Publications

This page features current and pre-prints of publications featuring changepoint analysis. If you would like to add your publication to this page then contact [email protected].

Author	Title	Year	Journal/Proceedings	Reftype	DOI/URL
Adak, S.	Time-Dependent Spectral Analysis of Nonstationary Time Series [BibTeX]	1998	Journal of the American Statistical Association Vol. 93(444), pp. pp. 1488-1501	article	URL
BibTeX: @article{Adak1998, author = "Adak, Sudeshna", title = "Time-Dependent Spectral Analysis of Nonstationary Time Series", journal = "Journal of the American Statistical Association", publisher = "American Statistical Association", year = "1998", volume = "93", number = "444", pages = "pp. 1488--1501", url = "http://www.jstor.org/stable/2670062" }
2012.03.01
Adeoti, O.A. & Olaomi, J.O.	Capability index based control chart for monitoring process mean using repetitive sampling [BibTeX]	2017	Communications in Statistics - Theory and Methods, pp. 0-0	article	DOI URL
BibTeX: @article{Adeoti_2017, author = "Olatunde A. Adeoti and John O. Olaomi", title = "Capability index based control chart for monitoring process mean using repetitive sampling", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2017", pages = "0--0", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2017.1307401", doi = "http://doi.org/10.1080/03610926.2017.1307401" }
2017-04-13
Aggarwal, R., Inclan, C. & Leal, R.	Volatility in Emerging Stock Markets [BibTeX]	1999	The Journal of Financial and Quantitative Analysis Vol. 34(1), pp. 33-55	article	URL
BibTeX: @article{AggarwalInclanLeal1999, author = "Aggarwal, Reena and Inclan, Carla and Leal, Ricardo", title = "Volatility in Emerging Stock Markets", journal = "The Journal of Financial and Quantitative Analysis", publisher = "University of Washington School of Business Administration", year = "1999", volume = "34", number = "1", pages = "33--55", url = "http://www.jstor.org/stable/2676245" }
2012.03.01
Ahmed, M., Haider, G. & Zaman, A.	Detecting Structural Change with Heteroskedasticity [BibTeX]	2016	Communications in Statistics - Theory and Methods, pp. 0-0	article	DOI URL
BibTeX: @article{Ahmed_2016, author = "Mumtaz Ahmed and Gulfam Haider and Asad Zaman", title = "Detecting Structural Change with Heteroskedasticity", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", pages = "0--0", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2016.1235200", doi = "http://doi.org/10.1080/03610926.2016.1235200" }
2017-04-12
Ajadi, J.O. & Riaz, M.	Mixed multivariate EWMA-CUSUM control charts for an improved process monitoring [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(14), pp. 6980-6993	article	DOI URL
BibTeX: @article{Ajadi_2016, author = "Jimoh Olawale Ajadi and Muhammad Riaz", title = "Mixed multivariate EWMA-CUSUM control charts for an improved process monitoring", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "14", pages = "6980--6993", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2016.1139132", doi = "http://doi.org/10.1080/03610926.2016.1139132" }
2017-04-30
Akashi, F., Dette, H. & Liu, Y.	Change-Point Detection in Autoregressive Models with no Moment Assumptions [BibTeX]	2018	Journal of Time Series Analysis	article	DOI
BibTeX: @article{AkashiDetteLiu2018, author = "Fumiya Akashi and Holger Dette and Yan Liu", title = "Change-Point Detection in Autoregressive Models with no Moment Assumptions", journal = "Journal of Time Series Analysis", year = "2018", doi = "http://doi.org/10.1111/jtsa.12405" }
2018-08-12
Alawadhi, F.A. & Alhulail, D.	Bayesian change points analysis for earthquakes body wave magnitude [BibTeX]	2016	Journal of Applied Statistics Vol. 43(9), pp. 1567-1582	article	DOI URL
BibTeX: @article{Alawadhi_2016, author = "F.A. Alawadhi and D. Alhulail", title = "Bayesian change points analysis for earthquakes body wave magnitude", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2016", volume = "43", number = "9", pages = "1567--1582", url = "http://www.tandfonline.com/doi/full/10.1080/02664763.2015.1117585", doi = "http://doi.org/10.1080/02664763.2015.1117585" }
2017-04-12
Alberink, I., Bolck, A. & Menges, S.	Posterior likelihood ratios for evaluation of forensic trace evidence given a two-level model on the data [BibTeX]	2013	Journal of Applied Statistics Vol. 40(12), pp. 2579-2600	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2013.822056, author = "Alberink, Ivo and Bolck, Annabel and Menges, Sonja", title = "Posterior likelihood ratios for evaluation of forensic trace evidence given a two-level model on the data", journal = "Journal of Applied Statistics", year = "2013", volume = "40", number = "12", pages = "2579--2600", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2013.822056", doi = "http://doi.org/10.1080/02664763.2013.822056" }
2013.12.20
Albert, J.H. & Chib, S.	Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts [BibTeX]	1993	Journal of Business and Economic Statistics Vol. 11(1), pp. 1-15	article	URL
BibTeX: @article{AlbertChib1993, author = "Albert, James H. and Chib, Siddhartha", title = "Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts", journal = "Journal of Business and Economic Statistics", publisher = "American Statistical Association", year = "1993", volume = "11", number = "1", pages = "1--15", url = "http://www.jstor.org/stable/1391303" }
2012.03.01
Albert, S., Messer, M., Schiemann, J., Roeper, J. & Schneider, G.	Multi‐Scale Detection of Variance Changes in Renewal Processes in the Presence of Rate Change Points [BibTeX]	2017	Journal of Time Series Analysis Vol. 38(6), pp. 1028-1052	article	DOI URL
BibTeX: @article{AlbertMesser17, author = "Stefan Albert and Michael Messer and Julia Schiemann and Jochen Roeper and Gaby Schneider", title = "Multi‐Scale Detection of Variance Changes in Renewal Processes in the Presence of Rate Change Points", journal = "Journal of Time Series Analysis", year = "2017", volume = "38", number = "6", pages = "1028-1052", url = "https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12254?campaign=woletoc", doi = "http://doi.org/10.1111/jtsa.12254" }
2018-06-27
Alemohammad, N., Rezakhah, S. & Alizadeh, S.H.	Markov Switching Component ARCH Model: Stability and Forecasting [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1303.5525A, author = "Alemohammad, N. and Rezakhah, S. and Alizadeh, S. H.", title = "Markov Switching Component ARCH Model: Stability and Forecasting", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1303.5525A" }
2013.04.15
Alippi, C., Boracchi, G., Puig, V. & Roveri, M.	An ensemble approach to estimate the fault-time instant [BibTeX]	2013	Intelligent Control and Information Processing (ICICIP), 2013 Fourth International Conference on, pp. 836-841	inproceedings	DOI
BibTeX: @inproceedings{BoracchiICICIP2013, author = "Alippi, C. and Boracchi, G. and Puig, V. and Roveri, M.", title = "An ensemble approach to estimate the fault-time instant", booktitle = "Intelligent Control and Information Processing (ICICIP), 2013 Fourth International Conference on", year = "2013", pages = "836-841", doi = "http://doi.org/10.1109/ICICIP.2013.6568188" }
2014.01.31
Alippi, C., Boracchi, G. & Roveri, M.	Change detection tests using the ICI rule [BibTeX]	2010	Neural Networks (IJCNN), The 2010 International Joint Conference on, pp. 1-7	inproceedings	DOI
BibTeX: @inproceedings{5596537, author = "Alippi, C. and Boracchi, G. and Roveri, M.", title = "Change detection tests using the ICI rule", booktitle = "Neural Networks (IJCNN), The 2010 International Joint Conference on", year = "2010", pages = "1-7", doi = "http://doi.org/10.1109/IJCNN.2010.5596537" }
2014.01.31
Alippi, C., Boracchi, G. & Roveri, M.	A hierarchical, nonparametric, sequential change-detection test [BibTeX]	2011	Neural Networks (IJCNN), The 2011 International Joint Conference on, pp. 2889-2896	inproceedings	DOI
BibTeX: @inproceedings{6033600, author = "Alippi, C. and Boracchi, G. and Roveri, M.", title = "A hierarchical, nonparametric, sequential change-detection test", booktitle = "Neural Networks (IJCNN), The 2011 International Joint Conference on", year = "2011", pages = "2889-2896", doi = "http://doi.org/10.1109/IJCNN.2011.6033600" }
2014.01.31
Alippi, C., Boracchi, G. & Roveri, M.	A Distributed Self-adaptive Nonparametric Change-Detection Test for Sensor/Actuator Networks [BibTeX]	2011	Vol. 6792Artificial Neural Networks and Machine Learning – ICANN 2011, pp. 173-180	incollection	DOI URL
BibTeX: @incollection{raey, author = "Alippi, Cesare and Boracchi, Giacomo and Roveri, Manuel", title = "A Distributed Self-adaptive Nonparametric Change-Detection Test for Sensor/Actuator Networks", booktitle = "Artificial Neural Networks and Machine Learning – ICANN 2011", publisher = "Springer Berlin Heidelberg", year = "2011", volume = "6792", pages = "173-180", url = "http://dx.doi.org/10.1007/978-3-642-21738-8_23", doi = "http://doi.org/10.1007/978-3-642-21738-8_23" }
2014.01.31
Alippi, C., Boracchi, G. & Roveri, M.	Ensembles of change-point methods to estimate the change point in residual sequences [BibTeX]	2013	Soft Computing Vol. 17(11), pp. 1971-1981	article	DOI URL
BibTeX: @article{SOCO2013, author = "Alippi, Cesare and Boracchi, Giacomo and Roveri, Manuel", title = "Ensembles of change-point methods to estimate the change point in residual sequences", journal = "Soft Computing", publisher = "Springer Berlin Heidelberg", year = "2013", volume = "17", number = "11", pages = "1971-1981", url = "http://dx.doi.org/10.1007/s00500-013-1130-7", doi = "http://doi.org/10.1007/s00500-013-1130-7" }
2014.01.31
Aly, A.A., Hamed, R.M. & Mahmoud, M.A.	Optimal design of the adaptive exponentially weighted moving average control chart over a range of mean shifts [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 46(2), pp. 890-902	article	DOI URL
BibTeX: @article{Aly_2015, author = "Aya A. Aly and Ramadan M. Hamed and Mahmoud A. Mahmoud", title = "Optimal design of the adaptive exponentially weighted moving average control chart over a range of mean shifts", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2015", volume = "46", number = "2", pages = "890--902", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2014.983650", doi = "http://doi.org/10.1080/03610918.2014.983650" }
2017-04-13
Amini, A.A. & Nguyen, X.	Sequential detection of multiple change points in networks: a graphical model approach [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1207.1687A, author = "Amini, A. A. and Nguyen, X.", title = "Sequential detection of multiple change points in networks: a graphical model approach", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1207.1687A" }
2012.12.19
Amiri, A. & Allahyari, S.	Change Point Estimation Methods for Control Chart Postsignal Diagnostics: A Literature Review [BibTeX]	2011	Quality and Reliability Engineering International Vol. 28(7), pp. 673-675	article	DOI URL
BibTeX: @article{QRE:QRE1266, author = "Amiri, Amirhossein and Allahyari, Saeed", title = "Change Point Estimation Methods for Control Chart Postsignal Diagnostics: A Literature Review", journal = "Quality and Reliability Engineering International", publisher = "John Wiley & Sons, Ltd", year = "2011", volume = "28", number = "7", pages = "673--675", url = "http://dx.doi.org/10.1002/qre.1266", doi = "http://doi.org/10.1002/qre.1266" }
2012.03.01
Andreou, E. & Ghysels, E.	Detecting multiple breaks in financial market volatility dynamics [BibTeX]	2002	Journal of Applied Econometrics Vol. 17(5), pp. 579-600	article	URL
BibTeX: @article{AndreouGhysels2002, author = "Andreou, E. And Ghysels, E.", title = "Detecting multiple breaks in financial market volatility dynamics", journal = "Journal of Applied Econometrics", publisher = "Wiley Interscience", year = "2002", volume = "17", number = "5", pages = "579--600", url = "http://onlinelibrary.wiley.com/doi/10.1002/jae.684/abstract" }
2012.03.01
Antoch, J. & Huskova, M.	Permutation Tests in Change Point Analysis [BibTeX]	2001	Statistics and Probability Letters Vol. 53, pp. 37-46	article	URL
BibTeX: @article{AntochHuskova2001, author = "Antoch, J. And Huskova, M.", title = "Permutation Tests in Change Point Analysis", journal = "Statistics and Probability Letters", publisher = "Elsevier", year = "2001", volume = "53", pages = "37--46", url = "http://www.sciencedirect.com/science/article/pii/S0167715201000098" }
2012.03.01
Antoch, J., Huskova, M. & Praskova, Z.	Effect of dependence on statistics for determination of change [BibTeX]	1997	Journal of Statistical Planning and Inference Vol. 1997, pp. 291-310	article	URL
BibTeX: @article{AntochHuskovaPraskova1997, author = "Antoch, J. And Huskova, M. And Praskova, Z.", title = "Effect of dependence on statistics for determination of change", journal = "Journal of Statistical Planning and Inference", publisher = "Elsevier", year = "1997", volume = "1997", pages = "291--310", url = "http://www.sciencedirect.com/science/article/pii/S0378375896001383" }
2012.03.01
Antoch, J. & Legat, D.	Application of MCMC to Change Point Detection [BibTeX]	2008	Applications of Mathematics Vol. 53(4), pp. 281-296	article	URL
BibTeX: @article{AntochLegat2008, author = "Antoch, J. And Legat, D.", title = "Application of MCMC to Change Point Detection", journal = "Applications of Mathematics", publisher = "Springer Netherlands", year = "2008", volume = "53", number = "4", pages = "281--296", url = "http://www.springerlink.com/content/r3004q2842257230/" }
2012.03.01
Antoniadis, A. & Gijbels, I.	Detecting Abrupt Changes by Wavelet Methods [BibTeX]	2002	Nonparametric Statistics Vol. 14(1), pp. 7-29	article	URL
BibTeX: @article{AntoniadisGijbels2002, author = "Antoniadis, A. And Gijbels, I.", title = "Detecting Abrupt Changes by Wavelet Methods", journal = "Nonparametric Statistics", publisher = "Taylor and Francis", year = "2002", volume = "14", number = "1", pages = "7--29", url = "http://www.tandfonline.com/doi/abs/10.1080/10485250211396" }
2012.03.01
Apergis, N., Christou, C., Payne, J.E. & Saunoris, J.W.	The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests [BibTeX]	2014	Journal of Applied Statistics Vol. 42(1), pp. 202-213	article	DOI URL
BibTeX: @article{Apergis_2014, author = "Nicholas Apergis and Christina Christou and James E. Payne and James W. Saunoris", title = "The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2014", volume = "42", number = "1", pages = "202--213", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2014.938620", doi = "http://doi.org/10.1080/02664763.2014.938620" }
2014-07-21
Apergis, N., Christou, C., Payne, J.E. & Saunoris, J.W.	The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests [BibTeX]	2014	Journal of Applied Statistics Vol. 42(1), pp. 202-213	article	DOI URL
BibTeX: @article{Apergis2014, author = "Nicholas Apergis and Christina Christou and James E. Payne and James W. Saunoris", title = "The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2014", volume = "42", number = "1", pages = "202--213", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2014.938620", doi = "http://doi.org/10.1080/02664763.2014.938620" }
2014-07-21
Arlot, S. & Celisse, A.	Segmentation of the mean of heteroscedastic data via cross-validation [BibTeX]	2011	Statistics and Computing Vol. 21, pp. 613-632	article	DOI URL
BibTeX: @article{ArlotCelisse2011, author = "Arlot, Sylvain and Celisse, Alain", title = "Segmentation of the mean of heteroscedastic data via cross-validation", journal = "Statistics and Computing", publisher = "Springer Netherlands", year = "2011", volume = "21", pages = "613-632", url = "http://dx.doi.org/10.1007/s11222-010-9196-x", doi = "http://doi.org/10.1007/s11222-010-9196-x" }
2012.03.01
Arlot, S., Celisse, A. & Harchaoui, Z.	Kernel change-point detection [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{ArlotCelisseHarchaoui2012, author = "Arlot, S. and Celisse, A. and Harchaoui, Z.", title = "Kernel change-point detection", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1202.3878A" }
2012.03.01
Arnesen, P., Holsclaw, T. & Smyth, P.	Bayesian Detection of Changepoints in Finite-State Markov Chains for Multiple Sequences [BibTeX]	2016	Technometrics Vol. 58(2), pp. 205-213	article	DOI
BibTeX: @article{Arnesen_2016, author = "Petter Arnesen and Tracy Holsclaw and Padhraic Smyth", title = "Bayesian Detection of Changepoints in Finite-State Markov Chains for Multiple Sequences", journal = "Technometrics", publisher = "Informa UK Limited", year = "2016", volume = "58", number = "2", pages = "205--213", doi = "http://doi.org/10.1080/00401706.2015.1044118" }
2017.03.25
Ashuri, A. & Amiri, A.	Estimating monotonic change in the rate and dependence parameters of INAR(1) process (Case study: IP counts data) [BibTeX]	2016	Communications in Statistics - Simulation and Computation, pp. 1-31	article	DOI URL
BibTeX: @article{Ashuri_2016, author = "Atefeh Ashuri and Amirhossein Amiri", title = "Estimating monotonic change in the rate and dependence parameters of INAR(1) process (Case study: IP counts data)", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2016", pages = "1--31", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2016.1143101", doi = "http://doi.org/10.1080/03610918.2016.1143101" }
2017-04-12
Ashuri, A. & Amiri, A.	Estimating monotonic change in the rate and dependence parameters of INAR(1) process (Case study: IP counts data) [BibTeX]	2017	Communications in Statistics - Simulation and Computation Vol. 46(7), pp. 5023-5053	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2016.1143101, author = "Atefeh Ashuri and Amirhossein Amiri", title = "Estimating monotonic change in the rate and dependence parameters of INAR(1) process (Case study: IP counts data)", journal = "Communications in Statistics - Simulation and Computation", year = "2017", volume = "46", number = "7", pages = "5023--5053", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2016.1143101", doi = "http://doi.org/10.1080/03610918.2016.1143101" }
2017-09-13
Aslam, M., Al-Marshedi, A.H. & Jun, C.-H.	Monitoring process mean using generally weighted moving average chart for exponentially distributed characteristics [BibTeX]	2017	Communications in Statistics - Simulation and Computation Vol. 46(5), pp. 3712-3722	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2015.1102936, author = "Aslam, Muhammad and Al-Marshedi, Ali Hussein and Jun, Chi-Hyuck", title = "Monitoring process mean using generally weighted moving average chart for exponentially distributed characteristics", journal = "Communications in Statistics - Simulation and Computation", year = "2017", volume = "46", number = "5", pages = "3712--3722", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2015.1102936", doi = "http://doi.org/10.1080/03610918.2015.1102936" }
2017-09-10
Aston, J.A.D. & Kirch, C.	Evaluating stationarity via change-point alternatives with applications to fMRI data [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1301.2894A, author = "Aston, J. A. D. and Kirch, C.", title = "Evaluating stationarity via change-point alternatives with applications to fMRI data", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1301.2894A" }
2013.04.15
Aston, J., Peng, J. & Martin, D.	Implied distributions in multiple change point problems [BibTeX]	2012	Statistics and Computing Vol. 22(4), pp. 981-993	article	URL
BibTeX: @article{AstonPengMartin2012, author = "Aston, J. and Peng, J. and Martin, D.", title = "Implied distributions in multiple change point problems", journal = "Statistics and Computing", publisher = "Springer Netherlands", year = "2012", volume = "22", number = "4", pages = "981--993", note = "10.1007/s11222-011-9268-6", url = "http://dx.doi.org/10.1007/s11222-011-9268-6" }
2012.03.01
Atia, G.	Change Detection with Compressive Measurements [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv:1404.3152v1, author = "George Atia", title = "Change Detection with Compressive Measurements", journal = "ArXiv e-prints", year = "2014", url = "https://arxiv.org/abs/1404.3152" }
2014-04-11
Aue, A., Cheung, R.C.Y., Lee, T.C.M. & Zhong, M.	Segmented Model Selection in Quantile Regression using the Minimum Description Length Principle [BibTeX]		Journal of the American Statistical Association	article	DOI URL
BibTeX: @article{doi:10.1080/01621459.2014.889022, author = "Aue, Alexander and Cheung, Rex C. Y. and Lee, Thomas C. M. and Zhong, Ming", title = "Segmented Model Selection in Quantile Regression using the Minimum Description Length Principle", journal = "Journal of the American Statistical Association", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2014.889022", doi = "http://doi.org/10.1080/01621459.2014.889022" }
2014.03.24
Aue, A. & Horváth, L.	Structural breaks in time series [BibTeX]	2013	Journal of Time Series Analysis Vol. 34(1), pp. 1-16	article	DOI URL
BibTeX: @article{JTSA:JTSA819, author = "Aue, Alexander and Horváth, Lajos", title = "Structural breaks in time series", journal = "Journal of Time Series Analysis", year = "2013", volume = "34", number = "1", pages = "1--16", url = "http://dx.doi.org/10.1111/j.1467-9892.2012.00819.x", doi = "http://doi.org/10.1111/j.1467-9892.2012.00819.x" }
2014.02.03
Aue, A., Rice, G. & Sönmez, O.	Detecting and dating structural breaks in functional data without dimension reduction [BibTeX]	2018	Journal of the Royal Statistical Society: Series B (Statistical Methodology) Vol. 80(3), pp. 453-594	article
BibTeX: @article{AueRiceS, author = "Alexander Aue and Gregory Rice and Ozan Sönmez", title = "Detecting and dating structural breaks in functional data without dimension reduction", journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)", year = "2018", volume = "80", number = "3", pages = "453-594" }
2018-08-12
Auger, I.E. & Lawrence, C.E.	Algorithms for the Optimal Identification of Segment Neighborhoods [BibTeX]	1989	Bulletin of Mathematical Biology Vol. 51(1), pp. 39-54	article	URL
BibTeX: @article{AugerLawrence1989, author = "Auger, I. E. And Lawrence, C. E.", title = "Algorithms for the Optimal Identification of Segment Neighborhoods", journal = "Bulletin of Mathematical Biology", publisher = "Pergamon Press plc", year = "1989", volume = "51", number = "1", pages = "39--54", url = "http://www.springerlink.com/content/r73842gglw040563/" }
2012.03.01
Azaïs, R. & Genadot, A.	A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions [BibTeX]	2017	Communications in Statistics - Theory and Methods	article	DOI URL
BibTeX: @article{doi:10.1080/03610926.2017.1327072, author = "Romain Azaïs and Alexandre Genadot", title = "A new characterization of the jump rate for piecewise-deterministic Markov processes with discrete transitions", journal = "Communications in Statistics - Theory and Methods", year = "2017", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2017.1327072", doi = "http://doi.org/10.1080/03610926.2017.1327072" }
2017-10-03
Azizzadeh, F. & Rezakhah, S.	The CUSUM test for detecting structural changes in strong mixing processes [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1203.0097A, author = "Azizzadeh, F. and Rezakhah, S.", title = "The CUSUM test for detecting structural changes in strong mixing processes", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1203.0097A" }
2012.12.19
Azizzadeh, F. & Rezakhah, S.	The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes [BibTeX]	2014	Communications in Statistics - Theory and Methods Vol. 43(17), pp. 3733-3750	article	DOI URL
BibTeX: @article{Azizzadeh_2014, author = "F. Azizzadeh and S. Rezakhah", title = "The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2014", volume = "43", number = "17", pages = "3733--3750", url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2012.700374", doi = "http://doi.org/10.1080/03610926.2012.700374" }
2014-07-31
Bai, J.	Estimation of a Change Point in Multiple Regression Models [BibTeX]	1997	Review of Economics and Statistics Vol. 79(4), pp. 551 - 563	article	URL
BibTeX: @article{Bai1997, author = "Bai, J.", title = "Estimation of a Change Point in Multiple Regression Models", journal = "Review of Economics and Statistics", year = "1997", volume = "79", number = "4", pages = "551 - 563", url = "http://www.mitpressjournals.org/doi/abs/10.1162/003465397557132" }
2012.03.01
Bai, J. & Perron, P.	Estimating and Testing Linear Models with Multiple Structural Changes [BibTeX]	1998	Econometrica Vol. 66(1), pp. pp. 47-78	article	URL
BibTeX: @article{BaiPerron1998, author = "Bai, Jushan and Perron, Pierre", title = "Estimating and Testing Linear Models with Multiple Structural Changes", journal = "Econometrica", publisher = "The Econometric Society", year = "1998", volume = "66", number = "1", pages = "pp. 47--78", url = "http://www.jstor.org/stable/2998540" }
2012.12.19
Banerjee, T. & Veeravalli, V.V.	Data-Efficient Quickest Change Detection in Minimax Settings [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1211.3729B, author = "Banerjee, T. and Veeravalli, V. V.", title = "Data-Efficient Quickest Change Detection in Minimax Settings", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1211.3729B" }
2012.12.19
Bardet, J.-M. & Chakry Kengne, W.	Monitoring procedure for parameter change in causal time series [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1209.4746B, author = "Bardet, J.-M. and Chakry Kengne, W.", title = "Monitoring procedure for parameter change in causal time series", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1209.4746B" }
2012.12.19
Bardet, J.-M., Kengne, W. & Wintenberger, O.	Multiple breaks detection in general causal time series using penalized quasi-likelihood [BibTeX]	2012	Electronic Journal of Statistics Vol. 6, pp. 435-477	article	DOI URL
BibTeX: @article{BardetKengneWintenberger2012, author = "Jean-Marc Bardet and William Kengne, and Olivier Wintenberger", title = "Multiple breaks detection in general causal time series using penalized quasi-likelihood", journal = "Electronic Journal of Statistics", year = "2012", volume = "6", pages = "435--477", url = "http://projecteuclid.org/euclid.ejs/1332162336", doi = "http://doi.org/10.1214/12-EJS680" }
2012.12.19
Bardsley, P., Horváth, L., Kokoszka, P. & Young, G.	Change point tests in functional factor models with application to yield curves [BibTeX]	2017	The Econometrics Journal Vol. 20(1), pp. 86-117	article	DOI URL
BibTeX: @article{Bardsley_2017, author = "Patrick Bardsley and Lajos Horváth and Piotr Kokoszka and Gabriel Young", title = "Change point tests in functional factor models with application to yield curves", journal = "The Econometrics Journal", publisher = "Wiley-Blackwell", year = "2017", volume = "20", number = "1", pages = "86--117", url = "http://onlinelibrary.wiley.com/doi/10.1111/ectj.12075/abstract", doi = "http://doi.org/10.1111/ectj.12075" }
2017-04-13
Bardwell, L., Fearnhead, P., Eckley, I.A., Smith, S. & Spott, M.	Most Recent Changepoint Detection in Panel Data [BibTeX]	2018	Technometrics	article	DOI URL
BibTeX: @article{BardwellFearnheadEckleySmithSpott, author = "Lawrence Bardwell and Paul Fearnhead and Idris A. Eckley and Simon Smith and Martin Spott", title = "Most Recent Changepoint Detection in Panel Data", journal = "Technometrics", year = "2018", url = "https://www.tandfonline.com/doi/full/10.1080/00401706.2018.1438926", doi = "http://doi.org/10.1080/00401706.2018.1438926" }
2018-08-12
Baron, M.I.	Nonparametric adaptive change point estimation and on line detection [BibTeX]	2000	Sequential Analysis Vol. 19(1-2), pp. 1-23	article	DOI URL
BibTeX: @article{doi:10.1080/07474940008836437, author = "Baron, Michael I", title = "Nonparametric adaptive change point estimation and on line detection", journal = "Sequential Analysis", year = "2000", volume = "19", number = "1--2", pages = "1--23", url = "http://dx.doi.org/10.1080/07474940008836437", doi = "http://doi.org/10.1080/07474940008836437" }
2014.06.24
Baron, M.I.	BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE [BibTeX]	2001	Sequential Analysis Vol. 20(3), pp. 147-163	article	DOI URL
BibTeX: @article{doi:10.1081/SQA-100106053, author = "Baron, Michael I.", title = "BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE", journal = "Sequential Analysis", year = "2001", volume = "20", number = "3", pages = "147--163", url = "http://dx.doi.org/10.1081/SQA-100106053", doi = "http://doi.org/10.1081/SQA-100106053" }
2014.06.24
Barry, D. & Hartigan, J.A.	Product partition models for change point problems [BibTeX]	1992	The Annals of Statistics Vol. 20(1), pp. 260-279	article	URL
BibTeX: @article{Barry/Hartigan:1992, author = "Barry, D. and Hartigan, J. A.", title = "Product partition models for change point problems", journal = "The Annals of Statistics", year = "1992", volume = "20", number = "1", pages = "260--279", url = "http://www.jstor.org/stable/2242159" }
2012.03.01
Barry, D. & Hartigan, J.A.	A Bayesian Analysis for Change Point Problems [BibTeX]	1993	Journal of the American Statistical Association Vol. 88(421), pp. 309-319	article	URL
BibTeX: @article{BarryHartigan1993, author = "Barry, Daniel and Hartigan, J. A.", title = "A Bayesian Analysis for Change Point Problems", journal = "Journal of the American Statistical Association", publisher = "American Statistical Association", year = "1993", volume = "88", number = "421", pages = "309--319", url = "http://www.jstor.org/stable/2290726" }
2012.03.01
Bartroff, J. & Song, J.	Sequential Tests of Multiple Hypotheses Controlling Type I and II Familywise Error Rates [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1304.6309B, author = "Bartroff, J. and Song, J.", title = "Sequential Tests of Multiple Hypotheses Controlling Type I and II Familywise Error Rates", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1304.6309B" }
2013.12.20
Basseville, M. & Nikiforov, I.V.	Detection of Abrupt Changes: Theory and Application [BibTeX]	1993		book	URL
BibTeX: @book{BassevilleNikiforov1993, author = "Basseville, M. and Nikiforov, I. V.", title = "Detection of Abrupt Changes: Theory and Application", publisher = "Prentice-Hall Inc.", year = "1993", url = "http://people.irisa.fr/Michele.Basseville/kniga/" }
2012.03.01
Battaglia, F. & Protopapas, M.	Multi–regime models for nonlinear nonstationary time series [BibTeX]	2012	Computational Statistics Vol. 27, pp. 319-341	article	DOI URL
BibTeX: @article{BattagliaProtopapas2012, author = "Battaglia, Francesco and Protopapas, MattheosK.", title = "Multi–regime models for nonlinear nonstationary time series", journal = "Computational Statistics", year = "2012", volume = "27", pages = "319--341", url = "http://dx.doi.org/10.1007/s00180-011-0259-z", doi = "http://doi.org/10.1007/s00180-011-0259-z" }
2012.12.19
Baysse, C., Bihannic, D., Gégout-Petit, A., Prenat, M. & Saracco, J.	Hidden Markov Model for the detection of a degraded operating mode of optronic equipment [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1212.2358B, author = "Baysse, C. and Bihannic, D. and Gégout-Petit, A. and Prenat, M. and Saracco, J.", title = "Hidden Markov Model for the detection of a degraded operating mode of optronic equipment", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1212.2358B" }
2012.12.19
Belitser, E. & Serra, P.	Online Tracking of a Predictable Drifting Parameter of a Time Series [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1306.0325B, author = "Belitser, E. and Serra, P.", title = "Online Tracking of a Predictable Drifting Parameter of a Time Series", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1306.0325B" }
2014.01.31
Berkes, I., Gombay, E. & Horvath, L.	Testing for changes in the covariance structure of linear processes [BibTeX]	2009	Journal of Statistical Planning and Inference Vol. 139(6), pp. 2044 - 2063	article	URL
BibTeX: @article{BerkesGombayHorvath2009, author = "Istvan Berkes and Edit Gombay and Lajos Horvath", title = "Testing for changes in the covariance structure of linear processes", journal = "Journal of Statistical Planning and Inference", year = "2009", volume = "139", number = "6", pages = "2044 -- 2063", url = "http://www.sciencedirect.com/science/article/pii/S0378375808003807" }
2012.03.01
Berkes, I., Horvath, L., Kokoszka, P. & Shao, Q.	On Discriminating between Long-Range Dependence and Changes in Mean [BibTeX]	2006	The Annals of Statistics Vol. 34(3), pp. 1140-1165	article	URL
BibTeX: @article{BerkesHorvathKokoszkaShao2006, author = "Berkes, I. and Horvath, L. and Kokoszka, P. and Shao, Q.", title = "On Discriminating between Long-Range Dependence and Changes in Mean", journal = "The Annals of Statistics", publisher = "IMS", year = "2006", volume = "34", number = "3", pages = "1140--1165", url = "http://www.jstor.org/stable/25463454" }
2012.03.01
Bernardi, M., Maruotti, A. & Petrella, L.	Multivariate Markov-Switching models and tail risk interdependence [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1312.6407B, author = "Bernardi, M. and Maruotti, A. and Petrella, L.", title = "Multivariate Markov-Switching models and tail risk interdependence", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1312.6407B" }
2014.02.03
Betken, A.	Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1403.0265B, author = "Betken, A.", title = "Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1403.0265B" }
2014.03.24
Betken, A.	Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test [BibTeX]	2016	Journal of Time Series Analysis Vol. 37(6), pp. 785-809	article	DOI URL
BibTeX: @article{Betken_2016, author = "Annika Betken", title = "Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test", journal = "Journal of Time Series Analysis", publisher = "Wiley-Blackwell", year = "2016", volume = "37", number = "6", pages = "785--809", url = "http://onlinelibrary.wiley.com/doi/10.1111/jtsa.12187/abstract?campaign=wolearlyview", doi = "http://doi.org/10.1111/jtsa.12187" }
2017-04-12
