Change-point analysis of time series with evolutionary spectra

Cites Work

A MOSUM procedure for the estimation of multiple random change points
Localising change points in piecewise polynomials of general degrees
Multiple change-point detection for non-stationary time series using Wild Binary Segmentation
Testing for jumps in the presence of smooth changes in trends of nonstationary time series
Fourier analysis of stationary time series in function space
Wild binary segmentation for multiple change-point detection
Testing temporal constancy of the spectral structure of a time series
On adaptive inference and confidence bands
The maximum likelihood method for testing changes in the parameters of normal observations
Inference of time-varying regression models
Weakly dependent functional data
Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
Change-points in nonparametric regression analysis
Approximation theorems for independent and weakly dependent random vectors
Asymptotically minimax hypothesis testing for nonparametric alternatives. I
Change point estimation using nonparametric regression
Fitting time series models to nonstationary processes
Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
Simultaneous multiple change-point and factor analysis for high-dimensional time series
Locally stationary functional time series
Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
Discontinuous versus smooth regression
Nonparametric goodness-of-fit testing under Gaussian models
On the Kullback-Leibler information divergence of locally stationary processes
Minimax rates in sparse, high-dimensional change point detection
Continuous record Laplace-based inference about the break date in structural change models
Testing for stationarity of functional time series in the frequency domain
Cross validation for locally stationary processes
A test for second order stationarity of a multivariate time series
Detecting gradual changes in locally stationary processes
Nonparametric change-point analysis of volatility
A test for stationarity based on empirical processes
Strong invariance principles for dependent random variables
Detecting abrupt changes in a piecewise locally stationary time series
Testing stationarity of functional time series
Structural breaks in time series
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
A Spectral Domain Test for Stationarity of Spatio‐Temporal Data
Gaussian approximations for non-stationary multiple time series
A Measure of Stationarity in Locally Stationary Processes With Applications to Testing
Tests for Parameter Instability and Structural Change With Unknown Change Point
Multiscale and multilevel technique for consistent segmentation of nonstationary time series
TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
Discrimination and Clustering for Multivariate Time Series
On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series
LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
Estimating and Testing Linear Models with Multiple Structural Changes
Time-Dependent Spectral Analysis of Nonstationary Time Series
High-Frequency Identification of Monetary Non-Neutrality: The Information Effect*
Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction
A test for second-order stationarity of a time series based on the discrete Fourier transform
GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
Inference of Trends in Time Series
A nonparametric test for stationarity in functional time series
Change Point Analysis of Correlation in Non-stationary Time Series
FreSpeD: Frequency-Specific Change-Point Detection in Epileptic Seizure Multi-Channel EEG Data
Heteroscedasticity and Autocorrelation Robust Structural Change Detection
On the Prediction of Stationary Functional Time Series
Detection of Multiple Structural Breaks in Multivariate Time Series
Detection of Changes in Multivariate Time Series With Application to EEG Data
Nonlinear system theory: Another look at dependence
Inference about the change-point from cumulative sum tests
Discrimination and Classification of Nonstationary Time Series Using the SLEX Model
Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models
Inference of Breakpoints in High-dimensional Time Series
Comment on Andrews (1991) “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation”
Unnamed Item
Unnamed Item
Unnamed Item

This page was built for publication: Change-point analysis of time series with evolutionary spectra