DOI10.1214/aos/1176348257zbMath0776.62032OpenAlexW1982112356MaRDI QIDQ1178950
Lutz Dümbgen
Publication date: 26 June 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348257
A computationally efficient nonparametric approach for changepoint detection,
Change-point estimators in case of small disorders,
Asymptotics for \(p\)-value based threshold estimation under repeated measurements,
Detecting breaks in the dependence of multivariate extreme-value distributions,
The asymptotic distribution of CUSUM estimator based on α-mixing sequences,
On the power of nonparametric changepoint-tests,
Semiparametric tests for change-points with epidemic alternatives,
Nonparametric boundary detection,
A heuristic, iterative algorithm for change-point detection in abrupt change models,
Off-line testing for a changed segment in the sample variance,
Boundary estimation based on set-indexed empirical processes,
THE BOOTSTRAP IN THRESHOLD REGRESSION,
SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET,
Two-stage change-point estimators in smooth regression models,
Rank-based multiple change-point detection,
Estimation of a change in linear models,
Estimating a gradual parameter change in an AR(1)-process,
Nonparametric multiple change-point estimators,
The rates of convergence of Bayes estimators in change-point analysis,
Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications,
Approximations for the time of change and the power function in change-point models,
Asymptotics for \(p\)-value based threshold estimation in regression settings,
Semiparametric method for identifying multiple change-points in financial market,
Empirical likelihood ratio test for the change-point problem,
The change-point problem for dependent observations,
The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points,
Likelihood-ratio-based confidence sets for the timing of structural breaks,
BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES,
Cusums for tracking arbitrary functionals,
A consistent on‐line Bayesian procedure for detecting change points,
Dating multiple change points in the correlation matrix,
Change-point detection for continuous processes with high-frequency sampling,
ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH,
Optimal change-point detection and localization,
Change-point detection for long-range dependent sequences in a general setting,
Likelihood procedure for testing changes in skew normal model with applications to stock returns,
Change-point in stochastic design regression and the bootstrap,
Minimum distance estimation in normed linear spaces with Donsker-classes,
Two non parametric methods for change-point detection in distribution,
Local Fourier tests for structural change based on residuals,
A Bayesian multiple structural change regression model with autocorrelated errors,
Asymptotic estimation theory of multipoint linkage analysis under perfect marker information.,
Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences,
Bootstrapping confidence intervals for the change-point of time series,
Change‐Point Tests for the Error Distribution in Non‐parametric Regression,
Nonparametric tests for constant tail dependence with an application to energy and finance,
Change-point model selection via AIC,
Nonparametric estimation in a two change-point model,
Semiparametric method for detecting multiple change points model in financial time series,
Testing and dating of structural changes in practice,
Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points,
On nonparametric change point estimator based on empirical characteristic functions,
Robust inference for threshold regression models,
Bayesian-type estimators of change points,
Change-point problem and bootstrap,
Exponential and polynomial tailbounds for change-point estimators,
Rates of convergence for the change-point estimator for long-range dependent sequences,
Autocovariance Estimation in Regression with a Discontinuous Signal and m‐Dependent Errors: A Difference‐Based Approach,
Automatic selective intervention in dynamic linear models,
Estimating a changed segment in a sample,
Nonparametric maximum likelihood approach to multiple change-point problems,
Non-parametric change-point estimation using string matching algorithms,
ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS,
Detection of change-points near the end points of long-range dependent sequences,
Minimax estimation of sharp change points,
Quasi-likelihood estimation of structure-changed threshold double autoregressive models,
Optimal change-point estimation in time series,
TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES,
Semiparametric test for multiple change-points based on empirical likelihood,
Estimating a change point in the long memory parameter,
Maximum likelihood estimator in a multi-phase random regression model,
Change-point problems: bibliography and review,
Change point analysis of covariance functions: a weighted cumulative sum approach,
Limit theorems for kernel-type estimators for the time of change,
Optimal tests for the general two-sample problem,
Estimation of multiple-regime regressions with least absolutes deviation,
Nonparametric change-point estimation for dependent sequences,
Convergence rates for estimating a change-point with long-range dependent sequences,
A Nonparametric bootstrapped estimate of the change-point,
Multiscale Change Point Inference,
Nonparametric adaptive change point estimation and on line detection,
Inference for single and multiple change-points in time series,
Asymptotic properties of semiparametric \(M\)-estimators with multiple change points,
On the rate of almost sure convergence of Dümbgen's change-point estimators,
Asymptotic behavior of posterior distribution of the change-point parameter