Betken, A. & Wendler, M.	Subsampling for general statistics under long range dependence with application to change point analysis [BibTeX]	2018	Statistica Sinica Vol. 28, pp. 1199-1224	article	DOI URL
BibTeX: @article{BetkenWendler2018, author = "Annika Betken and Martin Wendler", title = "Subsampling for general statistics under long range dependence with application to change point analysis", journal = "Statistica Sinica", year = "2018", volume = "28", pages = "1199-1224", url = "http://www3.stat.sinica.edu.tw/statistica/j28n3/J28N35/J28N35.html", doi = "http://doi.org/10.5705/ss.202015.04351199" }
2018-08-12
Bharath, K., Pozdnyakov, V. & Dey, D.K.	Can Tests for Jumps be Viewed as Tests for Clusters? [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1310.1630B, author = "Bharath, K. and Pozdnyakov, V. and Dey, D. K.", title = "Can Tests for Jumps be Viewed as Tests for Clusters?", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1310.1630B" }
2014.01.31
Bhattacharya, P.K.	Some Aspects of Change-Point Analysis [BibTeX]	1994	IMS Lecture Notes - Monograph Series Vol. 23, pp. 28-56	article	URL
BibTeX: @article{Bhattacharya1994, author = "Bhattacharya, P. K.", title = "Some Aspects of Change-Point Analysis", journal = "IMS Lecture Notes - Monograph Series", year = "1994", volume = "23", pages = "28--56", url = "http://www.jstor.org/stable/4355761" }
2012.03.01
Blocker, A.W. & Protopapas, P.	Semi-parametric Robust Event Detection for Massive Time-Domain Databases [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1301.3027B, author = "Blocker, A. W and Protopapas, P.", title = "Semi-parametric Robust Event Detection for Massive Time-Domain Databases", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1301.3027B" }
2013.04.15
Blythe, D.A.J., Meinecke, F.C., von Bünau, P. & Müller, K.-R.	Explorative data analysis for changes in neural activity [BibTeX]	2013	Journal of Neural Engineering Vol. 10(2), pp. 026018	article	URL
BibTeX: @article{1741-2552-10-2-026018, author = "Duncan A J Blythe and Frank C Meinecke and Paul von Bünau and Klaus-Robert Müller", title = "Explorative data analysis for changes in neural activity", journal = "Journal of Neural Engineering", year = "2013", volume = "10", number = "2", pages = "026018", url = "http://stacks.iop.org/1741-2552/10/i=2/a=026018" }
2013.04.15
Bockhorst, J. & Jojic, N.	Discovering Patterns in Biological Sequences by Optimal Segmentation [BibTeX]	2007	Proceedings of the 23rd Conference in Uncertainty in Artificial Intelligence	inproceedings
BibTeX: @inproceedings{BockhorstJojic2007, author = "J. Bockhorst and N. Jojic", title = "Discovering Patterns in Biological Sequences by Optimal Segmentation", booktitle = "Proceedings of the 23rd Conference in Uncertainty in Artificial Intelligence", year = "2007" }
2012.12.19
Bodenham, D.A. & Adams, N.M.	Continuous monitoring for changepoints in data streams using adaptive estimation [BibTeX]	2016	Statistics and Computing Vol. 27(5), pp. 1257-1270	article	DOI URL
BibTeX: @article{Bodenham_2016, author = "Dean A. Bodenham and Niall M. Adams", title = "Continuous monitoring for changepoints in data streams using adaptive estimation", journal = "Statistics and Computing", publisher = "Springer Nature", year = "2016", volume = "27", number = "5", pages = "1257--1270", url = "https://link.springer.com/article/10.1007/s11222-016-9684-8?wt_mc=alerts.TOCjournals", doi = "http://doi.org/10.1007/s11222-016-9684-8" }
2017-05-20
Borowski, M., Rudak, N., Hussong, B., Wied, D., Kuhnt, S. & Tillmann, W.	On- and offline detection of structural breaks in thermal spraying processes [BibTeX]	2014	Journal of Applied Statistics Vol. 41(5), pp. 1073-1090	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2013.860957, author = "Borowski, Matthias and Rudak, Nikolaus and Hussong, Birger and Wied, Dominik and Kuhnt, Sonja and Tillmann, Wolfgang", title = "On- and offline detection of structural breaks in thermal spraying processes", journal = "Journal of Applied Statistics", year = "2014", volume = "41", number = "5", pages = "1073-1090", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2013.860957", doi = "http://doi.org/10.1080/02664763.2013.860957" }
2014.03.24
Bouaziz, O. & Nuel, G.	A Change-Point Model for Detecting Heterogeneity in Ordered Survival Responses [BibTeX]	2016	ArXiv e-prints	article	URL
BibTeX: @article{BouazizNuel2016, author = "Olivier Bouaziz and Gregory Nuel", title = "A Change-Point Model for Detecting Heterogeneity in Ordered Survival Responses", journal = "ArXiv e-prints", year = "2016", url = "https://arxiv.org/abs/1603.04189" }
2017-04-12
Bradley, J.R., Wikle, C.K. & Holan, S.H.	Bayesian Spatial Change of Support for Count-Valued Survey Data With Application to the American Community Survey [BibTeX]	2016	Journal of the American Statistical Association Vol. 111(514), pp. 472-487	article	DOI
BibTeX: @article{Bradley_2016, author = "Jonathan R. Bradley and Christopher K. Wikle and Scott H. Holan", title = "Bayesian Spatial Change of Support for Count-Valued Survey Data With Application to the American Community Survey", journal = "Journal of the American Statistical Association", publisher = "Informa UK Limited", year = "2016", volume = "111", number = "514", pages = "472--487", doi = "http://doi.org/10.1080/01621459.2015.1117471" }
2017.03.25
Brault, V., Ouadah, S., Sansonnet, L. & Lévy-Leduc, C.	Nonparametric homogeneity tests and multiple change-point estimation for analyzing large Hi-C data matrices [BibTeX]	2016	ArXiv e-prints	article	URL
BibTeX: @article{Brault2016, author = "Vincent Brault and Sarah Ouadah and Laure Sansonnet and Céline Lévy-Leduc", title = "Nonparametric homogeneity tests and multiple change-point estimation for analyzing large Hi-C data matrices", journal = "ArXiv e-prints", year = "2016", url = "https://arxiv.org/abs/1605.03751" }
2017-04-12
Braun, J.V., Braun, R.K. & Muller, H.G.	Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation [BibTeX]	2000	Biometrika Vol. 87(2), pp. 301-314	article	URL
BibTeX: @article{BraunBraunMuller2000, author = "Braun, J. V. And Braun, R. K. And Muller, H. -G.", title = "Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation", journal = "Biometrika", publisher = "Biometrika Trust", year = "2000", volume = "87", number = "2", pages = "301--314", url = "http://www.jstor.org/stable/2673465" }
2012.03.01
Braun, J.V. & Muller, H.-G.	Statistical Methods for DNA Sequence Segmentation [BibTeX]	1998	Statistical Science Vol. 13(2), pp. 142-162	article	URL
BibTeX: @article{BraunMuller1998, author = "Braun, Jerome V. And Muller, Hans-Georg", title = "Statistical Methods for DNA Sequence Segmentation", journal = "Statistical Science", publisher = "Institute of Mathematical Statistics", year = "1998", volume = "13", number = "2", pages = "142--162", url = "http://www.jstor.org/stable/2676755" }
2012.03.01
Brodsky, B. & Darkhovsky, B.	Asymptotically Optimal Detection of Changes in Stochastic Models with Switching Regimes [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1301.5722B, author = "Brodsky, B. and Darkhovsky, B.", title = "Asymptotically Optimal Detection of Changes in Stochastic Models with Switching Regimes", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1301.5722B" }
2013.04.15
Brodsky, B.E. & Darkhovsky, B.S.	Nonparametric methods in change-point problems [BibTeX]	1993		book	URL
BibTeX: @book{BrodskyDarkhovsky1993, author = "Brodsky, B. E. and Darkhovsky, B. S.", title = "Nonparametric methods in change-point problems", publisher = "Springer", year = "1993", url = "http://www.springer.com/statistics/book/978-0-7923-2122-4" }
2012.03.01
Brown, M.	Monitoring a Poisson process in several categories subject to changes in the arrival rates [BibTeX]	2008	Statistics and Probability Letters Vol. 78, pp. 2637-2643	article	URL
BibTeX: @article{Brown2008, author = "Brown, M.", title = "Monitoring a Poisson process in several categories subject to changes in the arrival rates", journal = "Statistics and Probability Letters", publisher = "Elsevier", year = "2008", volume = "78", pages = "2637--2643", url = "http://www.sciencedirect.com/science/article/pii/S0167715208001764" }
2012.03.01
Bull, A.D.	Estimating time-changes in noisy Lbackslash'evy models [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1312.5911B, author = "Bull, A. D.", title = "Estimating time-changes in noisy Lbackslash'evy models", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1312.5911B" }
2014.02.03
Burdejova, P., Härdle, W., Kokoszka, P. & Xiong, Q.	Change point and trend analyses of annual expectile curves of tropical storms [BibTeX]	2017	Econometrics and Statistics Vol. 1, pp. 101-117	article	DOI URL
BibTeX: @article{Burdejova_2017, author = "P. Burdejova and W. Härdle and P. Kokoszka and Q. Xiong", title = "Change point and trend analyses of annual expectile curves of tropical storms", journal = "Econometrics and Statistics", publisher = "Elsevier BV", year = "2017", volume = "1", pages = "101--117", url = "http://www.sciencedirect.com/science/article/pii/S2452306216300120", doi = "http://doi.org/10.1016/j.ecosta.2016.09.002" }
2017-04-13
Cai, S., Chen, J. & Zidek, J.V.	Hypothesis test in the presence of multiple samples under density ratio models [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1309.4740C, author = "Cai, S. and Chen, J. and Zidek, J. V.", title = "Hypothesis test in the presence of multiple samples under density ratio models", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1309.4740C" }
2013.12.20
Cai, X., Said, K.K. & Ning, W.	Change-point analysis with bathtub shape for the exponential distribution [BibTeX]	2016	Journal of Applied Statistics Vol. 43(15), pp. 2740-2750	article	DOI URL
BibTeX: @article{Cai_2016, author = "Xia Cai and Khamis Khalid Said and Wei Ning", title = "Change-point analysis with bathtub shape for the exponential distribution", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2016", volume = "43", number = "15", pages = "2740--2750", url = "http://www.tandfonline.com/doi/full/10.1080/02664763.2016.1143455", doi = "http://doi.org/10.1080/02664763.2016.1143455" }
2017-04-12
Cao, Y., Thompson, A., Wang, M. & Xie, Y.	Sketching for Sequential Change-Point Detection [BibTeX]	2016	ArXiv e-prints	article	URL
BibTeX: @article{Cao2016, author = "Yang Cao and Andrew Thompson and Meng Wang and Yao Xie", title = "Sketching for Sequential Change-Point Detection", journal = "ArXiv e-prints", year = "2016", url = "https://arxiv.org/abs/1505.06770" }
2017-04-12
Carlstein, E., Muller, H.G. & Siegmund, D.	Change-point problems [BibTeX]	1994		book	URL
BibTeX: @book{CarlsteinMullerSiegmund94, author = "Carlstein, E. and Muller, H. G. and Siegmund, D.", title = "Change-point problems", publisher = "Institute of Mathematical Statistics Lecture Notes", year = "1994", url = "http://projecteuclid.org/euclid.lnms/1215463106" }
2012.03.01
Carter, A.V. & Steigerwald, D.G.	Testing for Regime Switching: A Comment [BibTeX]	2012	Econometrica Vol. 80(4), pp. 1809-1812	article	DOI URL
BibTeX: @article{ECTA:ECTA1242, author = "Carter, Andrew V. and Steigerwald, Douglas G.", title = "Testing for Regime Switching: A Comment", journal = "Econometrica", publisher = "Blackwell Publishing Ltd", year = "2012", volume = "80", number = "4", pages = "1809--1812", url = "http://dx.doi.org/10.3982/ECTA9622", doi = "http://doi.org/10.3982/ECTA9622" }
2012.09.16
Cavicchioli, M.	DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS [BibTeX]	2014	Journal of Time Series Analysis Vol. 35(2), pp. 173-186	article	DOI URL
BibTeX: @article{JTSA:JTSA12057, author = "Cavicchioli, Maddalena", title = "DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS", journal = "Journal of Time Series Analysis", year = "2014", volume = "35", number = "2", pages = "173--186", url = "http://dx.doi.org/10.1002/jtsa.12057", doi = "http://doi.org/10.1002/jtsa.12057" }
2014.03.24
Chakar, S., Lebarbier, É., Lévy-Leduc, C. & Robin, S.	A robust approach to multiple change-point estimation in an AR(1) process [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1403.1958C, author = "Chakar, S. and Lebarbier, É. and Lévy-Leduc, C. and Robin, S.", title = "A robust approach to multiple change-point estimation in an AR(1) process", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1403.1958C" }
2014.03.24
Chamroukhi, F.	Piecewise regression mixture for simultaneous curve clustering and optimal segmentation [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1312.6974C, author = "Chamroukhi, F.", title = "Piecewise regression mixture for simultaneous curve clustering and optimal segmentation", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1312.6974C" }
2014.02.03
Chamroukhi, F., Mohammed, S., Trabelsi, D., Oukhellou, L. & Amirat, Y.	Joint segmentation of multivariate time series with hidden process regression for human activity recognition [BibTeX]	2013	Neurocomputing Vol. 120, pp. 633 - 644	article	DOI URL
BibTeX: @article{Chamroukhi2013633, author = "F. Chamroukhi and S. Mohammed and D. Trabelsi and L. Oukhellou and Y. Amirat", title = "Joint segmentation of multivariate time series with hidden process regression for human activity recognition ", journal = "Neurocomputing ", year = "2013", volume = "120", pages = "633 - 644", url = "http://www.sciencedirect.com/science/article/pii/S0925231213004086", doi = "http://doi.org/10.1016/j.neucom.2013.04.003" }
2014.02.03
Chamroukhi, F., Same, A., Aknin, P. & Govaert, G.	Model-based clustering with Hidden Markov Model regression for time series with regime changes [BibTeX]	2011	Neural Networks (IJCNN), The 2011 International Joint Conference on, pp. 2814-2821	inproceedings	DOI
BibTeX: @inproceedings{6033590, author = "Chamroukhi, F. and Same, A. and Aknin, P. and Govaert, G.", title = "Model-based clustering with Hidden Markov Model regression for time series with regime changes", booktitle = "Neural Networks (IJCNN), The 2011 International Joint Conference on", year = "2011", pages = "2814-2821", doi = "http://doi.org/10.1109/IJCNN.2011.6033590" }
2014.02.03
Chan, H.P. & Walther, G.	Detection with the scan and the average likelihood ratio [BibTeX]	2011	ArXiv e-prints	article	URL
BibTeX: @article{2011arXiv1107.4344C, author = "Chan, H. P. and Walther, G.", title = "Detection with the scan and the average likelihood ratio", journal = "ArXiv e-prints", year = "2011", url = "http://adsabs.harvard.edu/abs/2011arXiv1107.4344C" }
2014.03.24
Chan, H.P. & Walther, G.	Detection with the scan and the average likelihood ratio [BibTeX]	2013	Statistica Sinica Vol. 23, pp. 409-428	article	DOI URL
BibTeX: @article{dx.doi.org/10.5705/ss.2011.169, author = "Chan, H. P. and Walther, G.", title = "Detection with the scan and the average likelihood ratio", journal = "Statistica Sinica", year = "2013", volume = "23", pages = "409-428", url = "http://dx.doi.org/10.5705/ss.2011.169", doi = "http://doi.org/10.5705/ss.2011.169" }
2014.03.24
Chan, N.H., Yau, C.Y. & Zhang, R.-M.	Group LASSO for Structural Break Time Series [BibTeX]	2014	Journal of the American Statistical Association Vol. 109(506), pp. 590-599	article	DOI URL
BibTeX: @article{Chan_2014, author = "Ngai Hang Chan and Chun Yip Yau and Rong-Mao Zhang", title = "Group LASSO for Structural Break Time Series", journal = "Journal of the American Statistical Association", publisher = "Informa UK Limited", year = "2014", volume = "109", number = "506", pages = "590--599", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2013.866566", doi = "http://doi.org/10.1080/01621459.2013.866566" }
2013-12-04
Chan, N.H., Yau, C.Y. & Zhang, R.-M.	Group LASSO for Structural Break Time Series [BibTeX]	2014	Journal of the American Statistical Association	article	DOI URL
BibTeX: @article{doi:10.1080/01621459.2013.866566, author = "Chan, Ngai Hang and Yau, Chun Yip and Zhang, Rong-Mao", title = "Group LASSO for Structural Break Time Series", journal = "Journal of the American Statistical Association", year = "2014", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2013.866566", doi = "http://doi.org/10.1080/01621459.2013.866566" }
2013.12.20
Chang, S.Y. & Perron, P.	Inference on a Structural Break in Trend with Fractionally Integrated Errors [BibTeX]	2016	Journal of Time Series Analysis Vol. 37(4), pp. 555-574	article	DOI
BibTeX: @article{Chang_2016, author = "Seong Yeon Chang and Pierre Perron", title = "Inference on a Structural Break in Trend with Fractionally Integrated Errors", journal = "Journal of Time Series Analysis", publisher = "Wiley-Blackwell", year = "2016", volume = "37", number = "4", pages = "555--574", doi = "http://doi.org/10.1111/jtsa.12176" }
2017.03.25
Chaturvedi, A. & Shrivastava, A.	Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 45(2), pp. 307-320	article	DOI URL
BibTeX: @article{Chaturvedi_2016, author = "Anoop Chaturvedi and Arvind Shrivastava", title = "Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "45", number = "2", pages = "307--320", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2013.806666", doi = "http://doi.org/10.1080/03610926.2013.806666" }
2017-04-12
Chen, B. & Hong, Y.	Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression [BibTeX]	2012	Econometrica Vol. 80(3), pp. 1157-1183	article	DOI URL
BibTeX: @article{ECTA:ECTA1219, author = "Chen, Bin and Hong, Yongmiao", title = "Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression", journal = "Econometrica", publisher = "Blackwell Publishing Ltd", year = "2012", volume = "80", number = "3", pages = "1157--1183", url = "http://dx.doi.org/10.3982/ECTA7990", doi = "http://doi.org/10.3982/ECTA7990" }
2012.09.16
Chen, F. & Nkurunziza, S.	A short note on model selection by LASSO methods in a change-point model [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1403.1830C, author = "Chen, F. and Nkurunziza, S.", title = "A short note on model selection by LASSO methods in a change-point model", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1403.1830C" }
2014.03.24
Chen, F. & Nkurunziza, S.	On Estimation of the Change-points in Multivariate Regression Models with Structural Changes [BibTeX]	2016	Communications in Statistics - Theory and Methods, pp. 0-0	article	DOI
BibTeX: @article{Chen_2016, author = "Fuqi Chen and Sévérien Nkurunziza", title = "On Estimation of the Change-points in Multivariate Regression Models with Structural Changes", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", pages = "0--0", doi = "http://doi.org/10.1080/03610926.2016.1143510" }
2017-04-12
Chen, F. & Nkurunziza, S.	On estimation of the change points in multivariate regression models with structural changes [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(14), pp. 7157-7173	article	DOI URL
BibTeX: @article{Chen_2016, author = "Fuqi Chen and Sévérien Nkurunziza", title = "On estimation of the change points in multivariate regression models with structural changes", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "14", pages = "7157--7173", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2016.1143510", doi = "http://doi.org/10.1080/03610926.2016.1143510" }
2017-04-30
Chen, H. & Zhang, N.	Graph-Based Change-Point Detection [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1209.1625C, author = "Chen, H. and Zhang, N.", title = "Graph-Based Change-Point Detection", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1209.1625C" }
2012.12.19
Chen, H. & Zhang, N.	Graph-Based Change-Point Detection [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv:1209.1625v3, author = "Hao Chen and Nancy Zhang", title = "Graph-Based Change-Point Detection", journal = "ArXiv e-prints", year = "2014", url = "https://arxiv.org/abs/1404.2050" }
2014-08-26
Chen, J. & Gupta, A.K.	Testing and locating variance changepoints with application to stock prices [BibTeX]	1997	Journal of the American Statistical Association Vol. 92(438), pp. 739 - 747	article	URL
BibTeX: @article{ChenGupta1997, author = "Chen, J. and Gupta, A. K.", title = "Testing and locating variance changepoints with application to stock prices", journal = "Journal of the American Statistical Association", year = "1997", volume = "92", number = "438", pages = "739 -- 747", url = "http://www.jstor.org/stable/2965722" }
2012.03.01
Chen, J. & Gupta, A.K.	Parametric statistical change point analysis [BibTeX]	2000		book	URL
BibTeX: @book{ChenGupta2000, author = "Chen, J. and Gupta, A. K.", title = "Parametric statistical change point analysis", publisher = "Birkhauser", year = "2000", url = "http://www.springer.com/birkhauser/applied+probability+and+statistics/book/978-0-8176-4800-8" }
2012.03.01
Chen, J., Gupta, A.K. & Pan, J.	Information Criterion and Change Point Problem for Regular Models [BibTeX]	2006	Sankhya: The Indian Journal of Statistics Vol. 68(2), pp. 252-282	article	URL
BibTeX: @article{ChenGuptaPan2006, author = "Chen, J. and Gupta, A. K. and Pan, J.", title = "Information Criterion and Change Point Problem for Regular Models", journal = "Sankhya: The Indian Journal of Statistics", publisher = "Indian Statistical Institute", year = "2006", volume = "68", number = "2", pages = "252--282", url = "http://www.jstor.org/stable/25053496" }
2012.03.01
Chen, M., Lin, H. & Zhao, H.	Change point analysis of histone modifications reveals epigenetic blocks with distinct regulatory activity and biological functions [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1309.5337C, author = "Chen, M. and Lin, H. and Zhao, H.", title = "Change point analysis of histone modifications reveals epigenetic blocks with distinct regulatory activity and biological functions", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1309.5337C" }
2013.12.20
Chen, Z.	Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 44(1), pp. 71-87	article	DOI URL
BibTeX: @article{Chen_2014, author = "Zhanshou Chen", title = "Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "1", pages = "71--87", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.765469", doi = "http://doi.org/10.1080/03610918.2013.765469" }
2013-10-23
Chen, Z.	Monitoring Change in Persistence Against the Null of Difference-stationarity in Infinite Variance Observations [BibTeX]	2014	Communications in Statistics - Simulation and Computation	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2013.765469, author = "Chen, Zhanshou", title = "Monitoring Change in Persistence Against the Null of Difference-stationarity in Infinite Variance Observations", journal = "Communications in Statistics - Simulation and Computation", year = "2014", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.765469", doi = "http://doi.org/10.1080/03610918.2013.765469" }
2013.12.20
Cheng, T.	An efficient algorithm for estimating a change-point [BibTeX]	2009	Statistics and Probability Letters Vol. 79, pp. 559-565	article	URL
BibTeX: @article{Cheng2009, author = "Cheng, T.", title = "An efficient algorithm for estimating a change-point", journal = "Statistics and Probability Letters", publisher = "Elsevier", year = "2009", volume = "79", pages = "559--565", url = "http://www.sciencedirect.com/science/article/pii/S0167715208004653" }
2012.03.01
Chernoff, H. & Zacks, S.	Estimating the current mean of a normal distribution which is subjected to changes in time [BibTeX]	1964	Annals of Mathematical Statistics Vol. 35(3), pp. 999-1018	article	URL
BibTeX: @article{ChernoffZacks1964, author = "Chernoff, H. and Zacks, S.", title = "Estimating the current mean of a normal distribution which is subjected to changes in time", journal = "Annals of Mathematical Statistics", year = "1964", volume = "35", number = "3", pages = "999-1018", url = "http://www.jstor.org/stable/2238232" }
2012.03.01
Chernoyarov, O.V., Kutoyants, Y.A. & Top, A.	On Multiple Change-Point Estimation For Poisson Process [BibTeX]	2017	Communications in Statistics - Theory and Methods, pp. 0-0	article	DOI URL
BibTeX: @article{Chernoyarov_2017, author = "O. V. Chernoyarov and Yu. A. Kutoyants and A. Top", title = "On Multiple Change-Point Estimation For Poisson Process", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2017", pages = "0--0", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2017.1317810", doi = "http://doi.org/10.1080/03610926.2017.1317810" }
2017-04-30
Chernoyarov, O.V., Kutoyants, Y.A. & Top, A.	On multiple change-point estimation for Poisson process [BibTeX]	2018	Communications in Statistics - Theory and Methods Vol. 47(5), pp. 1215-1233	article	DOI
BibTeX: @article{ChernoyarovKutoyantsTop2018, author = "O. V. Chernoyarov and Yu. A. Kutoyants and A. Top", title = "On multiple change-point estimation for Poisson process", journal = "Communications in Statistics - Theory and Methods", year = "2018", volume = "47", number = "5", pages = "1215-1233", doi = "http://doi.org/10.1080/03610926.2017.1317810" }
2018-08-12
Chib, S.	Estimation and comparison of multiple change-point models [BibTeX]	1998	Journal of Econometrics Vol. 86, pp. 221-241	article	URL
BibTeX: @article{Chib1998, author = "Chib, S.", title = "Estimation and comparison of multiple change-point models", journal = "Journal of Econometrics", publisher = "Elsevier", year = "1998", volume = "86", pages = "221--241", url = "http://www.sciencedirect.com/science/article/pii/S0304407697001152" }
2012.03.01
Cho, H. & Fryzlewicz, P.	Multiple-change-point detection for high dimensional time series via sparsified binary segmentation [BibTeX]	2014	Journal of the Royal Statistical Society: Series B (Statistical Methodology) Vol. 77(2), pp. 475-507	article	DOI URL
BibTeX: @article{Cho_2014, author = "Haeran Cho and Piotr Fryzlewicz", title = "Multiple-change-point detection for high dimensional time series via sparsified binary segmentation", journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)", publisher = "Wiley-Blackwell", year = "2014", volume = "77", number = "2", pages = "475--507", url = "http://onlinelibrary.wiley.com/doi/10.1111/rssb.12079/abstract?campaign=wolearlyview", doi = "http://doi.org/10.1111/rssb.12079" }
2014-07-24
Cho, H. & Fryzlewicz, P.	Multiscale and multilevel technique for consistent segmentation of nonstationary time series [BibTeX]	2012	Statistica Sinica Vol. 22, pp. 207-229	article	URL
BibTeX: @article{ChoFryzlewicz2011, author = "Cho, H. and Fryzlewicz, P.", title = "Multiscale and multilevel technique for consistent segmentation of nonstationary time series", journal = "Statistica Sinica", year = "2012", volume = "22", pages = "207--229", url = "http://dx.doi.org/10.5705/ss.2009.280" }
2012.03.01
Cho, H. & Fryzlewicz, P.	Multiple change-point detection for high-dimensional time series via Sparsified Binary Segmentation [BibTeX]	2012	(In submission)School: London School of Economics	techreport	URL
BibTeX: @techreport{ChoFryzlewicz2012Preprint, author = "Cho,H. and Fryzlewicz, P.", title = "Multiple change-point detection for high-dimensional time series via Sparsified Binary Segmentation", journal = "(In submission)", school = "London School of Economics", year = "2012", url = "http://stats.lse.ac.uk/fryzlewicz/sbs/sbs.pdf" }
2012.08.21
Cho, S. & Jiang, J.	Change Detection in the Mean of a White Gaussian Process by the Backward Standardized Sum [BibTeX]	2016	Communications in Statistics - Theory and Methods, pp. 0-0	article	DOI URL
BibTeX: @article{Cho_2016, author = "Sungwhan Cho and Jin Jiang", title = "Change Detection in the Mean of a White Gaussian Process by the Backward Standardized Sum", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", pages = "0--0", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2016.1179761", doi = "http://doi.org/10.1080/03610926.2016.1179761" }
2017-04-12
Choi, H., Ombao, H. & Ray, B.	Sequential Change-Point Detection Methods for Nonstationary Time Series [BibTeX]	2008	Technometrics Vol. 50(1), pp. 40-52	article	URL
BibTeX: @article{ChoiOmbaoRay2008, author = "Choi, H. And Ombao, H. And Ray, B.", title = "Sequential Change-Point Detection Methods for Nonstationary Time Series", journal = "Technometrics", publisher = "American Statistical Association and the American Society for Quality", year = "2008", volume = "50", number = "1", pages = "40--52", url = "http://pubs.amstat.org/doi/abs/10.1198/004017007000000434?journalCode=tech" }
2012.03.01
Ciuperca, G.	Two tests for sequential detection of a change-point in a nonlinear model [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1206.2729C, author = "Ciuperca, G.", title = "Two tests for sequential detection of a change-point in a nonlinear model", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1206.2729C" }
2013.04.15
Ciuperca, G.	Quantile regression in high-dimension with breaking [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1302.4244C, author = "Ciuperca, G.", title = "Quantile regression in high-dimension with breaking", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1302.4244C" }
2013.04.15
Ciuperca, G.	Estimation in a change-point nonlinear quantile model [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1401.4883C, author = "Ciuperca, G.", title = "Estimation in a change-point nonlinear quantile model", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1401.4883C" }
2014.02.03
Ciuperca, G.	Estimation in a change-point non linear quantile model [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(12), pp. 6017-6034	article	DOI URL
BibTeX: @article{Ciuperca_2016, author = "Gabriela Ciuperca", title = "Estimation in a change-point non linear quantile model", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "12", pages = "6017--6034", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2015.1116576", doi = "http://doi.org/10.1080/03610926.2015.1116576" }
2017-04-12
Ciuperca, G.	Model selection by LASSO methods in a change-point model [BibTeX]	2013	Statistical Papers, pp. (To appear)	article	DOI URL
BibTeX: @article{Ciuperca2012, author = "Ciuperca, Gabriela", title = "Model selection by LASSO methods in a change-point model", journal = "Statistical Papers", publisher = "Springer-Verlag", year = "2013", pages = "(To appear)", url = "http://dx.doi.org/10.1007/s00362-012-0482-x", doi = "http://doi.org/10.1007/s00362-012-0482-x" }
2012.12.19
Ciuperca, G. & Salloum, Z.	Empirical likelihood test in a posteriori change-point nonlinear model [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1312.3757C, author = "Ciuperca, G. and Salloum, Z.", title = "Empirical likelihood test in a posteriori change-point nonlinear model", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1312.3757C" }
2014.02.03
Claudia & Kirch	Block permutation principles for the change analysis of dependent data [BibTeX]	2007	Journal of Statistical Planning and Inference Vol. 137(7), pp. 2453 - 2474	article	DOI URL
BibTeX: @article{Claudia20072453, author = "Claudia and Kirch", title = "Block permutation principles for the change analysis of dependent data", journal = "Journal of Statistical Planning and Inference", year = "2007", volume = "137", number = "7", pages = "2453 -- 2474", url = "http://www.sciencedirect.com/science/article/pii/S0378375806002825", doi = "http://doi.org/10.1016/j.jspi.2006.09.026" }
2012.03.01
Clements, M.P. & Hendry, D.F.	Chapter 12 Forecasting with Breaks [BibTeX]	2006	Vol. 1, pp. 605-657	incollection	DOI URL
BibTeX: @incollection{Clements2006605, author = "Michael P. Clements and David F. Hendry", title = "Chapter 12 Forecasting with Breaks ", publisher = "Elsevier", year = "2006", volume = "1", pages = "605--657", url = "http://www.sciencedirect.com/science/article/pii/S1574070605010128", doi = "http://doi.org/10.1016/S1574-0706(05)01012-8" }
2014.02.03
Cleynen, A. & Lebarbier, E.	Segmentation of the Poisson and negative binomial rate models: a penalized estimator [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1301.2534C, author = "Cleynen, A. and Lebarbier, E.", title = "Segmentation of the Poisson and negative binomial rate models: a penalized estimator", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1301.2534C" }
2012.12.19
Cleynen, A., Luong, T.M., Rigaill, G. & Nuel, G.	Fast estimation of the ICL criterion for change-point detection problems with applications to Next-Generation Sequencing data [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1211.3210C, author = "Cleynen, A. and Luong, T. M. and Rigaill, G. and Nuel, G.", title = "Fast estimation of the ICL criterion for change-point detection problems with applications to Next-Generation Sequencing data", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1211.3210C" }
2012.12.19
Cleynen, A. & Robin, S.	Comparing change-point locations of independent profiles with application to gene annotation [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1307.3146C, author = "Cleynen, A. and Robin, S.", title = "Comparing change-point locations of independent profiles with application to gene annotation", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1307.3146C" }
2013-07-20
Cobb, G.W.	The problem of the Nile: Conditional solution to a changepoint problem [BibTeX]	1978	Biometrika Vol. 65(2), pp. 243-251	article	URL
BibTeX: @article{Cobb1978, author = "Cobb, George W.", title = "The problem of the Nile: Conditional solution to a changepoint problem", journal = "Biometrika", year = "1978", volume = "65", number = "2", pages = "243--251", url = "http://www.jstor.org/stable/2335202" }
2012.03.01
Cohen, E. & Kaplan, H.	How to Estimate Change from Samples [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1203.4903C, author = "Cohen, E. and Kaplan, H.", title = "How to Estimate Change from Samples", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1203.4903C" }
2013.04.15
Corneli, M., Latouche, P. & Rossi, F.	Multiple change points detection and clustering in dynamic networks [BibTeX]	2018	Statistics and Computing Vol. 28(5)	article	URL
