-
1
-
-
84981423142
-
Least squares estimation of a shift in linear processes
-
Bai, J. (1994). Least squares estimation of a shift in linear processes. J. Time Ser. Anal. 5:453-472.
-
(1994)
J. Time Ser. Anal.
, vol.5
, pp. 453-472
-
-
Bai, J.1
-
2
-
-
0000233570
-
Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case
-
Bhattacharya, P. K. (1987). Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case. J. Multivariate Anal. 23:183-208.
-
(1987)
J. Multivariate Anal.
, vol.23
, pp. 183-208
-
-
Bhattacharya, P.K.1
-
3
-
-
30344461842
-
Point process and partial sum convergence for weakly dependent random variables
-
Davis, R. A., Hsing, T. (1995). Point process and partial sum convergence for weakly dependent random variables. Ann. Statist. 26:2049-2080.
-
(1995)
Ann. Statist.
, vol.26
, pp. 2049-2080
-
-
Davis, R.A.1
Hsing, T.2
-
5
-
-
77956887957
-
Inference about the change point in a sequence of random variables
-
Hinkley, D. (1970). Inference about the change point in a sequence of random variables. Biometrika 57:1-17.
-
(1970)
Biometrika
, vol.57
, pp. 1-17
-
-
Hinkley, D.1
-
7
-
-
0032533059
-
Change-point in the mean of dependent observations
-
Kokoszka, P., Leipus, R. (1998). Change-point in the mean of dependent observations. Statist. Probab. Lett. 40:385-393.
-
(1998)
Statist. Probab. Lett.
, vol.40
, pp. 385-393
-
-
Kokoszka, P.1
Leipus, R.2
-
8
-
-
26844578703
-
Testing for parameter changes in ARCH models
-
Kokoszka, P., Leipus, R. (1999). Testing for parameter changes in ARCH models. Liet. Matem. Rink 39:231-247.
-
(1999)
Liet. Matem. Rink
, vol.39
, pp. 231-247
-
-
Kokoszka, P.1
Leipus, R.2
-
9
-
-
0000661999
-
Change-point estimation in ARCH models
-
Kokoszka, P., Leipus, R. (2000). Change-point estimation in ARCH models. Bernoulli 6:1-28.
-
(2000)
Bernoulli
, vol.6
, pp. 1-28
-
-
Kokoszka, P.1
Leipus, R.2
-
10
-
-
1642634053
-
Subsampling the mean of heavy-tailed dependent observations
-
Kokoszka, P., Wolf, M. (2004). Subsampling the mean of heavy-tailed dependent observations. J. Time Ser. Anal. 2:217-234.
-
(2004)
J. Time Ser. Anal.
, vol.2
, pp. 217-234
-
-
Kokoszka, P.1
Wolf, M.2
-
11
-
-
30344465685
-
Testing and estimating change-points in time series
-
Picard, D. (1985). Testing and estimating change-points in time series. J. Appl. Pro. 14:411-415.
-
(1985)
J. Appl. Pro.
, vol.14
, pp. 411-415
-
-
Picard, D.1
-
12
-
-
0001464242
-
Approximating the distribution of the ML estimate of the change-point in a sequence of independent r.v.'s
-
Yao, Y. C. (1987). Approximating the distribution of the ML estimate of the change-point in a sequence of independent r.v.'s. Ann. Statist. 3:1321-1328.
-
(1987)
Ann. Statist.
, vol.3
, pp. 1321-1328
-
-
Yao, Y.C.1
|