time-varying mean
- Empirical likelihood ratio test for the change-point problem
- Bayesian monitoring of local residual autocorrelations taking into account the run-length
- Testing and dating of structural changes in practice
- Efficient MCMC estimation of discrete distributions
- Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method
- Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences
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