BibTeX: @article{CorneliLatoucheRossi2018, author = "Marco Corneli and Pierre Latouche and Fabrice Rossi", title = "Multiple change points detection and clustering in dynamic networks", journal = "Statistics and Computing", year = "2018", volume = "28", number = "5", url = "https://link.springer.com/article/10.1007/s11222-017-9775-1?wt_mc=alerts.TOCjournals&utm_source=toc&utm_medium=email&utm_campaign=toc_11222_28_5" }
2018-08-12
Csörgő, M. & Horváth, L.	Limit Theorems in Change-Point Analysis [BibTeX]	1997		book	URL
BibTeX: @book{1997CsorgoLH, author = "Miklós Csörgő and Lajos Horváth", title = "Limit Theorems in Change-Point Analysis", publisher = "Wiley Series in Probability and Statistics", year = "1997", url = "http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0471955221.html" }
2010.06.18
Csorgo, M. & Hu, Z.	Change in the mean in the domain of attraction of the normal law via Darling-Erdos theorems [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1304.1370C, author = "Csorgo, M. and Hu, Z.", title = "Change in the mean in the domain of attraction of the normal law via Darling-Erdos theorems", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1304.1370C" }
2013.04.05
Dachian, S. & Yang, L.	On a Poissonian Change-Point Model with Variable Jump Size [BibTeX]	2015	ArXiv e-prints	article	URL
BibTeX: @article{2015arXiv:1403.7866, author = "Serguei Dachian and Lin Yang", title = "On a Poissonian Change-Point Model with Variable Jump Size", journal = "ArXiv e-prints", year = "2015", url = "https://arxiv.org/abs/1403.7866" }
2015-02-24
Dai, W. & Tong, T.	Variance estimation in nonparametric regression with jump discontinuities [BibTeX]	2014	Journal of Applied Statistics Vol. 41(3), pp. 530-545	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2013.842962, author = "Dai, Wenlin and Tong, Tiejun", title = "Variance estimation in nonparametric regression with jump discontinuities", journal = "Journal of Applied Statistics", year = "2014", volume = "41", number = "3", pages = "530--545", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2013.842962", doi = "http://doi.org/10.1080/02664763.2013.842962" }
2013.12.20
Dan, W., Pengjiang, G. & Zhiming, X.	Detection and estimation of structural change in heavy-tailed sequence [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(2), pp. 815-827	article	DOI URL
BibTeX: @article{Dan_2016, author = "Wang Dan and Guo Pengjiang and Xia Zhiming", title = "Detection and estimation of structural change in heavy-tailed sequence", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "2", pages = "815--827", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2015.1006780", doi = "http://doi.org/10.1080/03610926.2015.1006780" }
2017-04-12
Darkhovski, B.S.	Nonparametric Methods in Change-Point Problems: A General Approach and Some Concrete Algorithms [BibTeX]	1994	Lecture Notes-Monograph Series Vol. 23, pp. pp. 99-107	article	URL
BibTeX: @article{Darkhovski1994, author = "Darkhovski, Boris S.", title = "Nonparametric Methods in Change-Point Problems: A General Approach and Some Concrete Algorithms", journal = "Lecture Notes-Monograph Series", publisher = "Institute of Mathematical Statistics", year = "1994", volume = "23", pages = "pp. 99-107", url = "http://www.jstor.org/stable/4355766" }
2012.03.01
	Mini-Workshop: Time Series with Sudden Structural Changes [BibTeX]	2008	Vol. 5(1), pp. 557-586	proceedings	DOI URL
BibTeX: @proceedings{Oberwolfach2008,, title = "Mini-Workshop: Time Series with Sudden Structural Changes", year = "2008", volume = "5", number = "1", pages = "557--586", url = "http://dx.doi.org/10.4171/OWR/2008/12", doi = "http://doi.org/10.4171/OWR/2008/12" }
2012.12.19
Davis, R.A., Huang, D. & Yao, Y.-C.	Testing for a Change in the Parameter Values and Order of an Autoregressive Model [BibTeX]	1995	The Annals of Statistics Vol. 23(1), pp. pp. 282-304	article	URL
BibTeX: @article{DavisHuangYao1995, author = "Davis, Richard A. and Huang, Dawei and Yao, Yi-Ching", title = "Testing for a Change in the Parameter Values and Order of an Autoregressive Model", journal = "The Annals of Statistics", publisher = "Institute of Mathematical Statistics", year = "1995", volume = "23", number = "1", pages = "pp. 282--304", url = "http://www.jstor.org/stable/2242412" }
2012.03.01
Davis, R.A., Lee, T.C.M. & Rodriguez-Yam, G.A.	Structural Break Estimation for Nonstationary Time Series Models [BibTeX]	2006	Journal of the American Statistical Association Vol. 101(473), pp. 223-239	article	URL
BibTeX: @article{DavisLeeRodriguezYam2006, author = "Davis, R. A. And Lee, T. C. M. And Rodriguez-Yam, G. A.", title = "Structural Break Estimation for Nonstationary Time Series Models", journal = "Journal of the American Statistical Association", publisher = "American Statistical Association", year = "2006", volume = "101", number = "473", pages = "223--239", url = "http://pubs.amstat.org/doi/abs/10.1198/016214505000000745" }
2012.03.01
Davis, R.A., Lee, T.C.M. & Rodriguez-Yam, G.A.	Break Detection for a class of nonlinear time series models [BibTeX]	2008	Journal of Time Series Analysis Vol. 29(5), pp. 834-867	article	URL
BibTeX: @article{DavisLeeRodriguezYam2008, author = "Davis, R. A. And Lee, T. C. M. And Rodriguez-Yam, G. A.", title = "Break Detection for a class of nonlinear time series models", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing", year = "2008", volume = "29", number = "5", pages = "834--867", url = "http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9892.2008.00585.x/abstract" }
2012.03.01
Davis, R.A., Yao, Y.-C. & Huang, D.	On almost sure convergence of change-point estimators [BibTeX]	1994	Change-point problems, pp. 359-372	inproceedings	URL
BibTeX: @inproceedings{DavisYaoHuang1994, author = "Davis, Richard A. and Yao, Yi-Ching and Huang, Dawei", title = "On almost sure convergence of change-point estimators", booktitle = "Change-point problems", publisher = "Institute of Mathematical Statistics Lecture Notes", year = "1994", pages = "359--372", url = "http://projecteuclid.org/euclid.lnms/1215463106" }
2012.03.01
Dayanik, S., Goulding, C. & Poor, H.V.	Bayesian Sequential Change Diagnosis [BibTeX]	2008	Mathematics of Operations Research Vol. 33(2), pp. 475-496	article	URL
BibTeX: @article{Dayanik:2008, author = "Dayanik, S. and Goulding, C. and Poor, H. V.", title = "Bayesian Sequential Change Diagnosis", journal = "Mathematics of Operations Research", year = "2008", volume = "33", number = "2", pages = "475--496", url = "http://mor.journal.informs.org/content/33/2/475.abstract" }
2012.03.01
Dehling, H., Franke, B., Kott, T. & Kulperger, R.	Change Point Testing for the Drift Parameters of a Periodic Mean Reversion Process [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1211.0610D, author = "Dehling, H. and Franke, B. and Kott, T. and Kulperger, R.", title = "Change Point Testing for the Drift Parameters of a Periodic Mean Reversion Process", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1211.0610D" }
2012.12.19
Dehling, H., Fried, R., Garc\ia, I. & Wendler, M.	Change-Point Detection under Dependence Based on Two-Sample U-Statistics [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1304.2479D, author = "Dehling, H. and Fried, R. and Garc\ia, I. and Wendler, M.", title = "Change-Point Detection under Dependence Based on Two-Sample U-Statistics", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1304.2479D" }
2013.04.10
Dehling, H., Rooch, A. & Taqqu, M.S.	Power of Change-Point Tests for Long-Range Dependent Data [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1303.4917D, author = "Dehling, H. and Rooch, A. and Taqqu, M. S.", title = "Power of Change-Point Tests for Long-Range Dependent Data", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1303.4917D" }
2013.04.15
Dehling, H., Vogel, D., Wendler, M. & Wied, D.	Testing for Changes in the Rank Correlation of Time Series [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1203.4871D, author = "Dehling, H. and Vogel, D. and Wendler, M. and Wied, D. ", title = "Testing for Changes in the Rank Correlation of Time Series", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1203.4871D" }
2014.02.03
Delgado, M.A. & Hidalgo, J.	Nonparametric inference on structural breaks [BibTeX]	2000	Journal of Econometrics Vol. 96(1), pp. 113 - 144	article	DOI URL
BibTeX: @article{Delgado2000113, author = "Miguel A. Delgado and Javier Hidalgo", title = "Nonparametric inference on structural breaks", journal = "Journal of Econometrics", year = "2000", volume = "96", number = "1", pages = "113 -- 144", url = "http://www.sciencedirect.com/science/article/pii/S0304407699000524", doi = "http://doi.org/10.1016/S0304-4076(99)00052-4" }
2012.12.19
Denizcan Vanli, N., Sayin, M.O. & Kozat, S.S.	Online Piecewise Linear Regression via Infinite Depth Context Trees [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1401.6413D, author = "Denizcan Vanli, N. and Sayin, M. O. and Kozat, S. S.", title = "Online Piecewise Linear Regression via Infinite Depth Context Trees", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1401.6413D" }
2014.02.03
Dette, H. & Wied, D.	Detecting relevant changes in time series models [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv:1403.8120, author = "Holger Dette and Dominik Wied", title = "Detecting relevant changes in time series models", journal = "ArXiv e-prints", year = "2014", url = "https://arxiv.org/abs/1403.8120" }
2014-03-31
Dette, H. & Wied, D.	Detecting relevant changes in time series models [BibTeX]	2015	Journal of the Royal Statistical Society: Series B (Statistical Methodology) Vol. 78(2), pp. 371-394	article	DOI
BibTeX: @article{Dette_2015, author = "Holger Dette and Dominik Wied", title = "Detecting relevant changes in time series models", journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)", publisher = "Wiley-Blackwell", year = "2015", volume = "78", number = "2", pages = "371--394", doi = "http://doi.org/10.1111/rssb.12121" }
2017.03.25
Dey, K.K., Dhara, K., Karmakar, B. & Sengupta, S.	Univariate and data-depth based multivariate control charts using trimmed mean and winsorized standard deviation [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1211.4262D, author = "Dey, K. K. and Dhara, K. and Karmakar, B. and Sengupta, S.", title = "Univariate and data-depth based multivariate control charts using trimmed mean and winsorized standard deviation", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1211.4262D" }
2012.12.19
Diop, M.L. & Kengne, W.	Testing Parameter Change in General Integer-Valued Time Series [BibTeX]	2017	Journal of Time Series Analysis Vol. 38(6), pp. 880-894	article	DOI URL
BibTeX: @article{DiopKengne17, author = "Mamadou Lamine Diop and William Kengne", title = "Testing Parameter Change in General Integer-Valued Time Series", journal = "Journal of Time Series Analysis", year = "2017", volume = "38", number = "6", pages = "880-894", url = "https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12240?campaign=woletoc", doi = "http://doi.org/10.1111/jtsa.12240" }
2018-06-27
Dolgun, A. & Demirhan, H.	Performance of nonparametric multiple comparison tests under heteroscedasticity, dependency, and skewed error distribution [BibTeX]	2017	Communications in Statistics - Simulation and Computation Vol. 46(7), pp. 5166-5183	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2016.1146761, author = "Anil Dolgun and Haydar Demirhan", title = "Performance of nonparametric multiple comparison tests under heteroscedasticity, dependency, and skewed error distribution", journal = "Communications in Statistics - Simulation and Computation", year = "2017", volume = "46", number = "7", pages = "5166--5183", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2016.1146761", doi = "http://doi.org/10.1080/03610918.2016.1146761" }
2017-09-13
Dong, C., Miao, B., Tan, C., Wei, D. & Wu, Y.	An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate [BibTeX]	2013	Communications in Statistics - Theory and Methods	article	DOI URL
BibTeX: @article{doi:10.1080/03610926.2012.762395, author = "Dong, C. and Miao, B. and Tan, C. and Wei, D. and Wu, Y.", title = "An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate", journal = "Communications in Statistics - Theory and Methods", year = "2013", url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2012.762395", doi = "http://doi.org/10.1080/03610926.2012.762395" }
2013.05.31
Doukhan, P. & Kengne, W.	Inference and testing for structural change in time series of counts model [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1305.1751D, author = "Doukhan, P. and Kengne, W.", title = "Inference and testing for structural change in time series of counts model", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1305.1751D" }
2013.05.09
Downie, T.R.	Accurate Signal Estimation Near Discontinuities [BibTeX]	2004	International Journal of Wavelets, Multiresolution and Information Processing Vol. 2(4), pp. 433-453	article	URL
BibTeX: @article{Downie2004, author = "Downie, T. R.", title = "Accurate Signal Estimation Near Discontinuities", journal = "International Journal of Wavelets, Multiresolution and Information Processing", publisher = "World Scientific Publishing Company", year = "2004", volume = "2", number = "4", pages = "433--453", url = "http://www.worldscinet.com/ijwmip/02/0204/S0219691304000627.html" }
2012.03.01
Du, W., Polunchenko, A.S. & Sokolov, G.	On robustness of the ShiryaevtextendashRoberts change-point detection procedure under parameter misspecification in the post-change distribution [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 46(3), pp. 2185-2206	article	DOI
BibTeX: @article{Du_2015, author = "Wenyu Du and Aleksey S. Polunchenko and Grigory Sokolov", title = "On robustness of the ShiryaevtextendashRoberts change-point detection procedure under parameter misspecification in the post-change distribution", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2015", volume = "46", number = "3", pages = "2185--2206", doi = "http://doi.org/10.1080/03610918.2015.1039131" }
2017-03-24
Dvořák, M.	Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(1), pp. 465-484	article	DOI URL
BibTeX: @article{Dvo_k_2016, author = "Marek Dvořák", title = "Darling-Erdös-type test for change detection in parameters and variance for stationary VAR models", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "1", pages = "465--484", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2014.995828", doi = "http://doi.org/10.1080/03610926.2014.995828" }
2017-04-12
Eckley, I.A., Fearnhead, P. & Killick, R.	Analysis of Changepoint Models [BibTeX]	2011	Bayesian Time Series Models	incollection	URL
BibTeX: @incollection{EckleyFearnheadKillick2011, author = "Eckley, I. A. and Fearnhead, P. and Killick, R.", title = "Analysis of Changepoint Models", booktitle = "Bayesian Time Series Models", publisher = "Cambridge University Press", year = "2011", url = "http://www.cambridge.org/aus/catalogue/catalogue.asp?isbn=9780521196765" }
2012.03.01
Elsner, J.B., Xu, F.N. & Jagger, T.H.	Detecting shifts in hurricane rates using a Markov chain Monte Carlo approach [BibTeX]	2004	Journal of Climate Vol. 17, pp. 2652-2666	article	URL
BibTeX: @article{Elsner:2004, author = "Elsner, J. B. and Xu, F. N. and Jagger, T. H.", title = "Detecting shifts in hurricane rates using a Markov chain Monte Carlo approach", journal = "Journal of Climate", year = "2004", volume = "17", pages = "2652--2666", url = "http://dx.doi.org/10.1175/1520-0442(2004)017<2652:DSIHRU>2.0.CO;2" }
2012.03.01
Enikeeva, F.	On two estimates related to the change-point problem [BibTeX]	2012	Mathematical Methods of Statistics Vol. 21, pp. 29-42	article	DOI URL
BibTeX: @article{Enikeeva2012, author = "Enikeeva, F.", title = "On two estimates related to the change-point problem", journal = "Mathematical Methods of Statistics", year = "2012", volume = "21", pages = "29--42", url = "http://dx.doi.org/10.3103/S1066530712010024", doi = "http://doi.org/10.3103/S1066530712010024" }
2012.12.19
Enikeeva, F. & Harchaoui, Z.	High-dimensional change-point detection with sparse alternatives [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1312.1900E, author = "Enikeeva, F. and Harchaoui, Z.", title = "High-dimensional change-point detection with sparse alternatives", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1312.1900E" }
2014.02.03
Eo, S.-H., Hong, S.-M. & Cho, H.	K-Adaptive Partitioning for Survival Data: The kaps Add-on Package for R [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1306.4615E, author = "Eo, S.-H. and Hong, S.-M. and Cho, H.", title = "K-Adaptive Partitioning for Survival Data: The kaps Add-on Package for R", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1306.4615E" }
2014.03.24
Erdman, C. & Emerson, J.W.	A fast Bayesian change point analysis for the segmentation of microarray data [BibTeX]	2008	Bioinformatics Vol. 24(19), pp. 2143-2148	article	URL
BibTeX: @article{ErdmanEmerson2008, author = "Erdman, C. and Emerson, J. W.", title = "A fast Bayesian change point analysis for the segmentation of microarray data", journal = "Bioinformatics", year = "2008", volume = "24", number = "19", pages = "2143--2148", url = "http://bioinformatics.oxfordjournals.org/content/24/19/2143.short" }
2012.03.01
Esmenda, M.J. & Barrios, E.B.	Robust Estimation of a Multilevel Model with Structural Change [BibTeX]	2017	Communications in Statistics - Simulation and Computation, pp. 0-0	article	DOI URL
BibTeX: @article{Esmenda_2017, author = "Mary Jane Esmenda and Erniel B. Barrios", title = "Robust Estimation of a Multilevel Model with Structural Change", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2017", pages = "0--0", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2017.1300270", doi = "http://doi.org/10.1080/03610918.2017.1300270" }
2017-04-13
Falt, J. & Blostein, S.D.	A Recursive Two-Sided Change Detection Algorithm [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1401.6044F, author = "Falt, J. and Blostein, S. D.", title = "A Recursive Two-Sided Change Detection Algorithm", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1401.6044F" }
2014.02.03
Fan, A., Song, R. & Lu, W.	Change-Plane Analysis for Subgroup Detection and Sample Size Calculation [BibTeX]	2017	Journal of the American Statistical Association Vol. 112(518), pp. 769-778	article	DOI URL
BibTeX: @article{doi:10.1080/01621459.2016.1166115, author = "Ailin Fan and Rui Song and Wenbin Lu", title = "Change-Plane Analysis for Subgroup Detection and Sample Size Calculation", journal = "Journal of the American Statistical Association", year = "2017", volume = "112", number = "518", pages = "769--778", url = "http://www.tandfonline.com/doi/full/10.1080/01621459.2016.1166115", doi = "http://doi.org/10.1080/01621459.2016.1166115" }
2017-09-10
Fan, Z. & Mackey, L.	Empirical Bayesian analysis of simultaneous changepoints in multiple data sequences [BibTeX]	2016	ArXiv e-prints	article	URL
BibTeX: @article{FanMackey2016, author = "Zhou Fan and Lester Mackey", title = "Empirical Bayesian analysis of simultaneous changepoints in multiple data sequences", journal = "ArXiv e-prints", year = "2016", url = "https://arxiv.org/abs/1508.01280" }
2017-04-12
Farinetto, C.	On hypothesis tests in misspecified change-point problems for a Poisson process [BibTeX]	2017	Communications in Statistics - Theory and Methods Vol. 46(20), pp. 10103-10115	article	DOI URL
BibTeX: @article{doi:10.1080/03610926.2016.1231819, author = "Christian Farinetto", title = "On hypothesis tests in misspecified change-point problems for a Poisson process", journal = "Communications in Statistics - Theory and Methods", year = "2017", volume = "46", number = "20", pages = "10103--10115", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2016.1231819", doi = "http://doi.org/10.1080/03610926.2016.1231819" }
2017-09-10
Farinetto, C.	On Hypothesis Tests in misspecified Change-Point Problems for a Poisson Process [BibTeX]	2016	Communications in Statistics - Theory and Methods, pp. 0-0	article	DOI URL
BibTeX: @article{Farinetto_2016, author = "Christian Farinetto", title = "On Hypothesis Tests in misspecified Change-Point Problems for a Poisson Process", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", pages = "0--0", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2016.1231819", doi = "http://doi.org/10.1080/03610926.2016.1231819" }
2017-04-12
Fearnhead, P.	Exact Bayesian Curve Fitting and Signal Segmentation [BibTeX]	2005	IEEE Transactions on Signal Processing Vol. 53(6), pp. 2160-2166	article	URL
BibTeX: @article{Fearnhead2005, author = "Fearnhead, P.", title = "Exact Bayesian Curve Fitting and Signal Segmentation", journal = "IEEE Transactions on Signal Processing", year = "2005", volume = "53", number = "6", pages = "2160-2166", url = "http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1433145" }
2012.03.01
Fearnhead, P.	Exact and efficient Bayesian inference for multiple changepoint problems [BibTeX]	2006	Statistics and Computing Vol. 16(2), pp. 203-213	article	URL
BibTeX: @article{Fearnhead2006, author = "Fearnhead, P.", title = "Exact and efficient Bayesian inference for multiple changepoint problems", journal = "Statistics and Computing", year = "2006", volume = "16", number = "2", pages = "203--213", url = "http://www.springerlink.com/content/51j72n7476l1011q/" }
2012.03.01
Fearnhead, P. & Liu, Z.	On-line inference for multiple changepoint problems [BibTeX]	2007	Journal of the Royal Statistical Society B Vol. 69, pp. 589-605	article	URL
BibTeX: @article{FearnheadLiu2007, author = "Fearnhead, P. and Liu, Z.", title = "On-line inference for multiple changepoint problems", journal = "Journal of the Royal Statistical Society B", year = "2007", volume = "69", pages = "589-605", url = "http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9868.2007.00601.x/abstract" }
2012.03.01
Fearnhead, P. & Rigaill, G.	Changepoint Detection in the Presence of Outliers [BibTeX]	2017	Journal of the American Statistical Association	article	DOI URL
BibTeX: @article{doi:10.1080/01621459.2017.1385466, author = "Paul Fearnhead and Guillem Rigaill", title = "Changepoint Detection in the Presence of Outliers", journal = "Journal of the American Statistical Association", year = "2017", url = "http://www.tandfonline.com/doi/full/10.1080/01621459.2017.1385466", doi = "http://doi.org/10.1080/01621459.2017.1385466" }
2017-10-03
Fearnhead, P. & Rigaill, G.	Changepoint Detection in the Presence of Outliers [BibTeX]	2018	Journal of the American Statistical Association	article	DOI URL
BibTeX: @article{FearnheadRigaill2018, author = "Paul Fearnhead and Guillem Rigaill", title = "Changepoint Detection in the Presence of Outliers", journal = "Journal of the American Statistical Association", year = "2018", url = "https://www.tandfonline.com/doi/full/10.1080/01621459.2017.1385466", doi = "http://doi.org/10.1080/01621459.2017.1385466" }
2018-08-12
Fearnhead, P. & Vasileiou, D.	Bayesian Analysis of Isochores [BibTeX]	2009	Journal of the American Statistical Association Vol. 104(485), pp. 132-141	article	URL
BibTeX: @article{FearnheadVasileiou2009, author = "Fearnhead, P. and Vasileiou, D.", title = "Bayesian Analysis of Isochores", journal = "Journal of the American Statistical Association", year = "2009", volume = "104", number = "485", pages = "132--141", url = "http://pubs.amstat.org/doi/abs/10.1198/jasa.2009.0009?journalCode=jasa" }
2012.03.01
Fellouris, G. & Moustakides, G.V.	Bandwidth and Energy Efficient Decentralized Sequential Change Detection [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1210.2029F, author = "Fellouris, G. and Moustakides, G. V.", title = "Bandwidth and Energy Efficient Decentralized Sequential Change Detection", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1210.2029F" }
2014.02.03
Fellouris, G. & Tartakovsky, A.	Unstructured sequential testing in sensor networks [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1311.2336F, author = "Fellouris, G. and Tartakovsky, A.", title = "Unstructured sequential testing in sensor networks", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1311.2336F" }
2014.01.31
Fernandez, V.	Detection of Breakpoints in Volatility [BibTeX]	2004	Estudios de Administracion Vol. 11(1), pp. 1-38	article	URL
BibTeX: @article{Fernandez2004, author = "Fernandez, V.", title = "Detection of Breakpoints in Volatility", journal = "Estudios de Administracion", year = "2004", volume = "11", number = "1", pages = "1--38", url = "http://ideas.repec.org/p/edj/ceauch/194.html" }
2012.03.01
Fernandez, V.	The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11 [BibTeX]	2006	Economic Systems Vol. 30(1), pp. 79-97	article	URL
BibTeX: @article{Fernandez2006, author = "Fernandez, V.", title = "The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11", journal = "Economic Systems", publisher = "Elsevier", year = "2006", volume = "30", number = "1", pages = "79--97", url = "http://www.sciencedirect.com/science/article/pii/S0939362506000094" }
2012.03.01
Ferreira, C.C., Zeller, C.B., Mimura, A.M.S. & Silva, J.C.J.	Partially linear models and their applications to change point detection of chemical process data [BibTeX]	2017	Journal of Applied Statistics Vol. 44(12), pp. 2125-2141	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2016.1247788, author = "Ferreira, Clécio C. and Zeller, Camila B. and Mimura, Aparecida M. S. and Silva, Júlio C. J.", title = "Partially linear models and their applications to change point detection of chemical process data", journal = "Journal of Applied Statistics", year = "2017", volume = "44", number = "12", pages = "2125--2141", url = "http://www.tandfonline.com/doi/full/10.1080/02664763.2016.1247788", doi = "http://doi.org/10.1080/02664763.2016.1247788" }
2017-09-10
Ferreira, C.S., Zeller, C.B., Mimura, A.M.S. & Silva, J.C.J.	Partially linear models and their applications to change point detection of chemical process data [BibTeX]	2016	Journal of Applied Statistics, pp. 1-17	article	DOI URL
BibTeX: @article{Ferreira_2016, author = "Clécio S. Ferreira and Camila B. Zeller and Aparecida M. S. Mimura and Júlio C. J. Silva", title = "Partially linear models and their applications to change point detection of chemical process data", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2016", pages = "1--17", url = "http://www.tandfonline.com/doi/full/10.1080/02664763.2016.1247788", doi = "http://doi.org/10.1080/02664763.2016.1247788" }
2017-04-13
Fossati, S.	Unit root testing with stationary covariates and a structural break in the trend function [BibTeX]	2013	Journal of Time Series Analysis Vol. 34(3), pp. 368-384	article	DOI URL
BibTeX: @article{JTSA:JTSA12020, author = "Fossati, Sebastian", title = "Unit root testing with stationary covariates and a structural break in the trend function", journal = "Journal of Time Series Analysis", year = "2013", volume = "34", number = "3", pages = "368--384", url = "http://dx.doi.org/10.1111/jtsa.12020", doi = "http://doi.org/10.1111/jtsa.12020" }
2013.05.05
Fox, E.B. & Dunson, D.B.	Multiresolution Gaussian Processes [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1209.0833F, author = "Fox, E. B. and Dunson, D. B.", title = "Multiresolution Gaussian Processes", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1209.0833F" }
2012.12.19
Franke, J., Kirch, C. & Kamgaing, J.T.	Changepoints in times series of counts [BibTeX]	2012	Journal of Time Series Analysis Vol. 33(5), pp. 757-770	article	DOI URL
BibTeX: @article{JTSA:JTSA778, author = "Franke, Jurgen and Kirch, Claudia and Kamgaing, Joseph Tadjuidje", title = "Changepoints in times series of counts", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing Ltd", year = "2012", volume = "33", number = "5", pages = "757--770", url = "http://dx.doi.org/10.1111/j.1467-9892.2011.00778.x", doi = "http://doi.org/10.1111/j.1467-9892.2011.00778.x" }
2012.03.01
Fraysse, P.	Estimation of the shift parameter in regression models with unknown distribution of the observations [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1312.5862F, author = "Fraysse, P.", title = "Estimation of the shift parameter in regression models with unknown distribution of the observations", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1312.5862F" }
2014.02.03
Freeman, J.M.	An Unknown Change Point and Goodness of Fit [BibTeX]	1986	Journal of the Royal Statistical Society. Series D (The Statistician) Vol. 35(3), pp. pp. 335-344	article	URL
BibTeX: @article{Freeman1986, author = "Freeman, James M.", title = "An Unknown Change Point and Goodness of Fit", journal = "Journal of the Royal Statistical Society. Series D (The Statistician)", publisher = "Wiley for the Royal Statistical Society", year = "1986", volume = "35", number = "3", pages = "pp. 335-344", url = "http://www.jstor.org/stable/2987749" }
2012.12.19
Fremdt, S.	Page's Sequential Procedure for Change-Point Detection in Time Series Regression [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1308.1237F, author = "Fremdt, S.", title = "Page's Sequential Procedure for Change-Point Detection in Time Series Regression", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1308.1237F" }
2013.12.20
Fremdt, S.	Asymptotic Distribution of the Delay Time in Page's Sequential Procedure [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1308.1241F, author = "Fremdt, S.", title = "Asymptotic Distribution of the Delay Time in Page's Sequential Procedure", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1308.1241F" }
2013.12.20
Frick, K., Munk, A. & Sieling, H.	Multiscale Change-Point Inference [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1301.7212F, author = "Frick, K. and Munk, A. and Sieling, H.", title = "Multiscale Change-Point Inference", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1301.7212F" }
2013.04.15
Frobish, D., Ebrahimi, N. & Pham, D.	Semiparametric Estimation of a Change-point for Recurrent Events Data [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 45(9), pp. 3339-3349	article	DOI URL
BibTeX: @article{Frobish_2014, author = "Daniel Frobish and Nader Ebrahimi and Dung Pham", title = "Semiparametric Estimation of a Change-point for Recurrent Events Data", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2014", volume = "45", number = "9", pages = "3339--3349", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2014.944654", doi = "http://doi.org/10.1080/03610918.2014.944654" }
2014-12-12
Fryzlewicz, P.	Wild Binary Segmentation for multiple change-point detection [BibTeX]	2012	(In submission)School: London School of Economics	techreport	URL
BibTeX: @techreport{Fryzlewicz2012, author = "Fryzlewicz, P.", title = "Wild Binary Segmentation for multiple change-point detection", journal = "(In submission)", school = "London School of Economics", year = "2012", url = "http://stats.lse.ac.uk/fryzlewicz/wbs/wbs.pdf" }
2012.11.24
Fryzlewicz, P. & Subba Rao, S.	BaSTA: consistent multiscale multiple change-point detection for piecewise-stationary ARCH processes [BibTeX]	2011	(In submission)	article	URL
BibTeX: @article{FryzSubbaRao2009, author = "Fryzlewicz, P. and Subba Rao, S.", title = "BaSTA: consistent multiscale multiple change-point detection for piecewise-stationary ARCH processes", journal = "(In submission)", year = "2011", url = "http://stats.lse.ac.uk/fryzlewicz/basta/basta.pdf" }
2012.03.01
Fryzlewicz, P. & Subba Rao, S.	Multiple-change-point detection for auto-regressive conditional heteroscedastic processes [BibTeX]	2013	Journal of the Royal Statistical Society: Series B (Statistical Methodology)	article	DOI URL
BibTeX: @article{RSSB:RSSB12054, author = "Fryzlewicz, P. and Subba Rao, S.", title = "Multiple-change-point detection for auto-regressive conditional heteroscedastic processes", journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)", year = "2013", url = "http://dx.doi.org/10.1111/rssb.12054", doi = "http://doi.org/10.1111/rssb.12054" }
2013.12.20
Fuh, C.-D.	Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models [BibTeX]	2004	The Annals of Statistics Vol. 32(5), pp. pp. 2305-2339	article	URL
BibTeX: @article{Fuh2004, author = "Fuh, Cheng-Der", title = "Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models", journal = "The Annals of Statistics", publisher = "Institute of Mathematical Statistics", year = "2004", volume = "32", number = "5", pages = "pp. 2305--2339", url = "http://www.jstor.org/stable/3448573" }
2012.03.01
Fukuda, K.	Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth [BibTeX]	2008	Statistical Papers Vol. 48(4), pp. 559-580	article	URL
BibTeX: @article{Fukuda2008, author = "Fukuda, K.", title = "Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth", journal = "Statistical Papers", year = "2008", volume = "48", number = "4", pages = "559--580", url = "http://www.springerlink.com/content/2572225165237090/" }
2012.03.01
Fuquene, J., Alvarez, M. & Pericchi, L.	A Robust Bayesian Dynamic Linear Model to Detect Abrupt Changes in an Economic Time Series: The Case of Puerto Rico [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1303.6073F, author = "Fuquene, J. and Alvarez, M. and Pericchi, L.", title = "A Robust Bayesian Dynamic Linear Model to Detect Abrupt Changes in an Economic Time Series: The Case of Puerto Rico", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1303.6073F" }
2013.04.15
Fuquene, J., Perez, M. & Pericchi, L.	Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma [BibTeX]	2011	ArXiv e-prints	article	URL
BibTeX: @article{2011arXiv1107.1811F, author = "Fuquene, J. and Perez, M. and Pericchi, L.", title = "Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma", journal = "ArXiv e-prints", year = "2011", url = "http://adsabs.harvard.edu/abs/2011arXiv1107.1811F" }
2013.04.15
Gabbanini, F., Vannucci, M., Bartoli, G. & Moro, A.	Wavelet Packet Methods for the Analysis of Variance of Time Series With Application to Crack Widths on the Brunelleschi Dome [BibTeX]	2004	Journal of Computational and Graphical Statistics Vol. 13(3), pp. 639-658	article	URL
BibTeX: @article{GabbaniniVannucciBartoliMoro2004, author = "Gabbanini, F. And Vannucci, M. And Bartoli, G. And Moro, A.", title = "Wavelet Packet Methods for the Analysis of Variance of Time Series With Application to Crack Widths on the Brunelleschi Dome", journal = "Journal of Computational and Graphical Statistics", publisher = "American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of America", year = "2004", volume = "13", number = "3", pages = "639--658", url = "http://pubs.amstat.org/doi/abstract/10.1198/106186004X2372" }
2012.03.01
Galeano, P. & Wied, D.	Multiple break detection in the correlation structure of random variables [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1206.5367G, author = "Galeano, P. and Wied, D.", title = "Multiple break detection in the correlation structure of random variables", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1206.5367G" }
2012.12.19
Garza-Venegas, J., Tercero-Gomez, V., Franco, A.C., Temblador-Pérez, M. & Beruvides, M.	An evaluation of change-point estimators for a sequence of normal observations with unknown parameters [BibTeX]	2015	Communications in Statistics - Simulation and Computation, pp. 1-21	article	DOI
BibTeX: @article{Garza_Venegas_2015, author = "Jorge Garza-Venegas and Victor Tercero-Gomez and Alvaro Cordero Franco and Mar\ia Temblador-Pérez and Mario Beruvides", title = "An evaluation of change-point estimators for a sequence of normal observations with unknown parameters", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2015", pages = "1--21", doi = "http://doi.org/10.1080/03610918.2015.1115524" }
2017.03.25
Gerstenberger, C.	Robust Wilcoxon-Type Estimation of Change-Point Location Under Short-Range Dependence [BibTeX]	2017	Journal of Time Series Analysis Vol. 38(6), pp. 90-104	article	DOI URL
BibTeX: @article{Gerstenberger2017, author = "Carina Gerstenberger", title = "Robust Wilcoxon-Type Estimation of Change-Point Location Under Short-Range Dependence", journal = "Journal of Time Series Analysis", year = "2017", volume = "38", number = "6", pages = "90-104", url = "https://doi.org/10.1111/jtsa.12268", doi = "http://doi.org/10.1111/jtsa.12268" }
2018-08-12
Geweke, J. & Jiang, Y.	Inference and prediction in a multiple-structural-break model [BibTeX]	2011	Journal of Econometrics Vol. 163(2), pp. 172 - 185	article	DOI URL
BibTeX: @article{Geweke2011172, author = "John Geweke and Yu Jiang", title = "Inference and prediction in a multiple-structural-break model ", journal = "Journal of Econometrics ", year = "2011", volume = "163", number = "2", pages = "172 - 185", url = "http://www.sciencedirect.com/science/article/pii/S0304407611000674", doi = "http://doi.org/10.1016/j.jeconom.2011.03.005" }
2014.02.03
Gijbels, I. & Goderniaux, A.-C.	Bootstrap test for change-points in nonparametric regression [BibTeX]	2004	Journal of Nonparametric Statistics Vol. 16(3-4), pp. 591-611	article	DOI URL
BibTeX: @article{doi:10.1080/10485250310001626088, author = "Gijbels, I. and Goderniaux, A-C.", title = "Bootstrap test for change-points in nonparametric regression", journal = "Journal of Nonparametric Statistics", year = "2004", volume = "16", number = "3-4", pages = "591--611", url = "http://www.tandfonline.com/doi/abs/10.1080/10485250310001626088", doi = "http://doi.org/10.1080/10485250310001626088" }
2014.06.24
Giraitis, L., Leipus, R. & Surgailis, D.	The change-point problem for dependent observations [BibTeX]	1996	Journal of Statistical Planning and Inference Vol. 53, pp. 297-310	article	URL
BibTeX: @article{GiraitisLeipusSurgailis1996, author = "Giraitis, L. And Leipus, R. And Surgailis, D.", title = "The change-point problem for dependent observations", journal = "Journal of Statistical Planning and Inference", publisher = "Elsevier", year = "1996", volume = "53", pages = "297--310", url = "http://www.sciencedirect.com/science/article/pii/0378375895001484" }
2012.03.01
Girard, R.	Plugin procedure in segmentation and application to hyperspectral image segmentation [BibTeX]	2010	Electronic Journal of Statistics Vol. 4, pp. 655-676	article	DOI URL
BibTeX: @article{Girard2010, author = "Robin Girard", title = "Plugin procedure in segmentation and application to hyperspectral image segmentation", journal = "Electronic Journal of Statistics", year = "2010", volume = "4", pages = "655--676", url = "http://projecteuclid.org/euclid.ejs/1280758357", doi = "http://doi.org/10.1214/10-EJS567" }
2012.12.19
Gombay, E.	U-Statistics in Sequential Tests and Change Detection [BibTeX]	2004	Sequential Analysis Vol. 23(2), pp. 257-274	article	DOI URL
BibTeX: @article{doi:10.1081/SQA-120034111, author = "Gombay, Edit", title = "U-Statistics in Sequential Tests and Change Detection", journal = "Sequential Analysis", year = "2004", volume = "23", number = "2", pages = "257--274", url = "http://dx.doi.org/10.1081/SQA-120034111", doi = "http://doi.org/10.1081/SQA-120034111" }
2014.06.24
Gombay, E.	Change detection in autoregressive time series [BibTeX]	2008	Journal of Multivariate Analysis Vol. 99(3), pp. 451-464	article	URL
BibTeX: @article{Gombay2008, author = "Gombay, Edit", title = "Change detection in autoregressive time series", journal = "Journal of Multivariate Analysis", year = "2008", volume = "99", number = "3", pages = "451--464", url = "http://ideas.repec.org/a/eee/jmvana/v99y2008i3p451-464.html" }
2012.03.01
Gombay, E., Li, F. & Yu, H.	Retrospective change detection in categorical time series [BibTeX]	2016	Communications in Statistics - Theory and Methods, pp. 1-15	article	DOI URL
BibTeX: @article{Gombay_2016, author = "Edit Gombay and Fuxiao Li and Hao Yu", title = "Retrospective change detection in categorical time series", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", pages = "1--15", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2015.1137595", doi = "http://doi.org/10.1080/03610926.2015.1137595" }
2017-04-13
Gombay, E., Li, F. & Yu, H.	Retrospective change detection in categorical time series [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(14), pp. 6831-6845	article	DOI URL
BibTeX: @article{Gombay_2016, author = "Edit Gombay and Fuxiao Li and Hao Yu", title = "Retrospective change detection in categorical time series", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "14", pages = "6831--6845", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2015.1137595", doi = "http://doi.org/10.1080/03610926.2015.1137595" }
2017-04-30
Graiche, F., Merabet, D. & Hamadouche, D.	Testing change in the variance with epidemic alternatives [BibTeX]	2015	Communications in Statistics - Theory and Methods Vol. 45(13), pp. 3822-3837	article	DOI URL
BibTeX: @article{Graiche_2015, author = "F. Graiche and D. Merabet and D. Hamadouche", title = "Testing change in the variance with epidemic alternatives", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2015", volume = "45", number = "13", pages = "3822--3837", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2014.907024", doi = "http://doi.org/10.1080/03610926.2014.907024" }
2017-04-12
Greselin, F. & Punzo, A.	Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices [BibTeX]	2013	The American Statistician Vol. 67(3), pp. 117-128	article	DOI
BibTeX: @article{GreselinPunzo2013, author = "Francesca Greselin and Antonio Punzo", title = "Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices", journal = "The American Statistician", year = "2013", volume = "67", number = "3", pages = "117--128", doi = "http://doi.org/10.1080/00031305.2013.791643" }
2013-05-02
Gupta, A.K. & Chen, J.	Detecting changes of mean in multidimensional normal sequences with applications to literature and geology [BibTeX]	1996	Computational Statistics Vol. 11(2), pp. 211-221	article
BibTeX: @article{GuptaChen1996, author = "Gupta, A. K. and Chen, J.", title = "Detecting changes of mean in multidimensional normal sequences with applications to literature and geology", journal = "Computational Statistics", year = "1996", volume = "11", number = "2", pages = "211--221" }
2012.03.01
Gupta, A.K. & Tang, J.	On testing homogeneity of variances for Gaussian models [BibTeX]	1987	Journal of Statistical Computation and Simulation Vol. 27(2), pp. 155-173	article	URL
BibTeX: @article{GuptaTang1987, author = "Gupta, A. K. and Tang, J.", title = "On testing homogeneity of variances for Gaussian models", journal = "Journal of Statistical Computation and Simulation", year = "1987", volume = "27", number = "2", pages = "155--173", url = "http://www.tandfonline.com/doi/abs/10.1080/00949658708810988" }
2012.03.01
Haccou, P., Meelis, E. & Geer, S.	The likelihood ratio test for the change point problem for exponentially distributed random variables [BibTeX]	1988	Stochastic Processes and Their Applications Vol. 27, pp. 121-139	article	URL
BibTeX: @article{HaccouMeelisGeer1988, author = "Haccou, P. and Meelis, E. and Geer, S.", title = "The likelihood ratio test for the change point problem for exponentially distributed random variables", journal = "Stochastic Processes and Their Applications", year = "1988", volume = "27", pages = "121--139", url = "http://www.sciencedirect.com/science/article/pii/0304414987900093" }
2012.03.01
Hadidoust, Z., Samimi, Y. & Shahriari, H.	Monitoring and change-point estimation for spline-modeled non-linear profiles in phase II [BibTeX]	2015	Journal of Applied Statistics Vol. 42(12), pp. 2520-2530	article	DOI
BibTeX: @article{Hadidoust_2015, author = "Zahra Hadidoust and Yaser Samimi and Hamid Shahriari", title = "Monitoring and change-point estimation for spline-modeled non-linear profiles in phase II", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2015", volume = "42", number = "12", pages = "2520--2530", doi = "http://doi.org/10.1080/02664763.2015.1043864" }
2017-03-24
Hall, A.R., Osborn, D.R. & Sakkas, N.	Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares [BibTeX]	2015	Journal of Time Series Analysis Vol. 36(5), pp. 741-762	article	DOI URL
BibTeX: @article{Hall_2015, author = "Alastair R. Hall and Denise R. Osborn and Nikolaos Sakkas", title = "Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares", journal = "Journal of Time Series Analysis", publisher = "Wiley-Blackwell", year = "2015", volume = "36", number = "5", pages = "741--762", url = "http://onlinelibrary.wiley.com/doi/10.1111/jtsa.12107/abstract?campaign=wolearlyview", doi = "http://doi.org/10.1111/jtsa.12107" }
2015-01-22
Han, D., Tsung, F. & Ning, X.	Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks [BibTeX]	2014	Communications in Statistics - Theory and Methods Vol. 44(9), pp. 1911-1938	article	DOI URL
BibTeX: @article{Han2014, author = "Dong Han and Fugee Tsung and Xianghui Ning", title = "Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "9", pages = "1911--1938", url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2012.758742", doi = "http://doi.org/10.1080/03610926.2012.758742" }
2014-08-27
Han, D., Tsung, F. & Ning, X.	Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks [BibTeX]	2014	Communications in Statistics - Theory and Methods Vol. 44(9), pp. 1911-1938	article	DOI
BibTeX: @article{Han2014b, author = "Dong Han and Fugee Tsung and Xianghui Ning", title = "Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "9", pages = "1911--1938", doi = "http://doi.org/10.1080/03610926.2012.758742" }
2017-03-24
Han, D., Tsung, F. & Ning, X.	Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks [BibTeX]	2014	Communications in Statistics - Theory and Methods Vol. 44(9), pp. 1911-1938	article	DOI
BibTeX: @article{Han2014c, author = "Dong Han and Fugee Tsung and Xianghui Ning", title = "Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "9", pages = "1911--1938", doi = "http://doi.org/10.1080/03610926.2012.758742" }
2017.03.25
Han, S.W., Lee, K.J., Zhong, H. & Kim, S.B.	A Comparison of Spatiotemporal Surveillance Methods for Nonhomogeneous Change Size [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 44(10), pp. 2714-2730	article	DOI URL
BibTeX: @article{Han_2014, author = "Sung Won Han and Kyu Jong Lee and Hua Zhong and Seoung Bum Kim", title = "A Comparison of Spatiotemporal Surveillance Methods for Nonhomogeneous Change Size", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "10", pages = "2714--2730", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.844837", doi = "http://doi.org/10.1080/03610918.2013.844837" }
2014-05-23
Han, S.W., Mesquita, R.C., Busch, T.M. & Putt, M.E.	A method for choosing the smoothing parameter in a semi-parametric model for detecting change-points in blood flow [BibTeX]	2014	Journal of Applied Statistics Vol. 41(1), pp. 26-45	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2013.830085, author = "Han, Sung Wan and Mesquita, Rickson C. and Busch, Theresa M. and Putt, Mary E.", title = "A method for choosing the smoothing parameter in a semi-parametric model for detecting change-points in blood flow", journal = "Journal of Applied Statistics", year = "2014", volume = "41", number = "1", pages = "26--45", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2013.830085", doi = "http://doi.org/10.1080/02664763.2013.830085" }
2013.12.20
Han, S.W., Zhong, H. & Putt, M.	An Efficient Operator for the Change Point Estimation in Partial Spline Model [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 44(5), pp. 1171-1186	article	DOI URL
BibTeX: @article{Han2014a, author = "Sung Won Han and Hua Zhong and Mary Putt", title = "An Efficient Operator for the Change Point Estimation in Partial Spline Model", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "5", pages = "1171--1186", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.809103", doi = "http://doi.org/10.1080/03610918.2013.809103" }
2014-04-07
Han, S.W., Zhong, H. & Putt, M.	An Efficient Operator for the Change Point Estimation in Partial Spline Model [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 44(5), pp. 1171-1186	article	DOI
BibTeX: @article{WonHan15, author = "Sung Won Han and Hua Zhong and Mary Putt", title = "An Efficient Operator for the Change Point Estimation in Partial Spline Model", journal = "Communications in Statistics - Simulation and Computation", year = "2015", volume = "44", number = "5", pages = "1171--1186", doi = "http://doi.org/10.1080/03610918.2013.809103" }
2014-04-07
Han, Z.-C., Lin, J.-G., Wang, H.-X. & Huang, X.-F.	A robust and efficient estimation method for nonparametric models with jump points [BibTeX]	2016	Communications in Statistics - Simulation and Computation, pp. 1-15	article	DOI URL
BibTeX: @article{Han_2016, author = "Zhong-Cheng Han and Jin-Guan Lin and Hong-Xia Wang and Xing-Fang Huang", title = "A robust and efficient estimation method for nonparametric models with jump points", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2016", pages = "1--15", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2016.1202272", doi = "http://doi.org/10.1080/03610918.2016.1202272" }
2017-04-12
Harchaoui, Z. & Cappe, O.	Retrospective Mutiple Change-Point Estimation with Kernels [BibTeX]	2007	Statistical Signal Processing, 2007. SSP '07. IEEE/SP 14th Workshop on, pp. 768 -772	inproceedings	DOI
BibTeX: @inproceedings{HarchaouiCappe2007, author = "Harchaoui, Zaid and Cappe, Olivier", title = "Retrospective Mutiple Change-Point Estimation with Kernels", booktitle = "Statistical Signal Processing, 2007. SSP '07. IEEE/SP 14th Workshop on", year = "2007", pages = "768 -772", doi = "http://doi.org/10.1109/SSP.2007.4301363" }
2012.03.01
Hariz, S.B., Wylie, J.J. & Zhang, Q.	Optimal Rate of Convergence for Nonparametric Change-Point Estimators for Nonstationary Sequences [BibTeX]	2007	Annals of Statistics Vol. 35(4), pp. 1802-1826	article	URL
BibTeX: @article{HarizWylieZhang2007, author = "Hariz, S. B. And Wylie, J. J. And Zhang, Q.", title = "Optimal Rate of Convergence for Nonparametric Change-Point Estimators for Nonstationary Sequences", journal = "Annals of Statistics", publisher = "Institute of Mathematical Statistics", year = "2007", volume = "35", number = "4", pages = "1802--1826", url = "http://www.jstor.org/stable/25464560" }
2012.03.01
Hawkins, D.M.	Fitting multiple change-point models to data [BibTeX]	2001	Computational Statistics and Data Analysis Vol. 37(3), pp. 323 - 341	article	URL
BibTeX: @article{Hawkins2001, author = "Hawkins, D. M.", title = "Fitting multiple change-point models to data", journal = "Computational Statistics and Data Analysis", year = "2001", volume = "37", number = "3", pages = "323 -- 341", url = "http://www.sciencedirect.com/science/article/B6V8V-43W04SD-3/2/a9e305ddb8fbf752a46c653c357f39cb" }
2012.03.01
Hawkins, D.M. & Lombard, F.	Segmentation of circular data [BibTeX]	2014	Journal of Applied Statistics Vol. 42(1), pp. 88-97	article	DOI URL
BibTeX: @article{Hawkins_2014, author = "Douglas M. Hawkins and F. Lombard", title = "Segmentation of circular data", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2014", volume = "42", number = "1", pages = "88--97", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2014.934665", doi = "http://doi.org/10.1080/02664763.2014.934665" }
2014-07-04
Hawkins, D.M. & Lombard, F.	Cusum control for data following the von Mises distribution [BibTeX]	2016	Journal of Applied Statistics Vol. 44(8), pp. 1319-1332	article	DOI URL
BibTeX: @article{Hawkins_2016, author = "Douglas M. Hawkins and F. Lombard", title = "Cusum control for data following the von Mises distribution", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2016", volume = "44", number = "8", pages = "1319--1332", url = "http://www.tandfonline.com/doi/full/10.1080/02664763.2016.1202217", doi = "http://doi.org/10.1080/02664763.2016.1202217" }
2017-05-20
Hawkins, D.M. & Zamba, K.D.	A Change-Point Model for a Shift in Variance [BibTeX]	2005	Journal of Quality Technology Vol. 37(1), pp. 21-31	article	URL
BibTeX: @article{HawkinsZamba2005, author = "Hawkins, D. M. And Zamba, K. D.", title = "A Change-Point Model for a Shift in Variance", journal = "Journal of Quality Technology", publisher = "INFORM Global", year = "2005", volume = "37", number = "1", pages = "21--31", url = "http://asq.org/qic/display-item/index.html?item=19730" }
2012.03.01
Haynes, K., Eckley, I.A. & Fearnhead, P.	Computationally Efficient Changepoint Detection for a Range of Penalties [BibTeX]	2017	Journal of Computational and Graphical Statistics Vol. 26(1), pp. 134-143	article	DOI
BibTeX: @article{Haynes_2017, author = "Kaylea Haynes and Idris A. Eckley and Paul Fearnhead", title = "Computationally Efficient Changepoint Detection for a Range of Penalties", journal = "Journal of Computational and Graphical Statistics", publisher = "Informa UK Limited", year = "2017", volume = "26", number = "1", pages = "134--143", doi = "http://doi.org/10.1080/10618600.2015.1116445" }
2017.03.25
Haynes, K., Fearnhead, P. & Eckley, I.A.	A computationally efficient nonparametric approach for changepoint detection [BibTeX]	2016	Statistics and Computing Vol. 27(5), pp. 1293-1305	article	DOI URL
BibTeX: @article{Haynes_2016, author = "Kaylea Haynes and Paul Fearnhead and Idris A. Eckley", title = "A computationally efficient nonparametric approach for changepoint detection", journal = "Statistics and Computing", publisher = "Springer Nature", year = "2016", volume = "27", number = "5", pages = "1293--1305", url = "https://link.springer.com/article/10.1007/s11222-016-9687-5?wt_mc=alerts.TOCjournals", doi = "http://doi.org/10.1007/s11222-016-9687-5" }
2017-05-20
He, C.	Bayesian multiple change-point estimation for exponential distribution with truncated and censored data [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(12), pp. 5827-5839	article	DOI URL
BibTeX: @article{He_2016, author = "Chaobing He", title = "Bayesian multiple change-point estimation for exponential distribution with truncated and censored data", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "12", pages = "5827--5839", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2016.1161797", doi = "http://doi.org/10.1080/03610926.2016.1161797" }
2017-04-13
He, S., He, Z. & Wang, G.A.	CUSUM Control Charts for Multivariate Poisson Distribution [BibTeX]	2014	Communications in Statistics - Theory and Methods Vol. 43(6), pp. 1192-1208	article	DOI URL
BibTeX: @article{doi:10.1080/03610926.2012.667484, author = "He, Shuguang and He, Zhen and Wang, G. Alan", title = "CUSUM Control Charts for Multivariate Poisson Distribution", journal = "Communications in Statistics - Theory and Methods", year = "2014", volume = "43", number = "6", pages = "1192-1208", url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2012.667484", doi = "http://doi.org/10.1080/03610926.2012.667484" }
2014.03.24
Heard, N.A. & Turcotte, M.J.M.	Adaptive Sequential Monte Carlo for Multiple Changepoint Analysis [BibTeX]	2017	Journal of Computational and Graphical Statistics Vol. 26(2), pp. 414-423	article	DOI URL
BibTeX: @article{Heard_2017, author = "Nicholas A. Heard and Melissa J. M. Turcotte", title = "Adaptive Sequential Monte Carlo for Multiple Changepoint Analysis", journal = "Journal of Computational and Graphical Statistics", publisher = "Informa UK Limited", year = "2017", volume = "26", number = "2", pages = "414--423", url = "http://www.tandfonline.com/doi/full/10.1080/10618600.2016.1190281", doi = "http://doi.org/10.1080/10618600.2016.1190281" }
2017-04-30
Henderson, R. & Matthews, J.N.S.	An Investigation of Changepoints in the Annual Number of Cases of Haemolytic Uraemic Syndrome [BibTeX]	1993	Applied Statistics Vol. 42(3), pp. 461-471	article	URL
BibTeX: @article{Henderson/Matthews:1993, author = "Henderson, R. and Matthews, J. N. S.", title = "An Investigation of Changepoints in the Annual Number of Cases of Haemolytic Uraemic Syndrome", journal = "Applied Statistics", year = "1993", volume = "42", number = "3", pages = "461--471", url = "http://www.jstor.org/stable/2986325" }
2012.03.01
Hinkley, D.V. & Hinkley, E.A.	Inference about the change-point in a sequence of binomial random variables [BibTeX]	1970	Biometrika Vol. 57(3), pp. 477-488	article	URL
BibTeX: @article{HinkleyHinkley1970, author = "Hinkley, D. V. and Hinkley, E. A.", title = "Inference about the change-point in a sequence of binomial random variables", journal = "Biometrika", year = "1970", volume = "57", number = "3", pages = "477--488", url = "http://www.jstor.org/stable/2334766" }
2012.03.01
Hinkley, D.V.	Inference About the Change-Point in a Sequence of Random Variables [BibTeX]	1970	Biometrika Vol. 57(1), pp. 1-17	article	URL
BibTeX: @article{Hinkley1970, author = "Hinkley, D. V.", title = "Inference About the Change-Point in a Sequence of Random Variables", journal = "Biometrika", year = "1970", volume = "57", number = "1", pages = "1--17", url = "http://www.jstor.org/stable/2334932" }
2012.03.01
Hinkley, D.V.	Inference about the change-point from cumulative sum tests [BibTeX]	1971	Biometrika Vol. 58(3), pp. 509-523	article	URL
BibTeX: @article{Hinkley1971, author = "Hinkley, D. V.", title = "Inference about the change-point from cumulative sum tests", journal = "Biometrika", year = "1971", volume = "58", number = "3", pages = "509--523", url = "http://www.jstor.org/stable/2334386" }
2012.03.01
Hlavka, Z., Huskova, M., Kirch, C. & Meintanis, S.	Monitoring changes in the error distribution of autoregressive models based on Fourier methods [BibTeX]	2012	TEST Vol. 21(4), pp. 605-634	article	DOI URL
BibTeX: @article{springerlink:10.1007/s11749-011-0265-z, author = "Hlavka, Zdenek and Huskova, Marie and Kirch, Claudia and Meintanis, Simos", title = "Monitoring changes in the error distribution of autoregressive models based on Fourier methods", journal = "TEST", publisher = "Springer Berlin / Heidelberg", year = "2012", volume = "21", number = "4", pages = "605--634", url = "http://dx.doi.org/10.1007/s11749-011-0265-z", doi = "http://doi.org/10.1007/s11749-011-0265-z" }
2012.03.01
Hlávka, Z., Hušková, M., Kirch, C. & Meintanis, S.G.	Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 45(7), pp. 2471-2490	article	DOI
BibTeX: @article{Hl_vka_2015, author = "Z. Hlávka and M. Hušková and C. Kirch and S. G. Meintanis", title = "Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2015", volume = "45", number = "7", pages = "2471--2490", doi = "http://doi.org/10.1080/03610918.2014.904346" }
2017.03.25
Ho, S.-S. & Wechsler, H.	On the Detection of Concept Changes in Time-Varying Data Stream by Testing Exchangeability [BibTeX]	2005	Proceedings of the 21st Conference on Uncertainty in Artificial Intelligence	inproceedings	URL
BibTeX: @inproceedings{HoWechsler2005, author = "Shen-Shyang Ho and Harry Wechsler", title = "On the Detection of Concept Changes in Time-Varying Data Stream by Testing Exchangeability", booktitle = "Proceedings of the 21st Conference on Uncertainty in Artificial Intelligence", year = "2005", url = "http://adsabs.harvard.edu/abs/2012arXiv1207.1379H" }
2012.12.19
Hocking, T.D., Schleiermacher, G., Janoueix-Lerosey, I., Delattre, O., Bach, F. & Vert, J.-P.	Learning smoothing models of copy number profiles using breakpoint annotations [BibTeX]	2012	(In submission)	article	URL
BibTeX: @article{hocking:hal-00663790, author = "Hocking, Toby Dylan and Schleiermacher, Gudrun and Janoueix-Lerosey, Isabelle and Delattre, Olivier and Bach, Francis and Vert, Jean-Philippe", title = "Learning smoothing models of copy number profiles using breakpoint annotations", journal = "(In submission)", year = "2012", url = "http://hal.inria.fr/hal-00663790" }
2012.12.19
Holmes, M., Kojadinovic, I. & Quessy, J.-F.	Nonparametric tests for change-point detection à la Gombay and Horváth [BibTeX]	2013	Journal of Multivariate Analysis Vol. 115(0), pp. 16 - 32	article	DOI URL
BibTeX: @article{Holmes201316, author = "Mark Holmes and Ivan Kojadinovic and Jean-François Quessy", title = "Nonparametric tests for change-point detection à la Gombay and Horváth", journal = "Journal of Multivariate Analysis", year = "2013", volume = "115", number = "0", pages = "16 -- 32", url = "http://www.sciencedirect.com/science/article/pii/S0047259X12002278", doi = "http://doi.org/10.1016/j.jmva.2012.10.004" }
2012.12.19
Horvath, L.	The maximum likelihood method of testing changes in the parameters of normal observations [BibTeX]	1993	Annals of Statistics Vol. 21(2), pp. 671-680	article	URL
BibTeX: @article{Horvath1993, author = "Horvath, L.", title = "The maximum likelihood method of testing changes in the parameters of normal observations", journal = "Annals of Statistics", year = "1993", volume = "21", number = "2", pages = "671-680", url = "http://www.jstor.org/stable/2242253" }
2012.03.01
Horváth, L. & Hušková, M.	Change-point detection in panel data [BibTeX]	2012	Journal of Time Series Analysis Vol. 33(4), pp. 631-648	article	DOI URL
BibTeX: @article{JTSA:JTSA796, author = "Horváth, Lajos and Hušková, Marie", title = "Change-point detection in panel data", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing Ltd", year = "2012", volume = "33", number = "4", pages = "631--648", url = "http://dx.doi.org/10.1111/j.1467-9892.2012.00796.x", doi = "http://doi.org/10.1111/j.1467-9892.2012.00796.x" }
2012.09.16
Horvath, L., Huskova, M., Rice, G. & Wang, J.	Estimation of the time of change in panel data [BibTeX]	2015	arXiv e-prints	article	URL
BibTeX: @article{HorvathHuskovaRiceWang15, author = "Lajos Horvath and Marie Huskova and Gregory Rice and Jia Wang", title = "Estimation of the time of change in panel data", journal = "arXiv e-prints", year = "2015", url = "https://arxiv.org/abs/1503.04455" }
2017.03.24
Horváth, L., Pouliot, W. & Wang, S.	Detecting at-Most-m Changes in Linear Regression Models [BibTeX]	2016	Journal of Time Series Analysis	article	DOI URL
BibTeX: @article{Horv_th_2016, author = "Lajos Horváth and William Pouliot and Shixuan Wang", title = "Detecting at-Most-m Changes in Linear Regression Models", journal = "Journal of Time Series Analysis", publisher = "Wiley-Blackwell", year = "2016", url = "http://onlinelibrary.wiley.com/doi/10.1111/jtsa.12228/abstract", doi = "http://doi.org/10.1111/jtsa.12228" }
2017-04-13
Horváth, L. & Rice, G.	Extensions of some classical methods in change point analysis [BibTeX]	2014	TEST Vol. 23(2), pp. 219-255	article	DOI URL
BibTeX: @article{Horv_th_2014, author = "Lajos Horváth and Gregory Rice", title = "Extensions of some classical methods in change point analysis", journal = "TEST", publisher = "Springer Nature", year = "2014", volume = "23", number = "2", pages = "219--255", url = "http://link.springer.com/article/10.1007/s11749-014-0368-4", doi = "http://doi.org/10.1007/s11749-014-0368-4" }
2014-05-09
Hothorn, T., Hornik, K. & Zeileis, A.	Unbiased Recursive Partitioning: A Conditional Inference Framework [BibTeX]	2006	Journal of Computational and Graphical Statistics Vol. 15(3), pp. 651-674	article	DOI URL
BibTeX: @article{Z-papers:Hothorn+Hornik+Zeileis:2006, author = "Torsten Hothorn and Kurt Hornik and Achim Zeileis", title = "Unbiased Recursive Partitioning: A Conditional Inference Framework", journal = "Journal of Computational and Graphical Statistics", year = "2006", volume = "15", number = "3", pages = "651--674", url = "http://pubs.amstat.org/doi/abs/10.1198/106186006X133933", doi = "http://doi.org/10.1198/106186006X133933" }
2012.03.01
van den Hout, A., Muniz-Terrera, G. & Matthews, F.E.	Change point models for cognitive tests using semi-parametric maximum likelihood [BibTeX]	2013	Computational Statistics & Data Analysis Vol. 57(1), pp. 684 - 698	article	DOI URL
BibTeX: @article{vandenHout2013684, author = "Ardo van den Hout and Graciela Muniz-Terrera and Fiona E. Matthews", title = "Change point models for cognitive tests using semi-parametric maximum likelihood", journal = "Computational Statistics & Data Analysis", year = "2013", volume = "57", number = "1", pages = "684 -- 698", url = "http://www.sciencedirect.com/science/article/pii/S0167947312002988", doi = "http://doi.org/10.1016/j.csda.2012.07.024" }
2012.12.19
Hsiao, K.-J., Xu, K.S., Calder, J. & Hero, III, A.O.	Multi-criteria Anomaly Detection using Pareto Depth Analysis [BibTeX]	2011	ArXiv e-prints	article	URL
BibTeX: @article{2011arXiv1110.3741H, author = "Hsiao, K.-J. and Xu, K. S. and Calder, J. and Hero, III, A. O.", title = "Multi-criteria Anomaly Detection using Pareto Depth Analysis", journal = "ArXiv e-prints", year = "2011", url = "http://adsabs.harvard.edu/abs/2011arXiv1110.3741H" }
2013.04.15
Hsu, D.A.	Tests for Variance Shift at an Unknown Time Point [BibTeX]	1977	Applied Statistics Vol. 26(3), pp. 279-284	article	URL
BibTeX: @article{Hsu1977, author = "Hsu, D. A.", title = "Tests for Variance Shift at an Unknown Time Point", journal = "Applied Statistics", publisher = "Blackwell Publishing for the Royal Statistical Society", year = "1977", volume = "26", number = "3", pages = "279--284", url = "http://www.jstor.org/stable/2346968" }
2012.03.01
Hsu, D.A.	Detecting shifts of parameter in Gamma sequences with applications to stock price and air traffic flow analysis [BibTeX]	1979	Journal of the American Statistical Association Vol. 74(365), pp. 31-40	article	URL
BibTeX: @article{Hsu1979, author = "Hsu, D. A.", title = "Detecting shifts of parameter in Gamma sequences with applications to stock price and air traffic flow analysis", journal = "Journal of the American Statistical Association", year = "1979", volume = "74", number = "365", pages = "31--40", url = "http://www.jstor.org/stable/2286717" }
2012.03.01
Huang, Y., Dagne, G.A. & Park, J.-G.	Segmental modeling of changing immunologic response for CD4 data with skewness, missingness and dropout [BibTeX]	2013	Journal of Applied Statistics Vol. 40(10), pp. 2244-2258	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2013.809569, author = "Huang, Yangxin and Dagne, Getachew A. and Park, Jeong-Gun", title = "Segmental modeling of changing immunologic response for CD4 data with skewness, missingness and dropout", journal = "Journal of Applied Statistics", year = "2013", volume = "40", number = "10", pages = "2244-2258", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2013.809569", doi = "http://doi.org/10.1080/02664763.2013.809569" }
2013.12.20
Huh, J.	Estimation of a change point in the variance function based on theupchi2-distribution [BibTeX]	2015	Communications in Statistics - Theory and Methods Vol. 45(17), pp. 4937-4968	article	DOI
BibTeX: @article{Huh_2015, author = "Jib Huh", title = "Estimation of a change point in the variance function based on theupchi2-distribution", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2015", volume = "45", number = "17", pages = "4937--4968", doi = "http://doi.org/10.1080/03610926.2014.930912" }
2017.03.25
Huskova, M. & Kirch, C.	Bootstrapping confidence intervals for the change-point of time series [BibTeX]	2008	Journal of Time Series Analysis Vol. 29(6), pp. 947-972	article	DOI URL
BibTeX: @article{JTSA:JTSA589, author = "Huskova, Marie and Kirch, Claudia", title = "Bootstrapping confidence intervals for the change-point of time series", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing Ltd", year = "2008", volume = "29", number = "6", pages = "947--972", url = "http://dx.doi.org/10.1111/j.1467-9892.2008.00589.x", doi = "http://doi.org/10.1111/j.1467-9892.2008.00589.x" }
2012.03.01
Huskova, M. & Kirch, C.	A note on studentized confidence intervals for the change-point [BibTeX]	2010	Computational Statistics Vol. 25, pp. 269-289	article	DOI URL
BibTeX: @article{springerlink:10.1007/s00180-009-0175-7, author = "Huskova, Marie and Kirch, Claudia", title = "A note on studentized confidence intervals for the change-point", journal = "Computational Statistics", publisher = "Physica Verlag, An Imprint of Springer-Verlag GmbH", year = "2010", volume = "25", pages = "269--289", url = "http://dx.doi.org/10.1007/s00180-009-0175-7", doi = "http://doi.org/10.1007/s00180-009-0175-7" }
2012.03.01
Huskova, M. & Kirch, C.	Bootstrapping sequential change-point tests for linear regression [BibTeX]	2012	Metrika Vol. 75(5), pp. 673-708	article	DOI URL
BibTeX: @article{springerlink:10.1007/s00184-011-0347-7, author = "Huskova, Marie and Kirch, Claudia", title = "Bootstrapping sequential change-point tests for linear regression", journal = "Metrika", publisher = "Physica Verlag, An Imprint of Springer-Verlag GmbH", year = "2012", volume = "75", number = "5", pages = "673--708", url = "http://dx.doi.org/10.1007/s00184-011-0347-7", doi = "http://doi.org/10.1007/s00184-011-0347-7" }
2012.03.01
Huskova, M., Kirch, C., Praskova, Z. & Steinebach, J.	On the detection of changes in autoregressive time series, II. Resampling procedures [BibTeX]	2008	Journal of Statistical Planning and Inference Vol. 138(6), pp. 1697 - 1721	article	DOI URL
BibTeX: @article{Huskova20081697, author = "Marie Huskova and Claudia Kirch and Zuzana Praskova and Josef Steinebach", title = "On the detection of changes in autoregressive time series, II. Resampling procedures", journal = "Journal of Statistical Planning and Inference", year = "2008", volume = "138", number = "6", pages = "1697 -- 1721", url = "http://www.sciencedirect.com/science/article/pii/S0378375807003114", doi = "http://doi.org/10.1016/j.jspi.2007.06.029" }
2012.03.01
Hušková, M. & Maciak, M.	Discontinuities in robust nonparametric regression with upalpha-mixing dependence [BibTeX]	2017	Journal of Nonparametric Statistics, pp. 1-29	article	DOI URL
BibTeX: @article{Hu_kov__2017, author = "Marie Hušková and Matúš Maciak", title = "Discontinuities in robust nonparametric regression with upalpha-mixing dependence", journal = "Journal of Nonparametric Statistics", publisher = "Informa UK Limited", year = "2017", pages = "1--29", url = "http://www.tandfonline.com/doi/full/10.1080/10485252.2017.1303061", doi = "http://doi.org/10.1080/10485252.2017.1303061" }
2017-04-13
Iacone, F., Leybourne, S.J. & Robert Taylor, A.M.	A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION [BibTeX]	2014	Journal of Time Series Analysis Vol. 35(1), pp. 40-54	article	DOI URL
BibTeX: @article{JTSA:JTSA12049, author = "Iacone, Fabrizio and Leybourne, Stephen J. and Robert Taylor, A. M.", title = "A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION", journal = "Journal of Time Series Analysis", year = "2014", volume = "35", number = "1", pages = "40--54", url = "http://dx.doi.org/10.1111/jtsa.12049", doi = "http://doi.org/10.1111/jtsa.12049" }
2013.12.20
Inclan, C.	Detection of Multiple Changes of Variance Using Posterior Odds [BibTeX]	1993	Journal of Business and Economic Statistics Vol. 11(3), pp. 289-300	article	URL
BibTeX: @article{Inclan1993, author = "Inclan, Carla", title = "Detection of Multiple Changes of Variance Using Posterior Odds", journal = "Journal of Business and Economic Statistics", publisher = "American Statistical Association", year = "1993", volume = "11", number = "3", pages = "289--300", url = "http://www.jstor.org/stable/1391953" }
2012.03.01
Inclan, C. & Tiao, G.C.	Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance [BibTeX]	1994	Journal of the American Statistical Association Vol. 89(427), pp. 913-923	article	URL
BibTeX: @article{InclanTiao1994, author = "Inclan, C. and Tiao, G. C.", title = "Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance", journal = "Journal of the American Statistical Association", publisher = "American Statistical Association", year = "1994", volume = "89", number = "427", pages = "913--923", url = "www.jstor.org/stable/2290916" }
2012.03.01
Inoue, S., Taniguchi, S. & Yamada, S.	An All-Stage Truncated Multiple Change Point Model for Software Reliability Assessment [BibTeX]	2015	International Journal of Reliability, Quality and Safety Engineering Vol. 22(04), pp. 1550017	article	DOI URL
BibTeX: @article{Inoue_2015, author = "Shinji Inoue and Saki Taniguchi and Shigeru Yamada", title = "An All-Stage Truncated Multiple Change Point Model for Software Reliability Assessment", journal = "International Journal of Reliability, Quality and Safety Engineering", publisher = "World Scientific Pub Co Pte Lt", year = "2015", volume = "22", number = "04", pages = "1550017", url = "http://dx.doi.org/10.1142/S0218539315500175", doi = "http://doi.org/10.1142/S0218539315500175" }
2017-04-12
Jack, A. & Kokoszka, P.	Wavelet-domain test for long-range dependence in the presence of a trend [BibTeX]	2008	Statistics Vol. 42(2), pp. 101-113	article	URL
BibTeX: @article{JachKokoszka2008, author = "Jack, A. And Kokoszka, P.", title = "Wavelet-domain test for long-range dependence in the presence of a trend", journal = "Statistics", publisher = "Taylor and Francis", year = "2008", volume = "42", number = "2", pages = "101--113", url = "http://www.tandfonline.com/doi/abs/10.1080/02331880701597222" }
2012.03.01
Jackson, B., Sargle, J.D., Barnes, D., Arabhi, S., Alt, A., Gioumousis, P., Gwin, E., Sangtrakulcharoen, P., Tan, L. & Tsai, T.T.	An Algorithm for optimal partitioning of data on an interval [BibTeX]	2005	IEEE, Signal Processing Letters Vol. 12(2), pp. 105-108	article	URL
BibTeX: @article{Jacksonetal2005, author = "Jackson, B. and Sargle, J. D. and Barnes, D. and Arabhi, S. and Alt, A. and Gioumousis, P. and Gwin, E. and Sangtrakulcharoen, P. and Tan, L. and Tsai, T. T.", title = "An Algorithm for optimal partitioning of data on an interval", journal = "IEEE, Signal Processing Letters", publisher = "IEEE Signal Processing Society", year = "2005", volume = "12", number = "2", pages = "105--108", url = "http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1381461" }
2012.03.01
Jacod, J. & Reiß, M.	A remark on the rates of convergence for integrated volatility estimation in the presence of jumps [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1209.4173J, author = "Jacod, J. and Reiß, M.", title = "A remark on the rates of convergence for integrated volatility estimation in the presence of jumps", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1209.4173J" }
2012.12.19
James, B., James, K.L. & Siegmund, D.	Tests for a Change-Point [BibTeX]	1987	Biometrika Vol. 74(1), pp. 71-83	article	URL
BibTeX: @article{JamesJamesSiegmund1987, author = "James, Barry and James, Kang Ling and Siegmund, David", title = "Tests for a Change-Point", journal = "Biometrika", publisher = "Biometrika Trust", year = "1987", volume = "74", number = "1", pages = "71--83", url = "http://biomet.oxfordjournals.org/content/74/1/71.abstract" }
2012.03.01
James, B., James, K.L. & Siegmund, D.	Asymptotic approximations for likelihood ratio tests and confidence regions for a change-point in the mean of a multivariate normal distribution [BibTeX]	1992	Statistica Sinica Vol. 2, pp. 69-90	article	URL
BibTeX: @article{JamesJamesSiegmund1992, author = "James, B. and James, K. L. and Siegmund, D.", title = "Asymptotic approximations for likelihood ratio tests and confidence regions for a change-point in the mean of a multivariate normal distribution", journal = "Statistica Sinica", year = "1992", volume = "2", pages = "69--90", url = "http://www3.stat.sinica.edu.tw/statistica/j2n1/j2n14/j2n14.htm" }
2012.03.01
Jandhyala, V., Fotopoulos, S., MacNeill, I. & Liu, P.	Inference for single and multiple change-points in time series [BibTeX]	2013	Journal of Time Series Analysis	article	DOI URL
BibTeX: @article{JTSA:JTSA12035, author = "Jandhyala, Venkata and Fotopoulos, Stergios and MacNeill, Ian and Liu, Pengyu", title = "Inference for single and multiple change-points in time series", journal = "Journal of Time Series Analysis", year = "2013", url = "http://dx.doi.org/10.1111/jtsa12035", doi = "http://doi.org/10.1111/jtsa12035" }
2013.05.14
Jeng, X.J., Cai, T.T. & Li, H.	Simultaneous discovery of rare and common segment variants [BibTeX]	2013	Biometrika Vol. 100(1), pp. 157-172	article	DOI URL
BibTeX: @article{Jeng01032013, author = "Jeng, X. Jessie and Cai, T. Tony and Li, Hongzhe", title = "Simultaneous discovery of rare and common segment variants", journal = "Biometrika", year = "2013", volume = "100", number = "1", pages = "157--172", url = "http://biomet.oxfordjournals.org/content/100/1/157.abstract", doi = "http://doi.org/10.1093/biomet/ass059" }
2013.05.13
Jin, H., Zhang, D., Zhang, J. & Zhang, S.	Evidence of spurious regression driven by heavy-tailed observations with structural changes [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 46(2), pp. 1086-1101	article	DOI URL
BibTeX: @article{Jin_2015, author = "Hao Jin and Danshi Zhang and Jinsuo Zhang and Si Zhang", title = "Evidence of spurious regression driven by heavy-tailed observations with structural changes", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2015", volume = "46", number = "2", pages = "1086--1101", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2014.990098", doi = "http://doi.org/10.1080/03610918.2014.990098" }
2015-02-10
Jin, H., Zhang, S., Zhang, J. & Zhang, S.	Bootstrap procedures for variances breaks test in time series with a changing trend [BibTeX]	2018	Communications in Statistics - Theory and Methods Vol. 47(18), pp. 4609-4627	article	DOI URL
BibTeX: @article{JinZhangZhangZhang2018, author = "Hao Jin and Si Zhang and Jinsuo Zhang and Shougang Zhang", title = "Bootstrap procedures for variances breaks test in time series with a changing trend", journal = "Communications in Statistics - Theory and Methods", year = "2018", volume = "47", number = "18", pages = "4609-4627", url = "https://www.tandfonline.com/doi/full/10.1080/03610926.2017.1377256", doi = "http://doi.org/10.1080/03610926.2017.1377256" }
2018-08-12
Jing, B.-Y., Li, C.-X. & Liu, Z.	On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps [BibTeX]	2013	Communications in Statistics - Theory and Methods Vol. 42(21), pp. 3889-3901	article	DOI URL
BibTeX: @article{doi:10.1080/03610926.2011.639974, author = "Jing, Bing-Yi and Li, Cui-Xia and Liu, Zhi", title = "On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps", journal = "Communications in Statistics - Theory and Methods", year = "2013", volume = "42", number = "21", pages = "3889--3901", url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2011.639974", doi = "http://doi.org/10.1080/03610926.2011.639974" }
2013.12.20
Jobe, J.M. & Pokojovy, M.	A Cluster-Based Outlier Detection Scheme for Multivariate Data [BibTeX]	2015	Journal of the American Statistical Association Vol. 110(512), pp. 1543-1551	article	DOI URL
BibTeX: @article{Jobe_2015, author = "J. Marcus Jobe and Michael Pokojovy", title = "A Cluster-Based Outlier Detection Scheme for Multivariate Data", journal = "Journal of the American Statistical Association", publisher = "Informa UK Limited", year = "2015", volume = "110", number = "512", pages = "1543--1551", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2014.983231", doi = "http://doi.org/10.1080/01621459.2014.983231" }
2016-01-15
Johnson, B.A., Ribaudo, H., Gulick, R.M. & Eron, J.J.	Modeling Clinical Endpoints as a Function of Time of Switch to Second-Line ART with Incomplete Data on Switching Times [BibTeX]	2013	Biometrics Vol. 69(3), pp. 732-740	article	DOI URL
BibTeX: @article{BIOM:BIOM12064, author = "Johnson, Brent A. and Ribaudo, Heather and Gulick, Roy M. and Eron, Joseph J.", title = "Modeling Clinical Endpoints as a Function of Time of Switch to Second-Line ART with Incomplete Data on Switching Times", journal = "Biometrics", year = "2013", volume = "69", number = "3", pages = "732--740", url = "http://dx.doi.org/10.1111/biom.12064", doi = "http://doi.org/10.1111/biom.12064" }
2014.02.03
Jones-Farmer, L.A., Ezell, J.D. & Hazen, B.T.	Applying Control Chart Methods to Enhance Data Quality [BibTeX]	2014	Technometrics Vol. 56(1), pp. 29-41	article	DOI URL
BibTeX: @article{doi:10.1080/00401706.2013.804437, author = "Jones-Farmer, L. Allison and Ezell, Jeremy D. and Hazen, Benjamin T.", title = "Applying Control Chart Methods to Enhance Data Quality", journal = "Technometrics", year = "2014", volume = "56", number = "1", pages = "29-41", url = "http://www.tandfonline.com/doi/abs/10.1080/00401706.2013.804437", doi = "http://doi.org/10.1080/00401706.2013.804437" }
2014.03.24
Jose, C.T. & Ismall, B.	Change points in nonparametric regresion functions [BibTeX]	1999	Communications in Statistics - Theory and Methods Vol. 28(8), pp. 1883-1902	article	DOI URL
BibTeX: @article{doi:10.1080/03610929908832393, author = "Jose, C.T. and Ismall, B.", title = "Change points in nonparametric regresion functions", journal = "Communications in Statistics - Theory and Methods", year = "1999", volume = "28", number = "8", pages = "1883--1902", url = "http://dx.doi.org/10.1080/03610929908832393", doi = "http://doi.org/10.1080/03610929908832393" }
2014.06.24
Joshi, S., Jose, K.K. & Bhati, D.	Estimation of a change point in the hazard rate of Lindley model under right censoring [BibTeX]	2017	Communications in Statistics - Simulation and Computation Vol. 46(5), pp. 3563-3574	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2015.1096381, author = "Joshi, Savitri and Jose, K.K. and Bhati, Deepesh", title = "Estimation of a change point in the hazard rate of Lindley model under right censoring", journal = "Communications in Statistics - Simulation and Computation", year = "2017", volume = "46", number = "5", pages = "3563--3574", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2015.1096381", doi = "http://doi.org/10.1080/03610918.2015.1096381" }
2017-09-10
Joshi, S., Jose, K.K. & Bhati, D.	Estimation of a change point in the hazard rate of Lindley model under right censoring [BibTeX]	2016	Communications in Statistics - Simulation and Computation, pp. 1-12	article	DOI URL
BibTeX: @article{Joshi_2016, author = "Savitri Joshi and K. K. Jose and Deepesh Bhati", title = "Estimation of a change point in the hazard rate of Lindley model under right censoring", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2016", pages = "1--12", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2015.1096381", doi = "http://doi.org/10.1080/03610918.2015.1096381" }
2017-04-12
Jung, M., Song, S. & Chung, Y.	Bayesian change-point problem using Bayes factor with hierarchical prior distribution [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(3), pp. 1352-1366	article	DOI URL
BibTeX: @article{Jung_2016, author = "Myoungjin Jung and Seongho Song and Younshik Chung", title = "Bayesian change-point problem using Bayes factor with hierarchical prior distribution", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "3", pages = "1352--1366", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2015.1019143", doi = "http://doi.org/10.1080/03610926.2015.1019143" }
2017-04-12
Kamgaing, J.T., Ombao, H. & Davis, R.A.	Autoregressive processes with data-driven regime switching [BibTeX]	2009	Journal of Time Series Analysis Vol. 30(5), pp. 505-533	article	DOI URL
BibTeX: @article{JTSA:JTSA622, author = "Kamgaing, Joseph Tadjuidje and Ombao, Hernando and Davis, Richard A.", title = "Autoregressive processes with data-driven regime switching", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing Ltd", year = "2009", volume = "30", number = "5", pages = "505--533", url = "http://dx.doi.org/10.1111/j.1467-9892.2009.00622.x", doi = "http://doi.org/10.1111/j.1467-9892.2009.00622.x" }
2012.03.01
Kang, Y. & Qiu, P.	Jump Detection In Blurred Regression Surfaces [BibTeX]	2014	Technometrics	article	DOI URL
BibTeX: @article{doi:10.1080/00401706.2013.844732, author = "Kang, Yicheng and Qiu, Peihua", title = "Jump Detection In Blurred Regression Surfaces", journal = "Technometrics", year = "2014", url = "http://www.tandfonline.com/doi/abs/10.1080/00401706.2013.844732", doi = "http://doi.org/10.1080/00401706.2013.844732" }
2013.12.20
Kang, Y. & Qiu, P.	Jump Detection In Blurred Regression Surfaces [BibTeX]	2014	Technometrics Vol. 56(4), pp. 539-550	article	DOI URL
BibTeX: @article{Kang_2014, author = "Yicheng Kang and Peihua Qiu", title = "Jump Detection In Blurred Regression Surfaces", journal = "Technometrics", publisher = "Informa UK Limited", year = "2014", volume = "56", number = "4", pages = "539--550", url = "http://www.tandfonline.com/doi/abs/10.1080/00401706.2013.844732", doi = "http://doi.org/10.1080/00401706.2013.844732" }
2013-10-23
Karabatsos, G. & Walker, S.G.	On Bayesian Nonparametric Continuous Time Series Models [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1303.0439K, author = "Karabatsos, G. and Walker, S. G.", title = "On Bayesian Nonparametric Continuous Time Series Models", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1303.0439K" }
2013.04.15
Kashikar, A.S., Rohan, N. & Ramanathan, T.V.	Integer autoregressive models with structural breaks [BibTeX]	2013	Journal of Applied Statistics Vol. 40(12), pp. 2653-2669	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2013.823920, author = "Kashikar, Akanksha S. and Rohan, Neelabh and Ramanathan, T.V.", title = "Integer autoregressive models with structural breaks", journal = "Journal of Applied Statistics", year = "2013", volume = "40", number = "12", pages = "2653--2669", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2013.823920", doi = "http://doi.org/10.1080/02664763.2013.823920" }
2013.12.20
Kazemzadeh, R.B., Noorossana, R. & Ayoubi, M.	Change Point Estimation of Multivariate Linear Profiles Under Linear Drift [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 44(6), pp. 1570-1599	article	DOI URL
BibTeX: @article{Kazemzadeh_2014, author = "Reza Baradaran Kazemzadeh and Rassoul Noorossana and Mona Ayoubi", title = "Change Point Estimation of Multivariate Linear Profiles Under Linear Drift", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "6", pages = "1570--1599", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.824093", doi = "http://doi.org/10.1080/03610918.2013.824093" }
2014-04-23
Kengne, W.C.	Testing for parameter constancy in general causal time-series models [BibTeX]	2012	Journal of Time Series Analysis Vol. 33(3), pp. 503-518	article	DOI URL
BibTeX: @article{JTSA:JTSA785, author = "Kengne, William Charky", title = "Testing for parameter constancy in general causal time-series models", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing Ltd", year = "2012", volume = "33", number = "3", pages = "503--518", url = "http://dx.doi.org/10.1111/j.1467-9892.2012.00785.x", doi = "http://doi.org/10.1111/j.1467-9892.2012.00785.x" }
2012.09.16
Khaleghi, A. & Ryabko, D.	Multiple Change Point Estimation in Stationary Ergodic Time Series [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1203.1515K, author = "Khaleghi, A. and Ryabko, D.", title = "Multiple Change Point Estimation in Stationary Ergodic Time Series", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1203.1515K" }
2012.12.19
Khaleghi, A. & Ryabko, D.	A consistent clustering-based approach to estimating the number of change-points in highly dependent time-series [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1302.3407K, author = "Khaleghi, A. and Ryabko, D.", title = "A consistent clustering-based approach to estimating the number of change-points in highly dependent time-series", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1302.3407K" }
2013.04.15
Khalil, M. & Duchene, J.	Detection and classification of multiple events in piecewise stationary signals: Comparison between autoregressive and multiscale approaches [BibTeX]	1999	Signal Processing Vol. 75(3), pp. 239-251	article	URL
BibTeX: @article{KhalilDuchene1999, author = "Khalil, M. And Duchene, J.", title = "Detection and classification of multiple events in piecewise stationary signals: Comparison between autoregressive and multiscale approaches", journal = "Signal Processing", publisher = "Elsevier", year = "1999", volume = "75", number = "3", pages = "239--251", url = "http://www.sciencedirect.com/science/article/pii/S0165168498002369" }
2012.03.01
Khan, S.A. & Kar, S.C.	Generalised bent-cable methodology for changepoint data: a Bayesian approach [BibTeX]	2018	Journal of Applied Statistiscs Vol. 45(10), pp. 1799-1812	article	DOI URL
BibTeX: @article{KhanKar2018, author = "Shahedul A. Khan and Setu C. Kar", title = "Generalised bent-cable methodology for changepoint data: a Bayesian approach", journal = "Journal of Applied Statistiscs", year = "2018", volume = "45", number = "10", pages = "1799-1812", url = "https://www.tandfonline.com/doi/full/10.1080/02664763.2017.1391754", doi = "http://doi.org/10.1080/02664763.2017.1391754" }
2018-06-27
Killick, R., Eckley, I.A. & Jonathan, P.	A wavelet-based approach for detecting changes in second order structure within nonstationary time series [BibTeX]	2013	Electronic Journal of Statistics Vol. 7, pp. 1167-1183	article	DOI URL
BibTeX: @article{KillickEckleyJonathan2013, author = "Killick, R. and Eckley, I. A. and Jonathan, P.", title = "A wavelet-based approach for detecting changes in second order structure within nonstationary time series", journal = "Electronic Journal of Statistics", year = "2013", volume = "7", pages = "1167--1183", url = "http://projecteuclid.org/euclid.ejs/1366722164", doi = "http://doi.org/10.1214/13-EJS799" }
2013-06-06
Killick, R., Eckley, I.A., Jonathan, P. & Ewans, K.	Detection of changes in the characteristics of oceanographic time-series using statistical change point analysis [BibTeX]	2010	Ocean Engineering Vol. 37(13), pp. 1120-1126	article	URL
BibTeX: @article{KillickEckleyEwansJonathan2010, author = "Killick, R. and Eckley, I. A. and Jonathan, P. and Ewans, K.", title = "Detection of changes in the characteristics of oceanographic time-series using statistical change point analysis", journal = "Ocean Engineering", year = "2010", volume = "37", number = "13", pages = "1120--1126", url = "http://www.sciencedirect.com/science/article/pii/S0029801810001162" }
2012.03.01
Killick, R., Fearnhead, P. & Eckley, I.A.	Optimal detection of changepoints with a linear computational cost [BibTeX]	2012	Journal of the American Statistical Association Vol. 107(500), pp. 1590-1598	article	DOI URL
BibTeX: @article{KillickFearnheadEckley2012, author = "Killick, R. and Fearnhead, P. and Eckley, I. A.", title = "Optimal detection of changepoints with a linear computational cost", journal = "Journal of the American Statistical Association", year = "2012", volume = "107", number = "500", pages = "1590--1598", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2012.737745", doi = "http://doi.org/10.1080/01621459.2012.737745" }
2012.03.01
Kim, J. & Cheon, S.	Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model [BibTeX]	2014	Journal of Applied Statistics Vol. 41(10), pp. 2157-2177	article	DOI URL
BibTeX: @article{KimCheon2014, author = "Jaehee Kim and Sooyoung Cheon", title = "Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model", journal = "Journal of Applied Statistics", year = "2014", volume = "41", number = "10", pages = "2157--2177", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2014.909782", doi = "http://doi.org/10.1080/02664763.2014.909782" }
2014-04-23
Kim, J. & Hart, J.D.	A change-point estimator using local Fourier series [BibTeX]	2011	Journal of Nonparametric Statistics Vol. 23(1), pp. 83-98	article	DOI URL
BibTeX: @article{KimHart2011, author = "Kim, Jaehee and Hart, Jeffrey D.", title = "A change-point estimator using local Fourier series", journal = "Journal of Nonparametric Statistics", year = "2011", volume = "23", number = "1", pages = "83--98", url = "http://www.tandfonline.com/doi/abs/10.1080/10485251003721232", doi = "http://doi.org/10.1080/10485251003721232" }
2012.12.19
Kim, J. & Jeong, C.	A Bayesian multiple structural change regression model with autocorrelated errors [BibTeX]	2016	Journal of Applied Statistics Vol. 43(9), pp. 1690-1705	article	DOI URL
BibTeX: @article{Kim_2016, author = "Jaehee Kim and Chulwoo Jeong", title = "A Bayesian multiple structural change regression model with autocorrelated errors", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2016", volume = "43", number = "9", pages = "1690--1705", url = "http://www.tandfonline.com/doi/full/10.1080/02664763.2015.1117592", doi = "http://doi.org/10.1080/02664763.2015.1117592" }
2017-04-12
Kim, J. & Lee, G.-H.	Local Fourier tests for structural change based on residuals [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(1), pp. 133-147	article	DOI URL
BibTeX: @article{Kim2016, author = "Jaehee Kim and Geung-Hee Lee", title = "Local Fourier tests for structural change based on residuals", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "1", pages = "133--147", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2014.988259", doi = "http://doi.org/10.1080/03610926.2014.988259" }
2017-04-12
Kim, S. & Reddy, A.L.N.	Statistical Techniques for Detecting Traffic Anomalies Through Packet Header Data [BibTeX]	2008	IEEE: Transactions on Networking Vol. 16(3), pp. 562-575	article	URL
BibTeX: @article{KimReddy2008, author = "Kim, S. And Reddy, A. L. N.", title = "Statistical Techniques for Detecting Traffic Anomalies Through Packet Header Data", journal = "IEEE: Transactions on Networking", publisher = "IEEE", year = "2008", volume = "16", number = "3", pages = "562--575", url = "http://dl.acm.org/citation.cfm?id=1399568" }
2012.03.01
Kim, S., Reddy, A.L.N. & Vannucci, M.	Detecting traffic anomalies through aggregate analysis of packet header data [BibTeX]	2004	Vol. 3042LECTURE NOTES IN COMPUTER SCIENCE, pp. 1047-1059	inproceedings	URL
BibTeX: @inproceedings{KimReddyVannucci2004, author = "Kim, S. And Reddy, A. L. N. And Vannucci, M.", title = "Detecting traffic anomalies through aggregate analysis of packet header data", booktitle = "LECTURE NOTES IN COMPUTER SCIENCE", publisher = "Springer", year = "2004", volume = "3042", pages = "1047--1059", url = "http://www.springerlink.com/content/77jjnj5e2bmtv7re/" }
2012.03.01
Kirch, C.	Bootstrapping Sequential Change-Point Tests [BibTeX]	2008	Sequential Analysis Vol. 27(3), pp. 330-349	article	DOI URL
BibTeX: @article{doi:10.1080/07474940802241082, author = "Kirch, Claudia", title = "Bootstrapping Sequential Change-Point Tests", journal = "Sequential Analysis", year = "2008", volume = "27", number = "3", pages = "330--349", url = "http://www.tandfonline.com/doi/abs/10.1080/07474940802241082", doi = "http://doi.org/10.1080/07474940802241082" }
2012.03.01
Kirch, C.	Resampling in the frequency domain of time series to determine critical values for change-point tests [BibTeX]	2007	Statistics & Decisions Vol. 25, pp. 237-261	article	URL
BibTeX: @article{Kirch2007, author = "Kirch, C.", title = "Resampling in the frequency domain of time series to determine critical values for change-point tests", journal = "Statistics & Decisions", year = "2007", volume = "25", pages = "237--261", url = "http://www.oldenbourg-link.com/doi/abs/10.1524/stnd.2007.0902" }
2012.03.01
Kirch, C. & Kamgaing, J.T.	Testing for parameter stability in nonlinear autoregressive models [BibTeX]	2012	Journal of Time Series Analysis Vol. 33(3), pp. 365-385	article	DOI URL
BibTeX: @article{JTSA:JTSA764, author = "Kirch, Claudia and Kamgaing, Joseph Tadjuidje", title = "Testing for parameter stability in nonlinear autoregressive models", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing Ltd", year = "2012", volume = "33", number = "3", pages = "365--385", url = "http://dx.doi.org/10.1111/j.1467-9892.2011.00764.x", doi = "http://doi.org/10.1111/j.1467-9892.2011.00764.x" }
2012.09.16
Kirch, C., Muhsal, B. & Ombao, H.	Detection of Changes in Multivariate Time Series With Application to EEG Data [BibTeX]	2015	Journal of the American Statistical Association Vol. 110(511), pp. 1197-1216	article	DOI URL
BibTeX: @article{Kirch_2015, author = "Claudia Kirch and Birte Muhsal and Hernando Ombao", title = "Detection of Changes in Multivariate Time Series With Application to EEG Data", journal = "Journal of the American Statistical Association", publisher = "Informa UK Limited", year = "2015", volume = "110", number = "511", pages = "1197--1216", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2014.957545", doi = "http://doi.org/10.1080/01621459.2014.957545" }
2015-11-07
Kirch, C. & Steinebach, J.	Permutation principles for the change analysis of stochastic processes under strong invariance [BibTeX]	2006	Journal of Computational and Applied Mathematics Vol. 186(1), pp. 64 - 88	article	DOI URL
BibTeX: @article{Kirch200664, author = "Claudia Kirch and Josef Steinebach", title = "Permutation principles for the change analysis of stochastic processes under strong invariance", journal = "Journal of Computational and Applied Mathematics", year = "2006", volume = "186", number = "1", pages = "64 -- 88", url = "http://www.sciencedirect.com/science/article/pii/S0377042705001895", doi = "http://doi.org/10.1016/j.cam.2005.03.065" }
2012.03.01
Ko, K. & Vannicci, M.	Bayesian Wavelet-Based Methods for the Detection of Multiple Changes of the Long Memory Parameter [BibTeX]	2006	IEEE: Transactions on Signal Processing Vol. 54(11), pp. 4461-4470	article	URL
BibTeX: @article{KoVannucci2006, author = "Ko, K. And Vannicci, M.", title = "Bayesian Wavelet-Based Methods for the Detection of Multiple Changes of the Long Memory Parameter", journal = "IEEE: Transactions on Signal Processing", publisher = "IEEE", year = "2006", volume = "54", number = "11", pages = "4461--4470", url = "http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1710389&isnumber=36087" }
2012.03.01
Kohlmorgen, J., Lemm, S., Muller, K.-R., Liehr, S. & Pawelzik, K.	Fast change point detection in switching dynamics using a hidden Markov model of prediction experts [BibTeX]	1999	9th International Conference on Artificial Neural Networks, pp. 204-209	inproceedings	URL
BibTeX: @inproceedings{KohlmorgenLemmMullerLiehrPawelzik1999, author = "J. Kohlmorgen and S. Lemm and K.-R. Muller and S. Liehr and K. Pawelzik", title = "Fast change point detection in switching dynamics using a hidden Markov model of prediction experts", booktitle = "9th International Conference on Artificial Neural Networks", year = "1999", pages = "204-209", url = "http://link.aip.org/link/abstract/IEECPS/v1999/iCP470/p204/s1" }
2012.03.01
Kojadinovic, I. & Naveau, P.	Detecting distributional changes in samples of independent block maxima using probability weighted moments [BibTeX]	2016	ArXiv e-prints	article	URL
BibTeX: @article{Kojadinovic2016, author = "Ivan Kojadinovic and Philippe Naveau", title = "Detecting distributional changes in samples of independent block maxima using probability weighted moments", journal = "ArXiv e-prints", year = "2016", url = "https://arxiv.org/abs/1507.06121" }
2017-04-12
Kojadinovic, I., Rohmer, T. & Segers, J.	Detecting changes in cross-sectional dependence in multivariate time series [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1206.2557K, author = "Kojadinovic, I. and Rohmer, T. and Segers, J.", title = "Detecting changes in cross-sectional dependence in multivariate time series", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1206.2557K" }
2014.02.03
Kokoszka, P. & Leipus, R.	Change-Point Estimation in ARCH Models [BibTeX]	2000	Bernoulli Vol. 6(3), pp. 513-539	article	URL
BibTeX: @article{KokoszkaLeipus2000, author = "Kokoszka, Piotr and Leipus, Remigijus", title = "Change-Point Estimation in ARCH Models", journal = "Bernoulli", publisher = "International Statistical Institute (ISI) and Bernoulli Society for Mathematical Statistics and Probability", year = "2000", volume = "6", number = "3", pages = "513--539", url = "http://www.jstor.org/stable/3318673" }
2012.03.01
Kolar, M. & Xing, E.P.	Estimating networks with jumps [BibTeX]	2012	Electronic Journal of Statistics Vol. 6, pp. 2069-2106	article	DOI URL
BibTeX: @article{KolarXing2012, author = "Mladen Kolar and Eric P. Xing", title = "Estimating networks with jumps", journal = "Electronic Journal of Statistics", year = "2012", volume = "6", pages = "2069--2106", url = "http://projecteuclid.org/euclid.ejs/1351865118", doi = "http://doi.org/10.1214/12-EJS739" }
2012.12.19
Koop, G. & Potter, S.M.	Estimation and Forecasting in Models with Multiple Breaks [BibTeX]	2007	The Review of Economic Studies Vol. 74(3), pp. pp. 763-789	article	URL
BibTeX: @article{2007, author = "Koop, Gary and Simon M. Potter", title = "Estimation and Forecasting in Models with Multiple Breaks", journal = "The Review of Economic Studies", publisher = "Oxford University Press", year = "2007", volume = "74", number = "3", pages = "pp. 763-789", url = "http://www.jstor.org/stable/4626160" }
2014.02.03
Koop, G. & Potter, S.M.	Prior Elicitation in Multiple Change-Point Models [BibTeX]	2009	International Economic Review Vol. 50(3), pp. 751-772	article	DOI URL
BibTeX: @article{Koop2009SMP, author = "Koop, G. and Potter, S. M.", title = "Prior Elicitation in Multiple Change-Point Models", journal = "International Economic Review", year = "2009", volume = "50", number = "3", pages = "751-772", url = "http://onlinelibrary.wiley.com/doi/10.1111/j.1468-2354.2009.00547.x/abstract", doi = "http://doi.org/10.1111/j.1468-2354.2009.00547.x" }
2010.10.04
Korkas, K. & Fryzlewicz, P.	Multiple change-point detection for non-stationary time series using Wild Binary Segmentation [BibTeX]	2017	Statistica Sinica	article	DOI URL
BibTeX: @article{Korkas_2017, author = "Karolos Korkas and Piotr Fryzlewicz", title = "Multiple change-point detection for non-stationary time series using Wild Binary Segmentation", journal = "Statistica Sinica", publisher = "Institute of Statistical Science", year = "2017", url = "http://www3.stat.sinica.edu.tw/statistica/j27n1/J27N114/J27N114.html", doi = "http://doi.org/10.5705/ss.202015.0262" }
2017-04-13
Kostrzewski, M.	Bayesian DEJD model and detection of asymmetric jumps [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv:1404.2050v1, author = "Maciej Kostrzewski", title = "Bayesian DEJD model and detection of asymmetric jumps", journal = "ArXiv e-prints", year = "2014", url = "https://arxiv.org/abs/1404.2050" }
2014-04-08
Kostrzewski, M.	Bayesian Inference for the Jump-Diffusion Model with M Jumps [BibTeX]	2013	Communications in Statistics - Theory and Methods	article	DOI URL
BibTeX: @article{doi:10.1080/03610926.2012.755202, author = "Kostrzewski, Maciej", title = "Bayesian Inference for the Jump-Diffusion Model with M Jumps", journal = "Communications in Statistics - Theory and Methods", year = "2013", url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2012.755202", doi = "http://doi.org/10.1080/03610926.2012.755202" }
2013.12.20
Kostrzewski, M.	Bayesian Inference for the Jump-Diffusion Model with M Jumps [BibTeX]	2014	Communications in Statistics - Theory and Methods Vol. 43(18), pp. 3955-3985	article	DOI URL
BibTeX: @article{Kostrzewski_2014, author = "Maciej Kostrzewski", title = "Bayesian Inference for the Jump-Diffusion Model with M Jumps", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2014", volume = "43", number = "18", pages = "3955--3985", url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2012.755202", doi = "http://doi.org/10.1080/03610926.2012.755202" }
2013-08-16
Koziol, J.A.	A Note on Non-Parametric Tests for the Change-Point Problem [BibTeX]	1987	Biometrical Journal Vol. 29(7), pp. 791-794	article	DOI URL
BibTeX: @article{BIMJ:BIMJ4710290708, author = "Koziol, James A.", title = "A Note on Non-Parametric Tests for the Change-Point Problem", journal = "Biometrical Journal", publisher = "WILEY-VCH Verlag", year = "1987", volume = "29", number = "7", pages = "791--794", url = "http://dx.doi.org/10.1002/bimj.4710290708", doi = "http://doi.org/10.1002/bimj.4710290708" }
2012.03.01
Koziol, J.A. & Wu, S.C.	A review of nonparametric tests for changepoint problems, with application to a recombinant drug therapy clinical trial. [BibTeX]	1996	J Biopharm Stat. Vol. 6(4), pp. 425-441	article
BibTeX: @article{KoziolWu1996, author = "Koziol, J.A. and Wu, S.C.", title = "A review of nonparametric tests for changepoint problems, with application to a recombinant drug therapy clinical trial.", journal = "J Biopharm Stat.", year = "1996", volume = "6", number = "4", pages = "425--441" }
2012.03.01
Kurozumi, E.	Confidence Sets for the Date of a Structural Change at the End of a Sample [BibTeX]	2018	Journal of Time Series Analysis	article	DOI
BibTeX: @article{Kurozumi2018, author = "Eiji Kurozumi", title = "Confidence Sets for the Date of a Structural Change at the End of a Sample", journal = "Journal of Time Series Analysis", year = "2018", doi = "http://doi.org/10.1111/jtsa.12404" }
2018-08-12
Kwon, D., Vannucci, M., Song, J.J., Jeong, J. & Pfeiffer, R.M.	A novel wavelet-based thresholding method for the pre-processing of mass spectrometry data that accounts for heterogeneous noise [BibTeX]	2008	Proteomics Vol. 8, pp. 3019-3029	article	URL
BibTeX: @article{KwonVannucciSongJeongPfeiffer2008, author = "Kwon, D. And Vannucci, M. And Song, J. J. And Jeong, J. And Pfeiffer, R. M.", title = "A novel wavelet-based thresholding method for the pre-processing of mass spectrometry data that accounts for heterogeneous noise", journal = "Proteomics", publisher = "Wiley Interscience", year = "2008", volume = "8", pages = "3019--3029", url = "http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2855839/" }
2012.03.01
Kwon, D.W., Ko, K., Vannucci, M., Reddy, A.L.N. & Kim, S.	Wavelet Methods for the Detection of Anomalies and their Application to Network Traffic Analysis [BibTeX]	2006	Quality and Reliability Engineering International Vol. 22(8), pp. 953-969	article	URL
BibTeX: @article{KwonKoVannucciReddyKim2006, author = "Kwon, D. W. And Ko, K. And Vannucci, M. And Reddy, A. L. N. And Kim, S.", title = "Wavelet Methods for the Detection of Anomalies and their Application to Network Traffic Analysis", journal = "Quality and Reliability Engineering International", publisher = "Wiley InterScience", year = "2006", volume = "22", number = "8", pages = "953--969", url = "http://onlinelibrary.wiley.com/doi/10.1002/qre.781/abstract" }
2012.03.01
Kyriskopoulos, K.G. & Parish, D.J.	Automated Detection of Changes in Computer Network Measurements using Wavelets [BibTeX]	2007	Vol. 16thINTERNATIONAL CONFERENCE ON COMPUTER COMMUNICATIONS AND NETWORKS, pp. 1223-1227	inproceedings	URL
BibTeX: @inproceedings{KyriskopoulosParish2007, author = "Kyriskopoulos, K. G. And Parish, D. J.", title = "Automated Detection of Changes in Computer Network Measurements using Wavelets", booktitle = "INTERNATIONAL CONFERENCE ON COMPUTER COMMUNICATIONS AND NETWORKS", publisher = "IEEE", year = "2007", volume = "16th", pages = "1223--1227", url = "http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=4317987" }
2012.03.01
Lai, T.L. & Xing, H.	A SIMPLE BAYESIAN APPROACH TO MULTIPLE CHANGE-POINTS [BibTeX]		STATISTICA SINICA Vol. (), pp.	article
BibTeX: @article{ISI:000290459900004, author = "Lai, Tze Leung and Xing, Haipeng", title = "A SIMPLE BAYESIAN APPROACH TO MULTIPLE CHANGE-POINTS", journal = "STATISTICA SINICA", year = "2011", volume = "21", number = "2", pages = "539-569" }
2014.02.03
Lai, T.L. & Xing, H.	Nonparametric Functionals of Spectral Distributions and their Applications to Time Series Analysis [BibTeX]	2007	Journal of Statistical Planning and Inference Vol. 137, pp. 1066-1075	article	URL
BibTeX: @article{LaiXing2007, author = "Lai, T. L., And Xing, H.", title = "Nonparametric Functionals of Spectral Distributions and their Applications to Time Series Analysis", journal = "Journal of Statistical Planning and Inference", publisher = "Elsevier", year = "2007", volume = "137", pages = "1066--1075", url = "http://www.sciencedirect.com/science/article/pii/S0378375806001613" }
2012.03.01
Lamoureux, C.G. & Lastrapes, W.D.	Persistence in Variance, Structural Change, and the GARCH Model [BibTeX]	1990	Journal of Business and Economic Statistics Vol. 8(2), pp. 225-234	article	URL
BibTeX: @article{LamoureuxLastrapes1990, author = "Lamoureux, Christopher G. And Lastrapes, William D.", title = "Persistence in Variance, Structural Change, and the GARCH Model", journal = "Journal of Business and Economic Statistics", publisher = "American Statistical Association", year = "1990", volume = "8", number = "2", pages = "225--234", url = "http://www.jstor.org/stable/1391985" }
2012.03.01
Lange, T. & Rahbek, A.	An Introduction to Regime Switching Time Series Models [BibTeX]	2009	Handbook of Financial Time Series, pp. 871-887	incollection	DOI URL
BibTeX: @incollection{MikoschKreissDavisAndersen, author = "Lange, Theis and Rahbek, Anders", title = "An Introduction to Regime Switching Time Series Models", booktitle = "Handbook of Financial Time Series", publisher = "Springer Berlin Heidelberg", year = "2009", pages = "871--887", url = "http://dx.doi.org/10.1007/978-3-540-71297-8_38", doi = "http://doi.org/10.1007/978-3-540-71297-8_38" }
2012.12.19
Last, M.	Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function [BibTeX]	2008	Communications in Statistics - Theory and Methods Vol. 37(5), pp. 722-736	article	DOI URL
BibTeX: @article{doi:10.1080/03610920701669843, author = "Last, Michael", title = "Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function", journal = "Communications in Statistics - Theory and Methods", year = "2008", volume = "37", number = "5", pages = "722--736", url = "http://dx.doi.org/10.1080/03610920701669843", doi = "http://doi.org/10.1080/03610920701669843" }
2014.06.24
Lavancier, F., Leipus, R., Philippe, A. & Surgailis, D.	Detection of non-constant long memory parameter [BibTeX]	2011	ArXiv e-prints	article	URL
BibTeX: @article{2011arXiv1110.5138L, author = "Lavancier, F. and Leipus, R. and Philippe, A. and Surgailis, D.", title = "Detection of non-constant long memory parameter", journal = "ArXiv e-prints", year = "2011", url = "http://adsabs.harvard.edu/abs/2011arXiv1110.5138L" }
2012.12.19
Lavielle, M.	Detection of Changes in the Spectrum of a Multidimensional Process [BibTeX]	1993	IEEE: Transactions on Signal Processing Vol. 41(2), pp. 742-749	article	URL
BibTeX: @article{Lavielle1993, author = "Lavielle, M.", title = "Detection of Changes in the Spectrum of a Multidimensional Process", journal = "IEEE: Transactions on Signal Processing", publisher = "IEEE", year = "1993", volume = "41", number = "2", pages = "742--749", url = "http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=193214" }
2012.03.01
Lavielle, M.	Using penalized contrasts for the change-point problem [BibTeX]	2005	Signal Processing Vol. 85, pp. 1501-1510	article	URL
BibTeX: @article{Lavielle2005, author = "Lavielle, M.", title = "Using penalized contrasts for the change-point problem", journal = "Signal Processing", publisher = "Elsevier", year = "2005", volume = "85", pages = "1501--1510", url = "http://www.sciencedirect.com/science/article/pii/S0165168405000381" }
2012.03.01
Lavielle, M. & Lebarbier, E.	An application of MCMC methods for the multiple change-points problem [BibTeX]	2001	Signal Processing Vol. 81, pp. 39-53	article	URL
BibTeX: @article{Lavielle2001EL, author = "M. Lavielle and E. Lebarbier", title = "An application of MCMC methods for the multiple change-points problem", journal = "Signal Processing", year = "2001", volume = "81", pages = "39-53", url = "http://www.sciencedirect.com/science/article/pii/S0165168400001894" }
2010.07.26
Lazariv, T., Schmid, W. & Zabolotska, S.	On Control Charts for Monitoring the Variance of a Time Series [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1209.4678L, author = "Lazariv, T. and Schmid, W. and Zabolotska, S.", title = "On Control Charts for Monitoring the Variance of a Time Series", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1209.4678L" }
2012.12.19
Lebarbier, E.	Detecting multiple change-points in the mean of Gaussian process by model selection [BibTeX]	2005	Signal Processing Vol. 85, pp. 717-736	article	URL
BibTeX: @article{Lebarbier2005, author = "Lebarbier, E.", title = "Detecting multiple change-points in the mean of Gaussian process by model selection", journal = "Signal Processing", publisher = "Elsevier", year = "2005", volume = "85", pages = "717--736", url = "http://www.sciencedirect.com/science/article/pii/S0165168404003196" }
2012.03.01
Lee, B.H. & Wei, W.W.S.	The use of temporally aggregated data on detecting a mean change of a time series process [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(12), pp. 5851-5871	article	DOI URL
BibTeX: @article{Lee_2016, author = "Bu Hyoung Lee and William W. S. Wei", title = "The use of temporally aggregated data on detecting a mean change of a time series process", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "12", pages = "5851--5871", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2015.1091082", doi = "http://doi.org/10.1080/03610926.2015.1091082" }
2017-04-13
Lee, P.-H. & Torng, C.-C.	A Note on “Modified Tukeytextquotesingles Control Chart” [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 44(1), pp. 233-238	article	DOI URL
BibTeX: @article{Lee_2014, author = "Pei-Hsi Lee and Chau-Chen Torng", title = "A Note on “Modified Tukeytextquotesingles Control Chart”", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "1", pages = "233--238", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.771743", doi = "http://doi.org/10.1080/03610918.2013.771743" }
2013-10-29
Lee, S. & Lee, T.	CUSUM Test for Parameter Change Based on the Maximum Likelihood Estimator [BibTeX]	2004	Sequential Analysis: Design Methods and Applications Vol. 23(2), pp. 239-256	article	DOI URL
BibTeX: @article{Lee2004TL, author = "Sangyeol Lee and Taewook Lee", title = "CUSUM Test for Parameter Change Based on the Maximum Likelihood Estimator", journal = "Sequential Analysis: Design Methods and Applications", year = "2004", volume = "23", number = "2", pages = "239--256", url = "http://www.tandfonline.com/doi/abs/10.1081/SQA-120034110", doi = "http://doi.org/10.1081/SQA-120034110" }
2010.08.12
Lee, S., Liao, Y., Seo, M.H. & Shin, Y.	Oracle Estimation of a Change Point in High Dimensional Quantile Regression [BibTeX]	2017	Journal of the American Statistical Association	article	DOI URL
BibTeX: @article{doi:10.1080/01621459.2017.1319840, author = "Lee, Sokbae and Liao, Yuan and Seo, Myung Hwan and Shin, Youngki", title = "Oracle Estimation of a Change Point in High Dimensional Quantile Regression", journal = "Journal of the American Statistical Association", year = "2017", url = "http://www.tandfonline.com/doi/full/10.1080/01621459.2017.1319840", doi = "http://doi.org/10.1080/01621459.2017.1319840" }
2017-09-10
Lee, S. & Park, S.	The Cusum of Squares Test of Scale Changes in Infinite Order Moving Average Processes [BibTeX]	2001	Scandinavian Journal Of Statistics Vol. 28, pp. 625-644	article	URL
BibTeX: @article{LeePark2001, author = "Lee, S. and Park, S.", title = "The Cusum of Squares Test of Scale Changes in Infinite Order Moving Average Processes", journal = "Scandinavian Journal Of Statistics", publisher = "Blackwell Publishers Ltd", year = "2001", volume = "28", pages = "625-644", url = "http://onlinelibrary.wiley.com/doi/10.1111/1467-9469.00259/abstract" }
2012.03.01
Lee, S., Seo, M.H. & Shin, Y.	The Lasso for High-Dimensional Regression with a Possible Change-Point [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1209.4875L, author = "Lee, S. and Seo, M. H. and Shin, Y.", title = "The Lasso for High-Dimensional Regression with a Possible Change-Point", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1209.4875L" }
2012.12.19
Lee, S., Seo, M.H. & Shin, Y.	The lasso for high dimensional regression with a possible change point [BibTeX]	2015	Journal of the Royal Statistical Society: Series B (Statistical Methodology) Vol. 78(1), pp. 193-210	article	DOI
BibTeX: @article{Lee_2015, author = "Sokbae Lee and Myung Hwan Seo and Youngki Shin", title = "The lasso for high dimensional regression with a possible change point", journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)", publisher = "Wiley-Blackwell", year = "2015", volume = "78", number = "1", pages = "193--210", doi = "http://doi.org/10.1111/rssb.12108" }
2017-03-24
Lee, T., Kim, M. & Baek, C.	Tests for Volatility Shifts in Garch Against Long-Range Dependence [BibTeX]	2014	Journal of Time Series Analysis Vol. 36(2), pp. 127-153	article	DOI URL
BibTeX: @article{Lee2014, author = "Taewook Lee and Moosup Kim and Changryong Baek", title = "Tests for Volatility Shifts in Garch Against Long-Range Dependence", journal = "Journal of Time Series Analysis", publisher = "Wiley-Blackwell", year = "2014", volume = "36", number = "2", pages = "127--153", url = "http://onlinelibrary.wiley.com/doi/10.1111/jtsa.12098/abstract?campaign=wolearlyview", doi = "http://doi.org/10.1111/jtsa.12098" }
2014-10-14
Boysen, L., Bruns, S. & Munk, A.	Jump estimation in inverse regression [BibTeX]	2009	Electronic Journal of Statistics Vol. 3, pp. 1322-1359	article	DOI URL
BibTeX: @article{BoysenBrunsMunk2009, author = "Leif Boysen, and Sophie Bruns, and Axel Munk", title = "Jump estimation in inverse regression", journal = "Electronic Journal of Statistics", year = "2009", volume = "3", pages = "1322--1359", url = "http://projecteuclid.org/euclid.ejs/1260801226", doi = "http://doi.org/10.1214/08-EJS204" }
2012.12.19
Li, D., Qian, J. & Su, L.	Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks [BibTeX]	2016	Journal of the American Statistical Association Vol. 111(516), pp. 1804-1819	article	DOI
BibTeX: @article{Li_2016, author = "Degui Li and Junhui Qian and Liangjun Su", title = "Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks", journal = "Journal of the American Statistical Association", publisher = "Informa UK Limited", year = "2016", volume = "111", number = "516", pages = "1804--1819", doi = "http://doi.org/10.1080/01621459.2015.1119696" }
2017.03.25
Li, F., Tian, Z., Chen, Z. & Qi, P.	Monitoring distributional changes of squared residuals in GARCH models [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(1), pp. 354-372	article	DOI URL
BibTeX: @article{Li2016, author = "Fuxiao Li and Zheng Tian and Zhanshou Chen and Peiyan Qi", title = "Monitoring distributional changes of squared residuals in GARCH models", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "1", pages = "354--372", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2014.995819", doi = "http://doi.org/10.1080/03610926.2014.995819" }
2017-04-12
Li, F., Tian, Z. & Qi, P.	Structural Change Monitoring for Random Coefficient Autoregressive Time Series [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 44(4), pp. 996-1009	article	DOI URL
BibTeX: @article{Li2014, author = "Fuxiao Li and Zheng Tian and Peiyan Qi", title = "Structural Change Monitoring for Random Coefficient Autoregressive Time Series", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "4", pages = "996--1009", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.800205", doi = "http://doi.org/10.1080/03610918.2013.800205" }
2014-01-23
Li, J.	Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-Averaging Method [BibTeX]	2013	Econometrica Vol. 81(4), pp. 1673-1693	article	DOI URL
BibTeX: @article{ECTA:ECTA1347, author = "Li, Jia", title = "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-Averaging Method", journal = "Econometrica", year = "2013", volume = "81", number = "4", pages = "1673--1693", url = "http://dx.doi.org/10.3982/ECTA10534", doi = "http://doi.org/10.3982/ECTA10534" }
2014.02.03
Li, J., Todorov, V. & Tauchen, G.	Jump Regressions [BibTeX]	2017	Econometrica Vol. 85(1), pp. 173-195	article	DOI URL
BibTeX: @article{Li_2017, author = "Jia Li and Viktor Todorov and George Tauchen", title = "Jump Regressions", journal = "Econometrica", publisher = "The Econometric Society", year = "2017", volume = "85", number = "1", pages = "173--195", url = "http://onlinelibrary.wiley.com/doi/10.3982/ECTA12962/abstract?campaign=woletoc", doi = "http://doi.org/10.3982/ECTA12962" }
2017-04-13
Li, L., Dong, W., Ji, Y. & Tong, L.	Spectral Clustering on Subspace for Parameter Estimation of Jump Linear Models [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1307.0326L, author = "Li, L. and Dong, W. and Ji, Y. and Tong, L.", title = "Spectral Clustering on Subspace for Parameter Estimation of Jump Linear Models", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1307.0326L" }
2013-07-20
Li, Q., Guo, F., Kim, I., Klauer, S.G. & Simons-Morton, B.G.	A Bayesian finite mixture change-point model for assessing the risk of novice teenage drivers [BibTeX]	2017	Journal of Applied Statistics, pp. 1-22	article	DOI URL
BibTeX: @article{Li_2017, author = "Qing Li and Feng Guo and Inyoung Kim and Sheila G. Klauer and Bruce G. Simons-Morton", title = "A Bayesian finite mixture change-point model for assessing the risk of novice teenage drivers", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2017", pages = "1--22", url = "http://www.tandfonline.com/doi/full/10.1080/02664763.2017.1288202", doi = "http://doi.org/10.1080/02664763.2017.1288202" }
2017-04-13
Li, Q., Guo, F., Kim, I., Klauer, S.G. & Simons-Morton, B.G.	A Bayesian finite mixture change-point model for assessing the risk of novice teenage drivers [BibTeX]	2018	Journal of Applied Statistics Vol. 45(4), pp. 604-625	article	DOI URL
BibTeX: @article{LiGuoKimKlauerSimonsMorton2018, author = "Qing Li and Feng Guo and Inyoung Kim and Sheila G. Klauer and Bruce G. Simons-Morton", title = "A Bayesian finite mixture change-point model for assessing the risk of novice teenage drivers", journal = "Journal of Applied Statistics", year = "2018", volume = "45", number = "4", pages = "604-625", url = "https://www.tandfonline.com/doi/full/10.1080/02664763.2017.1288202", doi = "http://doi.org/10.1080/02664763.2017.1288202" }
2018-08-12
Li, X. & Du, R.	Monitoring Machining Processes based on Discrete Wavelet Transform and Statistical Process Control [BibTeX]	2004	International Journal of Wavelets, Multiresolution and Information Processing Vol. 2(3), pp. 299-311	article	URL
BibTeX: @article{LiDu2004, author = "Li, X. And Du, R.", title = "Monitoring Machining Processes based on Discrete Wavelet Transform and Statistical Process Control", journal = "International Journal of Wavelets, Multiresolution and Information Processing", publisher = "World Scientific Publishing Company", year = "2004", volume = "2", number = "3", pages = "299--311", url = "http://www.worldscinet.com/ijwmip/02/0203/S0219691304000548.html" }
2012.03.01
Li, Y. & Perron, P.	Inference on locally ordered breaks in multiple regressions [BibTeX]	2015	Econometric Reviews Vol. 36(1-3), pp. 289-353	article	DOI
BibTeX: @article{Li_2015, author = "Ye Li and Pierre Perron", title = "Inference on locally ordered breaks in multiple regressions", journal = "Econometric Reviews", publisher = "Informa UK Limited", year = "2015", volume = "36", number = "1-3", pages = "289--353", doi = "http://doi.org/10.1080/07474938.2015.1114552" }
2017.03.25
Li, Z., Dai, Y. & Wang, Z.	Multivariate Change Point Control Chart Based on Data Depth for Phase I Analysis [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 43(6), pp. 1490-1507	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2012.735319, author = "Li, Zhonghua and Dai, Yi and Wang, Zhaojun", title = "Multivariate Change Point Control Chart Based on Data Depth for Phase I Analysis", journal = "Communications in Statistics - Simulation and Computation", year = "2014", volume = "43", number = "6", pages = "1490--1507", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2012.735319", doi = "http://doi.org/10.1080/03610918.2012.735319" }
2013.12.20
Li, Z. & Qiu, P.	Statistical Process Control Using Dynamic Sampling Scheme [BibTeX]	2014	Technometrics	article	DOI URL
BibTeX: @article{doi:10.1080/00401706.2013.844731, author = "Li, Zhonghua and Qiu, Peihua", title = "Statistical Process Control Using Dynamic Sampling Scheme", journal = "Technometrics", year = "2014", url = "http://www.tandfonline.com/doi/abs/10.1080/00401706.2013.844731", doi = "http://doi.org/10.1080/00401706.2013.844731" }
2013.12.20
Li, Z. & Qiu, P.	Statistical Process Control Using a Dynamic Sampling Scheme [BibTeX]	2014	Technometrics Vol. 56(3), pp. 325-335	article	DOI URL
BibTeX: @article{Li_2014, author = "Zhonghua Li and Peihua Qiu", title = "Statistical Process Control Using a Dynamic Sampling Scheme", journal = "Technometrics", publisher = "Informa UK Limited", year = "2014", volume = "56", number = "3", pages = "325--335", url = "http://www.tandfonline.com/doi/abs/10.1080/00401706.2013.844731", doi = "http://doi.org/10.1080/00401706.2013.844731" }
2013-10-23
Lian, H.	Posterior convergence and model estimation in Bayesian change-point problems [BibTeX]	2010	Electronic Journal of Statistics Vol. 4, pp. 239-253	article	DOI URL
BibTeX: @article{Heng2010, author = "Heng Lian", title = "Posterior convergence and model estimation in Bayesian change-point problems", journal = "Electronic Journal of Statistics", year = "2010", volume = "4", pages = "239--253", url = "http://projecteuclid.org/euclid.ejs/1265985088", doi = "http://doi.org/10.1214/09-EJS477" }
2012.12.19
Liang, F. & Wong, W.H.	Evolutionary Monte Carlo: Applications to Model Sampling and Change Point Problem [BibTeX]	2000	Statistica Sinica Vol. 10(2), pp. 317-342	article	URL
BibTeX: @article{LiangWong2000, author = "Liang, F. and Wong, W. H.", title = "Evolutionary Monte Carlo: Applications to Model Sampling and Change Point Problem", journal = "Statistica Sinica", year = "2000", volume = "10", number = "2", pages = "317--342", url = "http://www3.stat.sinica.edu.tw/statistica/j10n2/j10n21/j10n21.htm" }
2012.03.01
Lin, X.C.-S., Miao, D.W.-C. & Chao, W.-L.	Analysis of a Jump-Diffusion Option Pricing Model with Serially Correlated Jump Sizes [BibTeX]	2017	Communications in Statistics - Theory and Methods, pp. 0-0	article	DOI URL
BibTeX: @article{Lin_2017, author = "Xenos Chang-Shuo Lin and Daniel Wei-Chung Miao and Wan-Ling Chao", title = "Analysis of a Jump-Diffusion Option Pricing Model with Serially Correlated Jump Sizes", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2017", pages = "0--0", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2017.1315731", doi = "http://doi.org/10.1080/03610926.2017.1315731" }
2017-04-19
Lindquist, M.A., Waugh, C. & Wager, T.D.	Modeling state-related fMRI activity using change-point theory [BibTeX]	2007	NeuroImage Vol. 35(3), pp. 1125-1141	article	DOI URL
BibTeX: @article{Lindquist2007CWTDW, author = "Martin A. Lindquist and Christian Waugh and Tor D. Wager", title = "Modeling state-related fMRI activity using change-point theory", journal = "NeuroImage", year = "2007", volume = "35", number = "3", pages = "1125--1141", url = "10.1016/j.neuroimage.2007.01.004", doi = "http://doi.org/10.1016/j.neuroimage.2007.01.004" }
2010.08.29
Lio, P. & Vannucci, M.	Wavelet change-point prediction of transmembrane proteins [BibTeX]	2000	Bioinformatics Vol. 16(4), pp. 376-382	article	URL
BibTeX: @article{LioVannucci2000, author = "Lio, P. and Vannucci, M.", title = "Wavelet change-point prediction of transmembrane proteins", journal = "Bioinformatics", year = "2000", volume = "16", number = "4", pages = "376--382", url = "http://bioinformatics.oxfordjournals.org/content/16/4/376.abstract" }
2012.03.01
Liu, L., Zhang, J. & Zi, X.	Sequential rank-based dual nonparametric CUSUM control chart for detecting arbitrary shifts in mean [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 44(3), pp. 756-772	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2013.784985, author = "Liu, Liu and Zhang, Jian and Zi, Xuemin", title = "Sequential rank-based dual nonparametric CUSUM control chart for detecting arbitrary shifts in mean", journal = "Communications in Statistics - Simulation and Computation", year = "2015", volume = "44", number = "3", pages = "756--772", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.784985", doi = "http://doi.org/10.1080/03610918.2013.784985" }
2014.02.03
Liu, L., Zhang, J. & Zi, X.	Dual Nonparametric CUSUM Control Chart Based on Ranks [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 44(3), pp. 756-772	article	DOI URL
BibTeX: @article{Liu_2014, author = "Liu Liu and Jian Zhang and Xuemin Zi", title = "Dual Nonparametric CUSUM Control Chart Based on Ranks", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "3", pages = "756--772", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.784985", doi = "http://doi.org/10.1080/03610918.2013.784985" }
2014-01-23
Liu, S., Yamada, M., Collier, N. & Sugiyama, M.	Change-Point Detection in Time-Series Data by Relative Density-Ratio Estimation [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{LiuYamadaCollierSugiyama2012, author = "Liu, S. and Yamada, M. and Collier, N. and Sugiyama, M.", title = "Change-Point Detection in Time-Series Data by Relative Density-Ratio Estimation", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1203.0453L" }
2012.03.01
Ludwig, A.	On the usability of the fluctuation test statistic to identify multiple cointegration break points [BibTeX]	2016	Journal of Applied Statistics Vol. 43(9), pp. 1604-1624	article	DOI URL
BibTeX: @article{Ludwig_2016, author = "Alexander Ludwig", title = "On the usability of the fluctuation test statistic to identify multiple cointegration break points", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2016", volume = "43", number = "9", pages = "1604--1624", url = "http://www.tandfonline.com/doi/full/10.1080/02664763.2015.1117587", doi = "http://doi.org/10.1080/02664763.2015.1117587" }
2017-04-12
Lung-Yut-Fong, A., Lévy-Leduc, C. & Cappé, O.	Distributed detection/localization of change-points in high-dimensional network traffic data [BibTeX]	2012	Statistics and Computing Vol. 22, pp. 485-496	article	URL
BibTeX: @article{springerlink:10.1007/s11222-011-9240-5, author = "Lung-Yut-Fong, A. and Lévy-Leduc, C. and Cappé, O.", title = "Distributed detection/localization of change-points in high-dimensional network traffic data", journal = "Statistics and Computing", publisher = "Springer Netherlands", year = "2012", volume = "22", pages = "485-496", url = "http://dx.doi.org/10.1007/s11222-011-9240-5" }
2012.03.01
Luong, T.M., Perduca, V. & Nuel, G.	Hidden Markov Model Applications in Change-Point Analysis [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1212.1778L, author = "Luong, T. M. and Perduca, V. and Nuel, G.", title = "Hidden Markov Model Applications in Change-Point Analysis", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1212.1778L" }
2012.12.19
Luong, T.M., Rozenholc, Y. & Nuel, G.	Fast estimation of posterior probabilities in change-point models through a constrained hidden Markov model [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1203.4394L, author = "Luong, T. M. and Rozenholc, Y. and Nuel, G.", title = "Fast estimation of posterior probabilities in change-point models through a constrained hidden Markov model", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1203.4394L" }
2012.12.19
Maboudou-Tchao, E.M.	Kernel methods for changes detection in covariance matrices [BibTeX]	2017	Communications in Statistics - Simulation and Computation	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2017.1322701, author = "Maboudou-Tchao, Edgard M.", title = "Kernel methods for changes detection in covariance matrices", journal = "Communications in Statistics - Simulation and Computation", year = "2017", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2017.1322701", doi = "http://doi.org/10.1080/03610918.2017.1322701" }
2017-09-10
Maboudou-Tchao, E.M.	Kernel methods for changes detection in covariance matrices [BibTeX]	2018	Communications in Statistics - Simulation and Computation Vol. 47(6), pp. 1704-1721	article	DOI URL
BibTeX: @article{MaboudouTchao2018, author = "Edgard M. Maboudou-Tchao", title = "Kernel methods for changes detection in covariance matrices", journal = "Communications in Statistics - Simulation and Computation", year = "2018", volume = "47", number = "6", pages = "1704-1721", url = "https://www.tandfonline.com/doi/full/10.1080/03610918.2017.1322701", doi = "http://doi.org/10.1080/03610918.2017.1322701" }
2018-08-12
Maboudou-Tchao, E.M. & Hawkins, D.M.	Detection of multiple change-points in multivariate data [BibTeX]	2013	Journal of Applied Statistics Vol. 40(9), pp. 1979-1995	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2013.800471, author = "Maboudou-Tchao, Edgard M. and Hawkins, Douglas M.", title = "Detection of multiple change-points in multivariate data", journal = "Journal of Applied Statistics", year = "2013", volume = "40", number = "9", pages = "1979-1995", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2013.800471", doi = "http://doi.org/10.1080/02664763.2013.800471" }
2013.12.20
Maneesoonthorn, W., Forbes, C.S. & Martin, G.M.	Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1401.3911M, author = "Maneesoonthorn, W. and Forbes, C. S. and Martin, G. M.", title = "Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1401.3911M" }
2014.02.03
Marshall, W. & Marriott, P.	Detection of Phase Shift Events [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1401.3790M, author = "Marshall, W. and Marriott, P.", title = "Detection of Phase Shift Events", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1401.3790M" }
2014.02.03
Sinn, M., Ghodsi, A. & Keller, K.	Detecting Change-Points in Time Series by Maximum Mean Discrepancy of Ordinal Pattern Distributions [BibTeX]	2012	Proceedings of the 28th Conference on Uncertainty in Artificial Intelligence	inproceedings	URL
BibTeX: @inproceedings{SinnGhodsiKeller2012, author = "Mathieu Sinn, and Ali Ghodsi, and Karsten Keller", title = "Detecting Change-Points in Time Series by Maximum Mean Discrepancy of Ordinal Pattern Distributions", booktitle = "Proceedings of the 28th Conference on Uncertainty in Artificial Intelligence", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1210.4903S" }
2012.12.19
Matteson, D.S. & James, N.A.	A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1306.4933M, author = "Matteson, D. S. and James, N. A.", title = "A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1306.4933M" }
2013-07-20
Matteson, D.S. & James, N.A.	A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data [BibTeX]	2014	Journal of the American Statistical Association Vol. 109(505), pp. 334-345	article	DOI URL
BibTeX: @article{doi:10.1080/01621459.2013.849605, author = "Matteson, David S. and James, Nicholas A.", title = "A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data", journal = "Journal of the American Statistical Association", year = "2014", volume = "109", number = "505", pages = "334-345", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2013.849605", doi = "http://doi.org/10.1080/01621459.2013.849605" }
2014.03.24
McCloskey, A.	Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends [BibTeX]	2013	Journal of Time Series Analysis Vol. 34(3), pp. 285-301	article	DOI URL
BibTeX: @article{JTSA:JTSA12012, author = "McCloskey, Adam", title = "Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing Ltd", year = "2013", volume = "34", number = "3", pages = "285--301", url = "http://dx.doi.org/10.1111/jtsa.12012", doi = "http://doi.org/10.1111/jtsa.12012" }
2013.05.05
McLain, A.C. & Albert, P.S.	Modeling longitudinal data with a random change point and no time-zero: Applications to inference and prediction of the labor curve [BibTeX]	2014	Biometrics Vol. 70(4), pp. 1052-1060	article	DOI URL
BibTeX: @article{McLain_2014, author = "Alexander C. McLain and Paul S. Albert", title = "Modeling longitudinal data with a random change point and no time-zero: Applications to inference and prediction of the labor curve", journal = "Biometrics", publisher = "Wiley-Blackwell", year = "2014", volume = "70", number = "4", pages = "1052--1060", url = "http://onlinelibrary.wiley.com/doi/10.1111/biom.12218/abstract?campaign=wolearlyview", doi = "http://doi.org/10.1111/biom.12218" }
2014-08-25
Mellor, J. & Shapiro, J.	Thompson Sampling in Switching Environments with Bayesian Online Change Point Detection [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1302.3721M, author = "Mellor, J. and Shapiro, J.", title = "Thompson Sampling in Switching Environments with Bayesian Online Change Point Detection", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1302.3721M" }
2013.04.15
Messer, M., Kirchner, M., Schiemann, J., Roeper, J., Neininger, R. & Schneider, G.	A multiple filter test for the detection of rate changes in renewal processes with varying variance [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1303.3594M, author = "Messer, M. and Kirchner, M. and Schiemann, J. and Roeper, J. and Neininger, R. and Schneider, G.", title = "A multiple filter test for the detection of rate changes in renewal processes with varying variance", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1303.3594M" }
2014.02.03
Min, S. & Park, T.	Bayesian variable selection in Poisson change-point regression analysis [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 46(3), pp. 2267-2282	article	DOI
BibTeX: @article{Min_2015, author = "S. Min and T. Park", title = "Bayesian variable selection in Poisson change-point regression analysis", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2015", volume = "46", number = "3", pages = "2267--2282", doi = "http://doi.org/10.1080/03610918.2015.1040498" }
2017.03.25
Monfared, M.E.D. & Lak, F.	Bayesian estimation of the change point in a gamma process using control chart [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 46(3), pp. 2333-2345	article	DOI
BibTeX: @article{Monfared_2015, author = "M. Esmail Dehghan Monfared and Fazlollah Lak", title = "Bayesian estimation of the change point in a gamma process using control chart", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2015", volume = "46", number = "3", pages = "2333--2345", doi = "http://doi.org/10.1080/03610918.2015.1043386" }
2017.03.25
Moustakides, G.V.	Multiple optimality properties of the Shewhart test [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1401.3408M, author = "Moustakides, G. V.", title = "Multiple optimality properties of the Shewhart test", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1401.3408M" }
2014.02.03
Na, O., Lee, J. & Lee, S.	Change point detection in copula ARMA–GARCH Models [BibTeX]	2012	Journal of Time Series Analysis Vol. 33(4), pp. 554-569	article	DOI URL
BibTeX: @article{JTSA:JTSA763, author = "Na, Okyoung and Lee, Jiyeon and Lee, Sangyeol", title = "Change point detection in copula ARMA–GARCH Models", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing Ltd", year = "2012", volume = "33", number = "4", pages = "554--569", url = "http://dx.doi.org/10.1111/j.1467-9892.2011.00763.x", doi = "http://doi.org/10.1111/j.1467-9892.2011.00763.x" }
2012.09.16
Nam, C.F.H., Aston, J.A.D., Eckley, I.A. & Killick, R.	The Uncertainty of Storm Season Changes: Quantifying the Uncertainty of Autocovariance Changepoints [BibTeX]	2014	Technometrics Vol. 57(2), pp. 194-206	article	DOI
BibTeX: @article{Nam2014, author = "Christopher F. H. Nam and John A. D. Aston and Idris A. Eckley and Rebecca Killick", title = "The Uncertainty of Storm Season Changes: Quantifying the Uncertainty of Autocovariance Changepoints", journal = "Technometrics", year = "2014", volume = "57", number = "2", pages = "194--206", doi = "http://doi.org/10.1080/00401706.2014.902776" }
2014-03-27
Nam, C.F.H., Aston, J.A.D. & Johansen, A.M.	Quantifying the uncertainty in change points [BibTeX]	2012	Journal of Time Series Analysis Vol. 33(5), pp. 807-823	article	DOI URL
BibTeX: @article{JTSA:JTSA777, author = "Nam, Christopher F. H. and Aston, John A. D. and Johansen, Adam M.", title = "Quantifying the uncertainty in change points", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing Ltd", year = "2012", volume = "33", number = "5", pages = "807--823", url = "http://dx.doi.org/10.1111/j.1467-9892.2011.00777.x", doi = "http://doi.org/10.1111/j.1467-9892.2011.00777.x" }
2012.09.01
Nam, C.F.H., Aston, J.A.D. & Johansen, A.M.	Quantifying the uncertainty in change points [BibTeX]	2011	School: Department of Statistics, University of Warwick	techreport	URL
BibTeX: @techreport{NamAstonJohansen2011, author = "Nam, C. F. H. and Aston, J. A. D and Johansen, A. M.", title = "Quantifying the uncertainty in change points", school = "Department of Statistics, University of Warwick", year = "2011", url = "http://www2.warwick.ac.uk/fac/sci/statistics/crism/research/2011/paper11-19/" }
2012.03.01
do Nascimento, F.F. & e Silva, W.V.M.	A Bayesian model for multiple change point to extremes, with application to environmental and financial data [BibTeX]	2017	Journal of Applied Statistics Vol. 44(13), pp. 2410-2426	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2016.1254733, author = "Fernando Ferraz do Nascimento and Wyara Vanesa Moura e Silva", title = "A Bayesian model for multiple change point to extremes, with application to environmental and financial data", journal = "Journal of Applied Statistics", year = "2017", volume = "44", number = "13", pages = "2410--2426", url = "http://www.tandfonline.com/doi/full/10.1080/02664763.2016.1254733", doi = "http://doi.org/10.1080/02664763.2016.1254733" }
2017-09-10
do Nascimento, F.F. & e Silva, W.V.M.	A Bayesian model for multiple change point to extremes, with application to environmental and financial data [BibTeX]	2016	Journal of Applied Statistics, pp. 1-17	article	DOI URL
BibTeX: @article{Ferraz_do_Nascimento_2016, author = "Fernando Ferraz do Nascimento and Wyara Vanesa Moura e Silva", title = "A Bayesian model for multiple change point to extremes, with application to environmental and financial data", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2016", pages = "1--17", url = "http://www.tandfonline.com/doi/full/10.1080/02664763.2016.1254733", doi = "http://doi.org/10.1080/02664763.2016.1254733" }
2017-04-13
Naveau, P., Guillou, A. & Rietsch, T.	A non-parametric entropy-based approach to detect changes in climate extremes [BibTeX]	2014	Journal of the Royal Statistical Society: Series B (Statistical Methodology), pp. n/a-n/a	article	DOI URL
BibTeX: @article{RSSB:RSSB12058, author = "Naveau, Philippe and Guillou, Armelle and Rietsch, Théo", title = "A non-parametric entropy-based approach to detect changes in climate extremes", journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)", year = "2014", pages = "n/a--n/a", url = "http://dx.doi.org/10.1111/rssb.12058", doi = "http://doi.org/10.1111/rssb.12058" }
2014.03.24
Negri, I. & Nishiyama, Y.	Moment convergence of $Z$-estimators and $Z$-process method for change point problems [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1206.6961N, author = "Negri, I. and Nishiyama, Y.", title = "Moment convergence of $Z$-estimators and $Z$-process method for change point problems", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1206.6961N" }
2012.12.19
Ngo, H.-L.	Parametric estimation for discretely observed stochastic processes with jumps [BibTeX]	2010	Electronic Journal of Statistics Vol. 4, pp. 1443-1469	article	DOI URL
BibTeX: @article{Ngo2010, author = "Hoang-Long Ngo", title = "Parametric estimation for discretely observed stochastic processes with jumps", journal = "Electronic Journal of Statistics", year = "2010", volume = "4", pages = "1443--1469", url = "http://projecteuclid.org/euclid.ejs/1291903545", doi = "http://doi.org/10.1214/10-EJS590" }
2012.12.19
Nie, B. & Du, M.	Identifying change-point in polynomial profiles based on data-segmentation [BibTeX]	2015	Communications in Statistics - Simulation and Computation, pp. 1-16	article	DOI
BibTeX: @article{Nie_2015, author = "Bin Nie and Mengying Du", title = "Identifying change-point in polynomial profiles based on data-segmentation", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2015", pages = "1--16", doi = "http://doi.org/10.1080/03610918.2015.1053917" }
2017.03.25
Nie, B. & Du, M.	Identifying change-point in polynomial profiles based on data-segmentation [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 46(4), pp. 2513-2528	article	DOI URL
BibTeX: @article{Nie_2015, author = "Bin Nie and Mengying Du", title = "Identifying change-point in polynomial profiles based on data-segmentation", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2015", volume = "46", number = "4", pages = "2513--2528", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2015.1053917", doi = "http://doi.org/10.1080/03610918.2015.1053917" }
2017-04-30
Nosek, K.	Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters [BibTeX]	2014	Communications in Statistics - Theory and Methods Vol. 43(5), pp. 932-946	article	DOI URL
BibTeX: @article{doi:10.1080/03610926.2013.818697, author = "Nosek, K.", title = "Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters", journal = "Communications in Statistics - Theory and Methods", year = "2014", volume = "43", number = "5", pages = "932-946", url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2013.818697", doi = "http://doi.org/10.1080/03610926.2013.818697" }
2014.03.24
Nyamundanda, G., Hegarty, A. & Hayes, K.	Product partition latent variable model for multiple change-point detection in multivariate data [BibTeX]	2015	Journal of Applied Statistics Vol. 42(11), pp. 2321-2334	article	DOI
BibTeX: @article{Nyamundanda_2015, author = "Gift Nyamundanda and Avril Hegarty and Kevin Hayes", title = "Product partition latent variable model for multiple change-point detection in multivariate data", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2015", volume = "42", number = "11", pages = "2321--2334", doi = "http://doi.org/10.1080/02664763.2015.1029444" }
2017.03.25
Ochman-Gozdek, A., Sarnowski, W. & Szajowski, K.J.	A precision of the sequential change point detection [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1401.5613O, author = "Ochman-Gozdek, A. and Sarnowski, W. and Szajowski, K. J. ", title = "A precision of the sequential change point detection", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1401.5613O" }
2014.02.03
Ogden, T. & Lynch, J.D.	Bayesian Analysis of Change-Point Models [BibTeX]	1999	Lecture Notes in Statistics Vol. 141, pp. 67-82	article
BibTeX: @article{OgdenLynch1999, author = "Ogden, T. And Lynch, J D.", title = "Bayesian Analysis of Change-Point Models", journal = "Lecture Notes in Statistics", publisher = "Springer-Verlag, New York", year = "1999", volume = "141", pages = "67--82" }
2012.03.01
Ogden, T. & Parzen, E.	Change-point approach to data analytic wavelet thresholding [BibTeX]	1996	Statistics and Computing Vol. 6, pp. 93-99	article	URL
BibTeX: @article{Ogden1996, author = "Ogden, T. And Parzen, E.", title = "Change-point approach to data analytic wavelet thresholding", journal = "Statistics and Computing", publisher = "Springer Netherlands", year = "1996", volume = "6", pages = "93--99", url = "http://www.springerlink.com/content/m32736757426367j/" }
2012.03.01
Ogden, T. & Parzen, E.	Data dependent wavelet thresholding in nonparametric regression with change-point applications [BibTeX]	1996	Computational Statistics and Data Analysis Vol. 22, pp. 54-70	article	URL
BibTeX: @article{OgdenParzen1996, author = "Ogden, T. And Parzen, E.", title = "Data dependent wavelet thresholding in nonparametric regression with change-point applications", journal = "Computational Statistics and Data Analysis", publisher = "Elsevier", year = "1996", volume = "22", pages = "54--70", url = "http://www.sciencedirect.com/science/article/pii/0167947395000410" }
2012.03.01
Oh, Y. & Kim, Y.-S.	Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 44(6), pp. 1465-1476	article	DOI URL
BibTeX: @article{Oh_2014, author = "Yujin Oh and Yu-Seop Kim", title = "Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "6", pages = "1465--1476", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.800206", doi = "http://doi.org/10.1080/03610918.2013.800206" }
2014-07-21
Oliver, J.L., Carpena, P., Hackenberg, M. & Bernaola-Galvan, P.	IsoFinder: computational prediction of isochores in genome sequences [BibTeX]	2004	Nucleic Acid Research Vol. 32(2), pp. W287-W292	article	URL
BibTeX: @article{OliverCarpenaHackenbergBernaola-Galvan2004, author = "Oliver, J. L. and Carpena, P. and Hackenberg, M. and Bernaola-Galvan, P.", title = "IsoFinder: computational prediction of isochores in genome sequences", journal = "Nucleic Acid Research", year = "2004", volume = "32", number = "2", pages = "W287--W292", url = "http://www.ncbi.nlm.nih.gov/pmc/articles/PMC441537/" }
2012.03.01
Olsen, L.R., Chaudhuri, P. & Godtliebsen, F.	Multiscale spectral analysis for detecting short and long range change points in time series [BibTeX]	2008	Computational Statistics & Data Analysis Vol. 52(7), pp. 3310 - 3330	article	DOI URL
BibTeX: @article{Olsen20083310, author = "Lena Ringstad Olsen and Probal Chaudhuri and Fred Godtliebsen", title = "Multiscale spectral analysis for detecting short and long range change points in time series", journal = "Computational Statistics & Data Analysis", year = "2008", volume = "52", number = "7", pages = "3310 -- 3330", url = "http://www.sciencedirect.com/science/article/pii/S0167947307004380", doi = "http://doi.org/10.1016/j.csda.2007.10.027" }
2012.12.19
Olshen, A.B., Venkatraman, E.S., Lucito, R. & Wigler, M.	Circular binary segmentation for the analysis of array-based DNA copy number data. [BibTeX]	2004	Biostatistics Vol. 5(4), pp. 557-72	article	URL
BibTeX: @article{Olshen:2004, author = "A B Olshen and E S Venkatraman and R Lucito and M Wigler", title = "Circular binary segmentation for the analysis of array-based DNA copy number data.", journal = "Biostatistics", year = "2004", volume = "5", number = "4", pages = "557-72", url = "http://biostatistics.oxfordjournals.org/content/5/4/557.short?rss=1&ssource=mfc" }
2012.03.01
Ombao, H.C., Raz, J.A., von Sachs, R. & Malow, B.A.	Automatic Statistical Analysis of Bivariate Nonstationary Time Series. In Memory of Jonathan A. Raz [BibTeX]	2001	Journal of the American Statistical Association Vol. 96(454), pp. 543-560	article	URL
BibTeX: @article{OmbaoRazvonSachsMalow2001, author = "Ombao, H. C. And Raz, J. A. And von Sachs, R. And Malow, B. A.", title = "Automatic Statistical Analysis of Bivariate Nonstationary Time Series. In Memory of Jonathan A. Raz", journal = "Journal of the American Statistical Association", publisher = "American Statistical Association", year = "2001", volume = "96", number = "454", pages = "543--560", url = "www.jstor.org/stable/2670296" }
2012.03.01
Padilla, O.H.M., Athey, A., Reinhart, A. & Scott, J.G.	Sequential nonparametric tests for a change in distribution: An application to detecting radiological anomalies [BibTeX]	2018	Journal of the American Statistical Association	article	DOI
BibTeX: @article{PadillaAtheyReinhartScott2018, author = "Oscar Hernan Madrid Padilla and Alex Athey and Alex Reinhart and James G. Scott", title = "Sequential nonparametric tests for a change in distribution: An application to detecting radiological anomalies", journal = "Journal of the American Statistical Association", year = "2018", doi = "http://doi.org/10.1080/01621459.2018.1476245" }
2018-08-12
Page, E.S.	Continuous Inspection Schemes [BibTeX]	1954	Biometrika Vol. 41(1), pp. 100-115	article	URL
BibTeX: @article{Page1954, author = "Page, E. S.", title = "Continuous Inspection Schemes", journal = "Biometrika", year = "1954", volume = "41", number = "1", pages = "100-115", url = "http://biomet.oxfordjournals.org/content/41/1-2/100.extract" }
2012.03.01
Palmeros, O., Villasenor, J.A. & González, E.	On computing estimates of a change-point in the Weibull regression hazard model [BibTeX]	2018	Journal of Applied Statistics Vol. 45(4), pp. 642-648	article	DOI URL
BibTeX: @article{Palmeros2018, author = "Oscar Palmeros and Jose A. Villasenor and Elizabeth González", title = "On computing estimates of a change-point in the Weibull regression hazard model", journal = "Journal of Applied Statistics", year = "2018", volume = "45", number = "4", pages = "642-648", url = "https://www.tandfonline.com/doi/full/10.1080/02664763.2017.1289366", doi = "http://doi.org/10.1080/02664763.2017.1289366" }
2018-08-12
Pang, T. & Zhang, D.	Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance [BibTeX]	2015	Communications in Statistics - Theory and Methods Vol. 44(22), pp. 4848-4865	article	DOI
BibTeX: @article{Pang_2015, author = "Tianxiao Pang and Danna Zhang", title = "Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2015", volume = "44", number = "22", pages = "4848--4865", doi = "http://doi.org/10.1080/03610926.2013.802349" }
2017.03.25
Pang, T., Zhang, D. & Chong, T.T.-L.	ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES [BibTeX]	2014	Journal of Time Series Analysis Vol. 35(2), pp. 133-150	article	DOI URL
BibTeX: @article{JTSA:JTSA12055, author = "Pang, Tianxiao and Zhang, Danna and Chong, Terence Tai-Leung", title = "ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES", journal = "Journal of Time Series Analysis", year = "2014", volume = "35", number = "2", pages = "133--150", url = "http://dx.doi.org/10.1111/jtsa.12055", doi = "http://doi.org/10.1111/jtsa.12055" }
2014.03.24
Pap, G. & Szabó, T.T.	Change detection in INAR(p) processes against various alternative hypotheses [BibTeX]	2011	ArXiv e-prints	article	URL
BibTeX: @article{2011arXiv1111.2532P, author = "Pap, G. and Szabó, T. T.", title = "Change detection in INAR(p) processes against various alternative hypotheses", journal = "ArXiv e-prints", year = "2011", url = "http://adsabs.harvard.edu/abs/2011arXiv1111.2532P" }
2012.12.19
Park, Y., Priebe, C. & Youssef, A.	Anomaly Detection in Time Series of Graphs using Fusion of Graph Invariants [BibTeX]	2012	Selected Topics in Signal Processing, IEEE Journal of Vol. PP(99), pp. 1	article	DOI URL
BibTeX: @article{6380528, author = "Park, Y. and Priebe, C. and Youssef, A.", title = "Anomaly Detection in Time Series of Graphs using Fusion of Graph Invariants", journal = "Selected Topics in Signal Processing, IEEE Journal of", year = "2012", volume = "PP", number = "99", pages = "1", url = "http://dx.doi.org/10.1109/JSTSP.2012.2233712", doi = "http://doi.org/10.1109/JSTSP.2012.2233712" }
2012.12.19
Pasanen, L. & Holmström, L.	Bayesian scale space analysis of temporal changes in satellite images [BibTeX]	2014	Journal of Applied Statistics Vol. 42(1), pp. 50-70	article	DOI URL
BibTeX: @article{Pasanen_2014, author = "Leena Pasanen and Lasse Holmström", title = "Bayesian scale space analysis of temporal changes in satellite images", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2014", volume = "42", number = "1", pages = "50--70", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2014.932761", doi = "http://doi.org/10.1080/02664763.2014.932761" }
2014-06-30
Pawitan, Y.	Change-point Problem [BibTeX]	2005	Encyclopedia of Biostatistics	inbook	DOI URL
BibTeX: @inbook{Pawitan2005, author = "Pawitan, Yudi", title = "Change-point Problem", booktitle = "Encyclopedia of Biostatistics", publisher = "John Wiley & Sons, Ltd", year = "2005", url = "http://dx.doi.org/10.1002/0470011815.b2a12011", doi = "http://doi.org/10.1002/0470011815.b2a12011" }
2012.03.01
Paynabar, K., Zou, C. & Qiu, P.	A Change-Point Approach for Phase-I Analysis in Multivariate Profile Monitoring and Diagnosis [BibTeX]	2016	Technometrics Vol. 58(2), pp. 191-204	article	DOI
BibTeX: @article{Paynabar_2016, author = "Kamran Paynabar and Changliang Zou and Peihua Qiu", title = "A Change-Point Approach for Phase-I Analysis in Multivariate Profile Monitoring and Diagnosis", journal = "Technometrics", publisher = "Informa UK Limited", year = "2016", volume = "58", number = "2", pages = "191--204", doi = "http://doi.org/10.1080/00401706.2015.1042168" }
2017.03.25
Peel, L. & Clauset, A.	Detecting change points in the large-scale structure of evolving networks [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1403.0989P, author = "Peel, L. and Clauset, A.", title = "Detecting change points in the large-scale structure of evolving networks", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1403.0989P" }
2014.03.24
Pein, F., Sieling, H. & Munk, A.	Heterogeneous change point inference [BibTeX]	2016	Journal of the Royal Statistical Society: Series B (Statistical Methodology)	article	DOI
BibTeX: @article{Pein_2016, author = "Florian Pein and Hannes Sieling and Axel Munk", title = "Heterogeneous change point inference", journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)", publisher = "Wiley-Blackwell", year = "2016", doi = "http://doi.org/10.1111/rssb.12202" }
2017-04-12
Percival, D.B. & Mofjeld, H.O.	Analysis of Subtidal Coastal Sea Level Fluctuations Using Wavelets [BibTeX]	1997	Journal of the American Statistical Association Vol. 92(439), pp. 868-880	article	URL
BibTeX: @article{PercivalMofjeld1997, author = "Percival, Donald B. and Mofjeld, Harold O.", title = "Analysis of Subtidal Coastal Sea Level Fluctuations Using Wavelets", journal = "Journal of the American Statistical Association", publisher = "American Statistical Association", year = "1997", volume = "92", number = "439", pages = "868--880", note = "PDF available from Donald Percival's website", url = "http://www.jstor.org/stable/2965551" }
2012.03.01
Petetin, Y. & Desbouvries, F.	A class of fast exact Bayesian filters in dynamical models with jumps [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1310.0226P, author = "Petetin, Y. and Desbouvries, F.", title = "A class of fast exact Bayesian filters in dynamical models with jumps", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1310.0226P" }
2013.12.20
Pettitt, A.N.	A Non-Parametric Approach to the Change-Point Problem [BibTeX]	1979	Applied Statistics Vol. 28(2), pp. 126-135	article	URL
BibTeX: @article{Pettitt:1979, author = "Pettitt, A. N.", title = "A Non-Parametric Approach to the Change-Point Problem", journal = "Applied Statistics", year = "1979", volume = "28", number = "2", pages = "126--135", url = "http://www.jstor.org/stable/2346729" }
2012.03.01
Picard, D.	Testing and Estimating Change-Points in Time Series [BibTeX]	1985	Advances in Applied Probability Vol. 17(4), pp. 841-867	article	URL
BibTeX: @article{Picard1985, author = "Picard, Dominique", title = "Testing and Estimating Change-Points in Time Series", journal = "Advances in Applied Probability", publisher = "Applied Probability Trust", year = "1985", volume = "17", number = "4", pages = "841--867", url = "http://www.jstor.org/stable/1427090" }
2012.03.01
Picard, F., Lebarbier, E., Budinska, E. & Robin, S.	Joint segmentation of multivariate Gaussian processes using mixed linear models [BibTeX]	2011	Computational Statistics & Data Analysis Vol. 55, pp. 1160-1170	article	URL
BibTeX: @article{PicardLebarbierBudinskaRobin2011, author = "Picard, F. and Lebarbier, E. and Budinska, E. and Robin, S.", title = "Joint segmentation of multivariate Gaussian processes using mixed linear models", journal = "Computational Statistics & Data Analysis", year = "2011", volume = "55", pages = "1160--1170", url = "http://pbil.univ-lyon1.fr/members/fpicard/franckpicard_fichiers/pdf/PLB11.pdf" }
2012.12.03
Picard, F., Lebarbier, M., Hoebeke, M., Rigaill, G., Thiam, B. & Robin, S.	Joint segmentation, calling and normalization of multiple CGH profiles [BibTeX]	2011	Biostatistics Vol. 12(3), pp. 413-428	article	URL
BibTeX: @article{PicardLebarbierHoebekeRigaillThiamRobin2011, author = "Picard, F. and Lebarbier, M. and Hoebeke, M. and Rigaill, G. and Thiam, B. and Robin, S.", title = "Joint segmentation, calling and normalization of multiple CGH profiles", journal = "Biostatistics", year = "2011", volume = "12", number = "3", pages = "413--428", url = "http://pbil.univ-lyon1.fr/members/fpicard/franckpicard_fichiers/pdf/PLH11.pdf" }
2012.12.03
Picard, F., Robin, S., Lavielle, M., Vaisse, C. & Daudin, J.J.	A statistical approach for array CGH data analysis [BibTeX]	2005	Bioinformatics Vol. 6(27), pp. 1-14	article	URL
BibTeX: @article{PicardRobinLavielleVaisseDaudin2005, author = "Picard, F. and Robin, S. and Lavielle, M. and Vaisse, C. and Daudin, J. J. ", title = "A statistical approach for array CGH data analysis", journal = "Bioinformatics", publisher = "BMC", year = "2005", volume = "6", number = "27", pages = "1--14", url = "http://www.biomedcentral.com/1471-2105/6/27" }
2012.03.01
Picard, F., Robin, S., Lebarbier, E. & Daudin, J.-J.	A segmentation/clustering model for the analysis of array CGH data. [BibTeX]	2007	Biometrics Vol. 63, pp. 758-766	article	URL
BibTeX: @article{PicardRobinLebarbierDaudin2007, author = "Picard, F. and Robin, S. and Lebarbier, E. and Daudin, J.-J.", title = "A segmentation/clustering model for the analysis of array CGH data.", journal = "Biometrics", year = "2007", volume = "63", pages = "758--766", url = "http://pbil.univ-lyon1.fr/members/fpicard/franckpicard_fichiers/pdf/PRL07.pdf" }
2012.12.03
Pierre-Jean, M., Rigaill, G.J. & Neuvial, P.	A performance evaluation framework of DNA copy number analysis methods in cancer studies; application to SNP array data segmentation methods [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1402.7203P, author = "Pierre-Jean, M. and Rigaill, G. J. and Neuvial, P.", title = "A performance evaluation framework of DNA copy number analysis methods in cancer studies; application to SNP array data segmentation methods", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1402.7203P" }
2014.03.24
Plummer, P.J. & Chen, J.	A Bayesian approach for locating change points in a compound Poisson process with application to detecting DNA copy number variations [BibTeX]	2014	Journal of Applied Statistics Vol. 41(2), pp. 423-438	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2013.840272, author = "Plummer, Paul J. and Chen, Jie", title = "A Bayesian approach for locating change points in a compound Poisson process with application to detecting DNA copy number variations", journal = "Journal of Applied Statistics", year = "2014", volume = "41", number = "2", pages = "423--438", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2013.840272", doi = "http://doi.org/10.1080/02664763.2013.840272" }
2013.12.20
Polunchenko, A.S., Sokolov, G. & Du, W.	An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev--Roberts Detection Procedure [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1307.3214P, author = "Polunchenko, A. S. and Sokolov, G. and Du, W.", title = "An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev--Roberts Detection Procedure", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1307.3214P" }
2013-07-20
Polunchenko, A.S., Sokolov, G. & Du, W.	Quickest Change-Point Detection: A Bird's Eye View [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1310.3285P, author = "Polunchenko, A. S. and Sokolov, G. and Du, W.", title = "Quickest Change-Point Detection: A Bird's Eye View", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1310.3285P" }
2014.01.31
Polunchenko, A.S., Sokolov, G. & Du, W.	Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1312.5002P, author = "Polunchenko, A. S. and Sokolov, G. and Du, W.", title = "Efficient Performance Evaluation of the Generalized Shiryaev--Roberts Detection Procedure in a Multi-Cyclic Setup", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1312.5002P" }
2014.02.03
Polunchenko, A. & Tartakovsky, A.	State-of-the-Art in Sequential Change-Point Detection [BibTeX]	2012	Methodology and Computing in Applied Probability Vol. 14(3), pp. 649-684	article	URL
BibTeX: @article{springerlink:10.1007/s11009-011-9256-5, author = "Polunchenko, Aleksey and Tartakovsky, Alexander", title = "State-of-the-Art in Sequential Change-Point Detection", journal = "Methodology and Computing in Applied Probability", publisher = "Springer U.S.", year = "2012", volume = "14", number = "3", pages = "649--684", url = "http://dx.doi.org/10.1007/s11009-011-9256-5" }
2012.03.01
Polunchenko, A.S. & Tartakovsky, A.G.	On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution [BibTeX]	2010	Annals of Statistics Vol. 38(6), pp. 3345-3457	article	DOI URL
BibTeX: @article{PolunchenkoTartakovsky2010, author = "Aleksey S. Polunchenko and Alexander G. Tartakovsky", title = "On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution", journal = "Annals of Statistics", year = "2010", volume = "38", number = "6", pages = "3345--3457", url = "http://projecteuclid.org/euclid.aos/1291126963", doi = "http://doi.org/10.1214/09-AOS775" }
2012.12.19
Preuss, P., Puchstein, R. & Dette, H.	Detection of Multiple Structural Breaks in Multivariate Time Series [BibTeX]	2015	Journal of the American Statistical Association Vol. 110(510), pp. 654-668	article	DOI URL
BibTeX: @article{Preuss_2015, author = "Philip Preuss and Ruprecht Puchstein and Holger Dette", title = "Detection of Multiple Structural Breaks in Multivariate Time Series", journal = "Journal of the American Statistical Association", publisher = "Informa UK Limited", year = "2015", volume = "110", number = "510", pages = "654--668", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2014.920613", doi = "http://doi.org/10.1080/01621459.2014.920613" }
2014-05-16
Preuß, P., Puchstein, R. & Dette, H.	Detection of multiple structural breaks in multivariate time series [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1309.1309P, author = "Preuß, P. and Puchstein, R. and Dette, H.", title = "Detection of multiple structural breaks in multivariate time series", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1309.1309P" }
2013.12.20
Punskaya, E., Andrieu, C., Doucet, A. & Fitzgerald, W.J.	Bayesian curve fitting using MCMC with applications to signal segmentation [BibTeX]	2002	IEEE Transactions on Signal Processing Vol. 50(3), pp. 747-758	article	URL
BibTeX: @article{Punskaya:2002, author = "Punskaya, E. and Andrieu, C. and Doucet, A. and Fitzgerald, W. J.", title = "Bayesian curve fitting using MCMC with applications to signal segmentation", journal = "IEEE Transactions on Signal Processing", year = "2002", volume = "50", number = "3", pages = "747--758", url = "http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=984776" }
2012.03.01
Qi, P., Duan, X. & Tian, Z.	MOSUM monitoring for variance change in nonparametric regression models [BibTeX]	2017	Communications in Statistics - Simulation and Computation	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2017.1350271, author = "Qi, Peiyan and Duan, Xifa and Tian, Zheng", title = "MOSUM monitoring for variance change in nonparametric regression models", journal = "Communications in Statistics - Simulation and Computation", year = "2017", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2017.1350271", doi = "http://doi.org/10.1080/03610918.2017.1350271" }
2017-09-10
Qi, P., Duan, X., Tian, Z. & Li, F.	Sequential Monitoring for Changes in Models with a Polynomial Trend [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 45(1), pp. 222-239	article	DOI URL
BibTeX: @article{Qi_2014, author = "Peiyan Qi and Xifa Duan and Zheng Tian and Fuxiao Li", title = "Sequential Monitoring for Changes in Models with a Polynomial Trend", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2014", volume = "45", number = "1", pages = "222--239", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.861484", doi = "http://doi.org/10.1080/03610918.2013.861484" }
2014-06-23
Qi, P., Tian, Z. & Duan, X.	Sequential Monitoring Variance Changes in Location Model [BibTeX]	2015	Communications in Statistics - Theory and Methods Vol. 44(24), pp. 5267-5284	article	DOI
BibTeX: @article{Qi_2015, author = "Peiyan Qi and Zheng Tian and Xifa Duan", title = "Sequential Monitoring Variance Changes in Location Model", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2015", volume = "44", number = "24", pages = "5267--5284", doi = "http://doi.org/10.1080/03610926.2013.815777" }
2017.03.25
Qin, R. & Liu, Y.	Block Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations [BibTeX]	2017	Communications in Statistics - Theory and Methods, pp. 0-0	article	DOI URL
BibTeX: @article{Qin_2017, author = "Ruibing Qin and Yang Liu", title = "Block Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2017", pages = "0--0", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2017.1316398", doi = "http://doi.org/10.1080/03610926.2017.1316398" }
2017-04-19
Qin, R. & Liu, Y.	Block bootstrap testing for changes in persistence with heavy-tailed innovations [BibTeX]	2018	Communications in Statistics - Theory and Methods Vol. 47(5), pp. 1104-1116	article	DOI URL
BibTeX: @article{QinLiu2018, author = "Ruibing Qin and Yang Liu", title = "Block bootstrap testing for changes in persistence with heavy-tailed innovations", journal = "Communications in Statistics - Theory and Methods", year = "2018", volume = "47", number = "5", pages = "1104-1116", url = "https://www.tandfonline.com/doi/full/10.1080/03610926.2017.1316398", doi = "http://doi.org/10.1080/03610926.2017.1316398" }
2018-08-12
Reeves, J., Chen, J., Wang, X.L., Lund, R. & QiQi, L.	A review and comparison of changepoint detection techniques for climate data [BibTeX]	2007	Journal of Applied Meteorology and Climatology Vol. 46(6), pp. 900-915	article	URL
BibTeX: @article{Jaxk2007, author = "Reeves, J. and Chen, J. and Wang, X. L. and Lund, R. and QiQi, L.", title = "A review and comparison of changepoint detection techniques for climate data", journal = "Journal of Applied Meteorology and Climatology", year = "2007", volume = "46", number = "6", pages = "900--915", url = "http://journals.ametsoc.org/doi/abs/10.1175/JAM2493.1" }
2012.03.01
Reich, B.J.	Spatiotemporal quantile regression for detecting distributional changes in environmental processes [BibTeX]	2012	Journal of the Royal Statistical Society: Series C (Applied Statistics) Vol. 61(4), pp. 535-553	article	DOI URL
BibTeX: @article{RSSC:RSSC1025, author = "Reich, Brian J.", title = "Spatiotemporal quantile regression for detecting distributional changes in environmental processes", journal = "Journal of the Royal Statistical Society: Series C (Applied Statistics)", publisher = "Blackwell Publishing Ltd", year = "2012", volume = "61", number = "4", pages = "535--553", url = "http://dx.doi.org/10.1111/j.1467-9876.2011.01025.x", doi = "http://doi.org/10.1111/j.1467-9876.2011.01025.x" }
2013.04.04
Rigaill, G.	Pruned dynamic programming for optimal multiple change-point detection [BibTeX]	2010	ArXiv e-prints	article	URL
BibTeX: @article{Rigaill2010, author = "Rigaill, G.", title = "Pruned dynamic programming for optimal multiple change-point detection", journal = "ArXiv e-prints", year = "2010", note = "Provided by the SAO/NASA Astrophysics Data System", url = "http://adsabs.harvard.edu/abs/2010arXiv1004.0887R" }
2012.03.01
Rigaill, G., Lebarbier, E. & Robin, S.	Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems [BibTeX]	2010	ArXiv e-prints	article	URL
BibTeX: @article{Rigaill2010ELSR, author = "Rigaill, G. and Lebarbier, E. and Robin, S.", title = "Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems", journal = "ArXiv e-prints", year = "2010", note = "Provided by the SAO/NASA Astrophysics Data System", url = "http://adsabs.harvard.edu/abs/2010arXiv1004.4347R" }
2010.08.30
Rivera, C. & Walther, G.	Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1211.2859R, author = "Rivera, C. and Walther, G.", title = "Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1211.2859R" }
2012.12.19
Rivera, C. & Walther, G.	Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics [BibTeX]	2013	Scandinavian Journal of Statistics Vol. 40(4), pp. 752-769	article	DOI URL
BibTeX: @article{SJOS:SJOS12027, author = "Rivera, Camilo and Walther, Guenther", title = "Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics", journal = "Scandinavian Journal of Statistics", year = "2013", volume = "40", number = "4", pages = "752--769", url = "http://dx.doi.org/10.1111/sjos.12027", doi = "http://doi.org/10.1111/sjos.12027" }
2014.03.24
Robbins, M.W., Gallagher, C.M. & Lund, R.B.	A General Regression Changepoint Test for Time Series Data [BibTeX]	2016	Journal of the American Statistical Association Vol. 111(514), pp. 670-683	article	DOI
BibTeX: @article{Robbins_2016, author = "Michael W. Robbins and Colin M. Gallagher and Robert B. Lund", title = "A General Regression Changepoint Test for Time Series Data", journal = "Journal of the American Statistical Association", publisher = "Informa UK Limited", year = "2016", volume = "111", number = "514", pages = "670--683", doi = "http://doi.org/10.1080/01621459.2015.1029130" }
2017-03-24
Robinson, L.F., Wager, T.D. & Lindquist, M.A.	Change point estimation in multi-subject fMRI studies [BibTeX]	2010	NeuroImage Vol. 49, pp. 1581-1592	article	URL
BibTeX: @article{RobinsonWL2010, author = "Robinson, L. F. and Wager, T. D. and Lindquist, M. A.", title = "Change point estimation in multi-subject fMRI studies", journal = "NeuroImage", year = "2010", volume = "49", pages = "1581-1592", url = "http://www.sciencedirect.com/science/article/pii/S1053811909009641" }
2012.03.01
Rodrigues, P.M.M.	Recursive adjustment, unit root tests and structural breaks [BibTeX]	2013	Journal of Time Series Analysis Vol. 34(1), pp. 62-82	article	DOI URL
BibTeX: @article{JTSA:JTSA813, author = "Rodrigues, Paulo M. M.", title = "Recursive adjustment, unit root tests and structural breaks", journal = "Journal of Time Series Analysis", year = "2013", volume = "34", number = "1", pages = "62--82", url = "http://dx.doi.org/10.1111/j.1467-9892.2012.00813.x", doi = "http://doi.org/10.1111/j.1467-9892.2012.00813.x" }
2014.02.03
Rogerson, P. & Kedron, P.	A changepoint statistic with uniform type I error probabilities [BibTeX]	2015	Communications in Statistics - Theory and Methods Vol. 45(16), pp. 4663-4672	article	DOI
BibTeX: @article{Rogerson_2015, author = "Peter Rogerson and Peter Kedron", title = "A changepoint statistic with uniform type I error probabilities", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2015", volume = "45", number = "16", pages = "4663--4672", doi = "http://doi.org/10.1080/03610926.2014.927495" }
2017.03.25
Rojas, C.R. & Wahlberg, B.	On change point detection using the fused lasso method [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1401.5408R, author = "Rojas, C. R. and Wahlberg, B.", title = "On change point detection using the fused lasso method", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1401.5408R" }
2014.02.03
Ross, G.J.	Sequential Change Detection in the Presence of Unknown Parameters [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1309.5264R, author = "Ross, G. J", title = "Sequential Change Detection in the Presence of Unknown Parameters", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1309.5264R" }
2013.12.20
Ross, G.J., Tasoulis, D.K. & Adams, N.M.	Sequential Monitoring of a Bernoulli Sequence when the Pre-change Parameter is Unknown [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1212.6020R, author = "Ross, G. J. and Tasoulis, D. K. and Adams, N. M.", title = "Sequential Monitoring of a Bernoulli Sequence when the Pre-change Parameter is Unknown", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1212.6020R" }
2013.04.15
Ross, G.J.	Modelling financial volatility in the presence of abrupt changes [BibTeX]	2013	Physica A: Statistical Mechanics and its Applications Vol. 392(2), pp. 350 - 360	article	DOI URL
BibTeX: @article{Ross2013350, author = "Gordon J. Ross", title = "Modelling financial volatility in the presence of abrupt changes ", journal = "Physica A: Statistical Mechanics and its Applications ", year = "2013", volume = "392", number = "2", pages = "350 -- 360", url = "http://www.sciencedirect.com/science/article/pii/S0378437112008084", doi = "http://doi.org/10.1016/j.physa.2012.08.015" }
2013.04.15
Ross, G.J., Adams, N.M., Tasoulis, D.K. & Hand, D.J.	Exponentially weighted moving average charts for detecting concept drift [BibTeX]	2012	Pattern Recognition Letters Vol. 33(2), pp. 191 - 198	article	DOI URL
BibTeX: @article{Ross2012191, author = "Gordon J. Ross and Niall M. Adams and Dimitris K. Tasoulis and David J. Hand", title = "Exponentially weighted moving average charts for detecting concept drift ", journal = "Pattern Recognition Letters ", year = "2012", volume = "33", number = "2", pages = "191 -- 198", url = "http://www.sciencedirect.com/science/article/pii/S0167865511002704", doi = "http://doi.org/10.1016/j.patrec.2011.08.019" }
2013.04.15
Ross, G.J., Tasoulis, D.K. & Adams, N.M.	Nonparametric Monitoring of Data Streams for Changes in Location and Scale [BibTeX]	2011	Technometrics Vol. 53(4), pp. 379-389	article	DOI URL
BibTeX: @article{doi:10.1198/TECH.2011.10069, author = "Ross, Gordon J. and Tasoulis, Dimitris K. and Adams, Niall M.", title = "Nonparametric Monitoring of Data Streams for Changes in Location and Scale", journal = "Technometrics", year = "2011", volume = "53", number = "4", pages = "379--389", url = "http://dx.doi.org/10.1198/TECH.2011.10069", doi = "http://doi.org/10.1198/TECH.2011.10069" }
2014.06.24
Roy, S., Atchadé, Y. & Michailidis, G.	Change point estimation in high dimensional Markov random-field models [BibTeX]	2016	Journal of the Royal Statistical Society: Series B (Statistical Methodology)	article	DOI URL
BibTeX: @article{Roy_2016, author = "Sandipan Roy and Yves Atchadé and George Michailidis", title = "Change point estimation in high dimensional Markov random-field models", journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)", publisher = "Wiley-Blackwell", year = "2016", url = "http://onlinelibrary.wiley.com/doi/10.1111/rssb.12205/abstract?campaign=wolearlyview", doi = "http://doi.org/10.1111/rssb.12205" }
2017-04-12
Rozenholc, Y.	Nonparametric Tests of Change-Points with Tapered Data [BibTeX]	2001	Journal of Time Series Analysis Vol. 22(1), pp. 13-43	article	URL
BibTeX: @article{Rozenholc2001, author = "Rozenholc, Y.", title = "Nonparametric Tests of Change-Points with Tapered Data", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing", year = "2001", volume = "22", number = "1", pages = "13--43", url = "http://onlinelibrary.wiley.com/doi/10.1111/1467-9892.00210/abstract" }
2012.03.01
Rusch, T. & Zeileis, A.	Gaining Insight with Recursive Partitioning of Generalized Linear Models [BibTeX]	2012	Journal of Statistical Computation and Simulation	article	DOI URL
BibTeX: @article{Z-papers:Rusch+Zeileis:2012, author = "Thomas Rusch and Achim Zeileis", title = "Gaining Insight with Recursive Partitioning of Generalized Linear Models", journal = "Journal of Statistical Computation and Simulation", year = "2012", note = "Forthcoming", url = "http://www.tandfonline.com/doi/abs/10.1080/00949655.2012.658804", doi = "http://doi.org/10.1080/00949655.2012.658804" }
2012.03.01
Rushworth, A., Lee, D. & Sarran, C.	An adaptive spatio-temporal smoothing model for estimating trends and step changes in disease risk [BibTeX]	2016	ArXiv e-prints	article	URL
BibTeX: @article{Rushworth2016, author = "Alastair Rushworth and Duncan Lee and Cristophe Sarran", title = "An adaptive spatio-temporal smoothing model for estimating trends and step changes in disease risk", journal = "ArXiv e-prints", year = "2016", url = "https://arxiv.org/abs/1411.0924" }
2017-04-12
Saha, S., Khoo, M.B.C., Lee, M.H. & Castagliola, P.	A side-sensitive modified group runs double sampling (SSMGRDS) control chart for detecting mean shifts [BibTeX]	2017	Communications in Statistics - Simulation and Computation, pp. 0-0	article	DOI URL
BibTeX: @article{Saha_2017, author = "Sajal Saha and Michael B. C. Khoo and Ming Ha Lee and Philippe Castagliola", title = "A side-sensitive modified group runs double sampling (SSMGRDS) control chart for detecting mean shifts", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2017", pages = "0--0", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2017.1311918", doi = "http://doi.org/10.1080/03610918.2017.1311918" }
2017-04-13
Said, K.K., Ning, W. & Tian, Y.	Likelihood procedure for testing changes in skew normal model with applications to stock returns [BibTeX]	2016	Communications in Statistics - Simulation and Computation, pp. 1-13	article	DOI URL
BibTeX: @article{Said_2016, author = "Khamis K. Said and Wei Ning and Yubin Tian", title = "Likelihood procedure for testing changes in skew normal model with applications to stock returns", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2016", pages = "1--13", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2016.1212067", doi = "http://doi.org/10.1080/03610918.2016.1212067" }
2017-04-20
Samé, A., Chamroukhi, F., Govaert, G. & Aknin, P.	Model-based clustering and segmentation of time series with changes in regime [BibTeX]	2011	Advances in Data Analysis and Classification Vol. 5(4), pp. 301-321	article	DOI URL
BibTeX: @article{SameChamroukhiGovaertAknin2011, author = "Samé, Allou and Chamroukhi, Faicel and Govaert, Gérard and Aknin, Patrice", title = "Model-based clustering and segmentation of time series with changes in regime", journal = "Advances in Data Analysis and Classification", year = "2011", volume = "5", number = "4", pages = "301-321", url = "http://dx.doi.org/10.1007/s11634-011-0096-5", doi = "http://doi.org/10.1007/s11634-011-0096-5" }
2014.02.03
Scargle, J.D., Norris, J.P., Jackson, B. & Chiang, J.	Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1207.5578S, author = "Scargle, J. D. and Norris, J. P. and Jackson, B. and Chiang, J.", title = "Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1207.5578S" }
2012.12.19
Schmisser, E.	Non parametric estimation of the diffusion coefficents of a diffusion with jumps [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1311.6435S, author = "Schmisser, E.", title = "Non parametric estimation of the diffusion coefficents of a diffusion with jumps", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1311.6435S" }
2014.02.03
Schnurr, A. & Dehling, H.	Testing for Structural Breaks via Ordinal Pattern Dependence [BibTeX]	2017	Journal of the American Statistical Association Vol. 112(518), pp. 706-720	article	DOI URL
BibTeX: @article{doi:10.1080/01621459.2016.1164706, author = "Schnurr, Alexander and Dehling, Herold", title = "Testing for Structural Breaks via Ordinal Pattern Dependence", journal = "Journal of the American Statistical Association", year = "2017", volume = "112", number = "518", pages = "706--720", url = "http://www.tandfonline.com/doi/full/10.1080/01621459.2016.1164706", doi = "http://doi.org/10.1080/01621459.2016.1164706" }
2017-09-10
Schnurr, A. & Dehling, H.	Testing for Structural Breaks via Ordinal Pattern Dependence [BibTeX]	2017	Journal of the American Statistical Association, pp. 1-15	article	DOI URL
BibTeX: @article{Schnurr_2017, author = "Alexander Schnurr and Herold Dehling", title = "Testing for Structural Breaks via Ordinal Pattern Dependence", journal = "Journal of the American Statistical Association", publisher = "Informa UK Limited", year = "2017", pages = "1--15", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2016.1164706", doi = "http://doi.org/10.1080/01621459.2016.1164706" }
2017-04-12
Schroeder, A.L. & Fryzlewicz, P.	Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery [BibTeX]	2013	In submission	article	URL
BibTeX: @article{SchroederFryzlewicz2013, author = "Schroeder, A. L. and Fryzlewicz, P.", title = "Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery", journal = "In submission", year = "2013", url = "http://stats.lse.ac.uk/fryzlewicz/ate/ate.pdf" }
2013-07-20
Schwaller, L. & Robin, S.	Exact Bayesian inference for off-line change-point detection in tree-structured graphical models [BibTeX]	2016	Statistics and Computing Vol. 27(5), pp. 1331-1345	article	DOI URL
BibTeX: @article{Schwaller_2016, author = "L. Schwaller and S. Robin", title = "Exact Bayesian inference for off-line change-point detection in tree-structured graphical models", journal = "Statistics and Computing", publisher = "Springer Nature", year = "2016", volume = "27", number = "5", pages = "1331--1345", url = "https://link.springer.com/article/10.1007/s11222-016-9689-3?wt_mc=alerts.TOCjournals", doi = "http://doi.org/10.1007/s11222-016-9689-3" }
2017-05-20
Seif, A., Faraz, A., Saniga, E. & Heuchenne, C.	A statistically adaptive sampling policy to the Hotelling's T2 control chart: Markov chain approach [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 45(13), pp. 3919-3929	article	DOI
BibTeX: @article{SeifFarazSanigaHeuchenne2016, author = "Asghar Seif and Alireza Faraz and Erwin Saniga and Cédric Heuchenne", title = "A statistically adaptive sampling policy to the Hotelling's T2 control chart: Markov chain approach", journal = "Communications in Statistics - Theory and Methods", year = "2016", volume = "45", number = "13", pages = "3919--3929", doi = "http://doi.org/10.1080/03610926.2014.911910" }
2014-04-15
Seifert, L., Coeurjolly, J.-F., Hérault, R., Wattebled, L. & Davids, K.	Temporal dynamics of inter-limb coordination in ice climbing revealed through change-point analysis of the geodesic mean of circular data [BibTeX]	2013	Journal of Applied Statistics Vol. 40(11), pp. 2317-2331	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2013.810194, author = "Seifert, Ludovic and Coeurjolly, Jean-François and Hérault, Romain and Wattebled, Léo and Davids, Keith", title = "Temporal dynamics of inter-limb coordination in ice climbing revealed through change-point analysis of the geodesic mean of circular data", journal = "Journal of Applied Statistics", year = "2013", volume = "40", number = "11", pages = "2317-2331", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2013.810194", doi = "http://doi.org/10.1080/02664763.2013.810194" }
2013.12.20
Selk, L. & Neumeyer, N.	Testing for a change of the innovation distribution in nonparametric autoregression - the sequential empirical process approach [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1211.1212S, author = "Selk, L. and Neumeyer, N.", title = "Testing for a change of the innovation distribution in nonparametric autoregression - the sequential empirical process approach", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1211.1212S" }
2012.12.19
Sen, A. & Srivastava, M.S.	On Tests for Detecting Change in Mean [BibTeX]	1975	The Annals of Statistics Vol. 3(1), pp. 98-108	article	URL
BibTeX: @article{SenSrivastava1975, author = "Sen, A. and Srivastava, M. S.", title = "On Tests for Detecting Change in Mean", journal = "The Annals of Statistics", publisher = "Institute of Mathematical Statistics", year = "1975", volume = "3", number = "1", pages = "98--108", url = "www.jstor.org/stable/2958081" }
2012.03.01
Shaban, S.A.	Change Point Problem and Two-Phase Regression: An Annotated Bibliography [BibTeX]	1980	International Statistical Review / Revue Internationale de Statistique Vol. 48(1), pp. 83-93	article
BibTeX: @article{Shaban1980, author = "Shaban, S. A.", title = "Change Point Problem and Two-Phase Regression: An Annotated Bibliography", journal = "International Statistical Review / Revue Internationale de Statistique", publisher = "International Statistical Institute (ISI)", year = "1980", volume = "48", number = "1", pages = "83--93" }
2012.03.01
Shadman, A., Zou, C., Mahlooji, H. & Yeh, A.B.	A change point method for Phase II monitoring of generalized linear profiles [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 46(1), pp. 559-578	article	DOI URL
BibTeX: @article{Shadman_2014, author = "Alireza Shadman and Changliang Zou and Hashem Mahlooji and Arthur B. Yeh", title = "A change point method for Phase II monitoring of generalized linear profiles", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2014", volume = "46", number = "1", pages = "559--578", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2014.970698", doi = "http://doi.org/10.1080/03610918.2014.970698" }
2014-12-12
Shams, I., Ajorlou, S. & Yang, K.	Estimating Multiple Step Shifts in a Gaussian Process Mean with an Application to Phase I Control Chart Analysis [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1403.0668S, author = "Shams, I. and Ajorlou, S. and Yang, K.", title = "Estimating Multiple Step Shifts in a Gaussian Process Mean with an Application to Phase I Control Chart Analysis", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1403.0668S" }
2014.03.24
Shao, X. & Zhang, X.	Testing for Change Points in Time Series [BibTeX]	2010	Journal of the American Statistical Association Vol. 105(491), pp. 1228-1240	article	DOI URL
BibTeX: @article{Shao2010XZ, author = "Xiaofeng Shao and Xianyang Zhang", title = "Testing for Change Points in Time Series", journal = "Journal of the American Statistical Association", year = "2010", volume = "105", number = "491", pages = "1228-1240", url = "http://pubs.amstat.org/doi/abs/10.1198/jasa.2010.tm10103", doi = "http://doi.org/10.1198/jasa.2010.tm10103" }
2010.11.01
Sharpnack, J., Rinaldo, A. & Singh, A.	Changepoint Detection over Graphs with the Spectral Scan Statistic [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1206.0773S, author = "Sharpnack, J. and Rinaldo, A. and Singh, A.", title = "Changepoint Detection over Graphs with the Spectral Scan Statistic", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1206.0773S" }
2012.12.19
Shen, G. & Xu, H.	On the isotonic change-point problem [BibTeX]	2013	Journal of Nonparametric Statistics Vol. 25(4), pp. 923-937	article	DOI URL
BibTeX: @article{doi:10.1080/10485252.2013.821472, author = "Shen, Gang and Xu, Hui", title = "On the isotonic change-point problem", journal = "Journal of Nonparametric Statistics", year = "2013", volume = "25", number = "4", pages = "923--937", url = "http://www.tandfonline.com/doi/abs/10.1080/10485252.2013.821472", doi = "http://doi.org/10.1080/10485252.2013.821472" }
2013.12.20
Shen, J., Gallagher, C.M. & Lu, Q.	Detection of multiple undocumented change-points using adaptive Lasso [BibTeX]	2014	Journal of Applied Statistics Vol. 41(6), pp. 1161-1173	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2013.862220, author = "Shen, Jie and Gallagher, Colin M. and Lu, QiQi", title = "Detection of multiple undocumented change-points using adaptive Lasso", journal = "Journal of Applied Statistics", year = "2014", volume = "41", number = "6", pages = "1161--1173", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2013.862220", doi = "http://doi.org/10.1080/02664763.2013.862220" }
2013.12.20
Shen, J., Gallagher, C.M. & Lu, Q.	Detection of multiple undocumented change-points using adaptive Lasso [BibTeX]	2014	Journal of Applied Statistics Vol. 41(6), pp. 1161-1173	article	DOI
BibTeX: @article{Shen2014, author = "Jie Shen and Colin M. Gallagher and QiQi Lu", title = "Detection of multiple undocumented change-points using adaptive Lasso", journal = "Journal of Applied Statistics", year = "2014", volume = "41", number = "6", pages = "1161--1173", doi = "http://doi.org/10.1080/02664763.2013.862220" }
2013-11-25
Shen, J.J. & Zhang, N.R.	Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing [BibTeX]	2012	Annals of Applied Statistics Vol. 6(2), pp. 476-496	article	DOI URL
BibTeX: @article{ShenZhang2012, author = "Jeremy J. Shen and Nancy R. Zhang", title = "Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing", journal = "Annals of Applied Statistics", year = "2012", volume = "6", number = "2", pages = "476--496", url = "http://projecteuclid.org/euclid.aoas/1339419604", doi = "http://doi.org/10.1214/11-AOAS517" }
2012.12.19
Sheu, S.-H., Huang, C.-J. & Hsu, T.-S.	Maximum Chi-Square Generally Weighted Moving Average Control Chart for Monitoring Process Mean and Variability [BibTeX]	2013	Communications in Statistics - Theory and Methods Vol. 42(23), pp. 4323-4341	article	DOI URL
BibTeX: @article{doi:10.1080/03610926.2011.647213, author = "Sheu, Shey-Huei and Huang, Chi-Jui and Hsu, Tsung-Shin", title = "Maximum Chi-Square Generally Weighted Moving Average Control Chart for Monitoring Process Mean and Variability", journal = "Communications in Statistics - Theory and Methods", year = "2013", volume = "42", number = "23", pages = "4323--4341", url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2011.647213", doi = "http://doi.org/10.1080/03610926.2011.647213" }
2013.12.20
Shine, J.A. & Gentle, J.E.	Alarm activation, pattern discovery, and anomaly detection in sensor networks [BibTeX]	2012	Wiley Interdisciplinary Reviews: Computational Statistics Vol. 4(6), pp. 565-570	article	DOI URL
BibTeX: @article{WICS:WICS1233, author = "Shine, James A. and Gentle, James E.", title = "Alarm activation, pattern discovery, and anomaly detection in sensor networks", journal = "Wiley Interdisciplinary Reviews: Computational Statistics", year = "2012", volume = "4", number = "6", pages = "565--570", url = "http://dx.doi.org/10.1002/wics.1233", doi = "http://doi.org/10.1002/wics.1233" }
2014.02.03
Shiryaev, A.N.	On Optimum Methods in Quickest Detection Problems [BibTeX]	1963	Theory of Probability and its Applications Vol. 8(1), pp. 22-46	article	URL
BibTeX: @article{Shiryaev1963, author = "A. N. Shiryaev", title = "On Optimum Methods in Quickest Detection Problems", journal = "Theory of Probability and its Applications", publisher = "SIAM", year = "1963", volume = "8", number = "1", pages = "22-46", url = "http://epubs.siam.org/tvp/resource/1/tprbau/v8/i1/p22_s1?isAuthorized=no" }
2012.03.01
Shumway, R.H. & Stoffer, D.S.	Dynamic Linear Models With Switching [BibTeX]	1991	Journal of the American Statistical Association Vol. 86(415), pp. pp. 763-769	article	URL
BibTeX: @article{ShumwayStoffer1991, author = "Shumway, R. H. and Stoffer, D. S.", title = "Dynamic Linear Models With Switching", journal = "Journal of the American Statistical Association", publisher = "American Statistical Association", year = "1991", volume = "86", number = "415", pages = "pp. 763--769", url = "http://www.jstor.org/stable/2290410" }
2012.03.01
Silva, E.G. & Teixeira, A.A.C.	Surveying structural change: Seminal contributions and a bibliometric account [BibTeX]	2008	Structural Change and Economic Dynamics Vol. 19(4), pp. 273 - 300	article	DOI URL
BibTeX: @article{Silva2008273, author = "Ester G. Silva and Aurora A.C. Teixeira", title = "Surveying structural change: Seminal contributions and a bibliometric account", journal = "Structural Change and Economic Dynamics", year = "2008", volume = "19", number = "4", pages = "273 - 300", url = "http://www.sciencedirect.com/science/article/pii/S0954349X08000192", doi = "http://doi.org/10.1016/j.strueco.2008.02.001" }
2012.03.01
Slama, A. & Saggou, H.	A bayesian analysis of a change in the parameters of autoregressive time series [BibTeX]	2016	Communications in Statistics - Simulation and Computation, pp. 0-0	article	DOI URL
BibTeX: @article{Slama_2016, author = "Abdeldjalil Slama and Hafida Saggou", title = "A bayesian analysis of a change in the parameters of autoregressive time series", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2016", pages = "0--0", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2016.1222423", doi = "http://doi.org/10.1080/03610918.2016.1222423" }
2017-04-12
Smith, A.F.M.	Change-Point problems: approaches and applications [BibTeX]	1980	Trabajos de Estadistica Y de Investigacion Operativa Vol. 31, pp. 83-98	article	DOI URL
BibTeX: @article{Smith1980, author = "Smith, A.F.M.", title = "Change-Point problems: approaches and applications", journal = "Trabajos de Estadistica Y de Investigacion Operativa", year = "1980", volume = "31", pages = "83--98", url = "http://dx.doi.org/10.1007/BF02888348", doi = "http://doi.org/10.1007/BF02888348" }
2012.12.19
Smith, A.F.M.	A Bayesian approach to inference about a change-point in a sequence of random variables [BibTeX]	1975	Biometrika Vol. 62, pp. 407-416	article	URL
BibTeX: @article{Smith1975, author = "A. F. M. Smith", title = "A Bayesian approach to inference about a change-point in a sequence of random variables", journal = "Biometrika", year = "1975", volume = "62", pages = "407-416", url = "http://www.jstor.org/pss/2335381" }
2010.07.23
Sogandi, F. & Amiri, A.	Monotonic change point estimation of generalized linear model-based regression profiles [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 46(3), pp. 2207-2227	article	DOI
BibTeX: @article{Sogandi_2015, author = "Fatemeh Sogandi and Amirhossein Amiri", title = "Monotonic change point estimation of generalized linear model-based regression profiles", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2015", volume = "46", number = "3", pages = "2207--2227", doi = "http://doi.org/10.1080/03610918.2015.1039132" }
2017-03-24
de Souza, C.P.E. & Heckman, N.E.	Switching Nonparametric Regression Models and the Motorcycle Data revisited [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1305.2227D, author = "de Souza, C. P. E. and Heckman, N. E.", title = "Switching Nonparametric Regression Models and the Motorcycle Data revisited", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1305.2227D" }
2013.05.13
Sparks, R. & Patrick, E.	Detection of multiple outbreaks using spatio-temporal EWMA ordered statistics [BibTeX]	2014	Communications in Statistics - Simulation and Computation	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2012.758741, author = "Sparks, Ross and Patrick, Ellis", title = "Detection of multiple outbreaks using spatio-temporal EWMA ordered statistics", journal = "Communications in Statistics - Simulation and Computation", year = "2014", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2012.758741", doi = "http://doi.org/10.1080/03610918.2012.758741" }
2013.12.20
Spokoiny, V.	Multiscale Local Change Point Detection with Applications to Value-At-Risk [BibTeX]	2009	Annals of Statistics Vol. 37(3), pp. 1405-1436	article	URL
BibTeX: @article{Spokoiny2009, author = "Spokoiny, V.", title = "Multiscale Local Change Point Detection with Applications to Value-At-Risk", journal = "Annals of Statistics", publisher = "Institute of Mathematical Statistics", year = "2009", volume = "37", number = "3", pages = "1405--1436", url = "http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1239369026" }
2012.03.01
Sreedharan, J.K. & Sharma, V.	Spectrum Sensing using Distributed Sequential Detection via Noisy MAC [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1211.5562S, author = "Sreedharan, J. K. and Sharma, V.", title = "Spectrum Sensing using Distributed Sequential Detection via Noisy MAC", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1211.5562S" }
2012.12.19
Srivastava, M.S. & Worsley, K.J.	Likelihood Ratio Tests for a Change in the Multivariate Normal Mean [BibTeX]	1986	Journal of the American Statistical Association Vol. 81(393), pp. pp. 199-204	article	URL
BibTeX: @article{SrivastavaWorsley1986, author = "Srivastava, M. S. and Worsley, K. J.", title = "Likelihood Ratio Tests for a Change in the Multivariate Normal Mean", journal = "Journal of the American Statistical Association", publisher = "American Statistical Association", year = "1986", volume = "81", number = "393", pages = "pp. 199--204", url = "http://www.jstor.org/stable/2287990" }
2013.04.15
Stărică, C. & Granger, C.	Nonstationarities in Stock Returns [BibTeX]	2005	The Review of Economics and Statistics Vol. 87(3), pp. pp. 503-522	article	URL
BibTeX: @article{StaricaGranger2005, author = "Stărică, Cătălin and Granger, Clive", title = "Nonstationarities in Stock Returns", journal = "The Review of Economics and Statistics", publisher = "The MIT Press", year = "2005", volume = "87", number = "3", pages = "pp. 503-522", url = "http://www.jstor.org/stable/40042945" }
2012.03.01
Steland, A.	Weighted Dickey-Fuller processes for detecting stationarity [BibTeX]	2007	Journal of Statistical Planning and Inference Vol. 137, pp. 4011-4030	article	URL
BibTeX: @article{Steland2007, author = "Steland, A.", title = "Weighted Dickey-Fuller processes for detecting stationarity", journal = "Journal of Statistical Planning and Inference", publisher = "Elsevier", year = "2007", volume = "137", pages = "4011--4030", url = "http://www.sciencedirect.com/science/article/pii/S037837580700170X" }
2012.03.01
Stephens, D.A.	Bayesian Retrospective Multiple-Changepoint Identification [BibTeX]	1994	Journal of the Royal Statistical Society Series C (Applied Statistics) Vol. 43, pp. 159-578	article	URL
BibTeX: @article{Stephens1994, author = "D. A. Stephens", title = "Bayesian Retrospective Multiple-Changepoint Identification", journal = "Journal of the Royal Statistical Society Series C (Applied Statistics)", year = "1994", volume = "43", pages = "159-578", url = "http://www.jstor.org/pss/2986119" }
2010.07.22
Strickland, C., Burdett, R., Denham, R., Kohn, R. & Mengersen, K.	A Bayesian changepoint methodology for high dimensional multivariate time series and space-time data: A study of structural change using remotely sensed data [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1306.4723S, author = "Strickland, C. and Burdett, R. and Denham, R. and Kohn, R. and Mengersen, K.", title = "A Bayesian changepoint methodology for high dimensional multivariate time series and space-time data: A study of structural change using remotely sensed data", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1306.4723S" }
2013-07-20
Strobl, C., Wickelmaier, F. & Zeileis, A.	Accounting for Individual Differences in Bradley-Terry Models by Means of Recursive Partitioning [BibTeX]	2011	Journal of Educational and Behavioral Statistics Vol. 36(2), pp. 135-153	article	DOI URL
BibTeX: @article{Z-papers:Strobl+Wickelmaier+Zeileis:2011, author = "Carolin Strobl and Florian Wickelmaier and Achim Zeileis", title = "Accounting for Individual Differences in Bradley-Terry Models by Means of Recursive Partitioning", journal = "Journal of Educational and Behavioral Statistics", year = "2011", volume = "36", number = "2", pages = "135--153", url = "http://jeb.sagepub.com/content/36/2/135", doi = "http://doi.org/10.3102/1076998609359791" }
2012.03.01
Sturludottir, E., Gunnlaugsdottir, H., Nielsen, O.K. & Stefansson, G.	Detection of a changepoint, a mean-shift accompanied with a trend change, in short time-series with autocorrelation [BibTeX]	2017	Communications in Statistics - Simulation and Computation	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2014.1002849, author = "Sturludottir, Erla and Gunnlaugsdottir, Helga and Nielsen, Olafur K. and Stefansson, Gunnar", title = "Detection of a changepoint, a mean-shift accompanied with a trend change, in short time-series with autocorrelation", journal = "Communications in Statistics - Simulation and Computation", year = "2017", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2014.1002849", doi = "http://doi.org/10.1080/03610918.2014.1002849" }
2017-09-10
Sugiyama, M., Yamada, M. & du Plessis, M.C.	Learning under nonstationarity: covariate shift and class-balance change [BibTeX]	2013	Wiley Interdisciplinary Reviews: Computational Statistics Vol. 5(6), pp. 465-477	article	DOI URL
BibTeX: @article{WICS:WICS1275, author = "Sugiyama, Masashi and Yamada, Makoto and du Plessis, Marthinus Christoffel", title = "Learning under nonstationarity: covariate shift and class-balance change", journal = "Wiley Interdisciplinary Reviews: Computational Statistics", publisher = "John Wiley & Sons, Inc", year = "2013", volume = "5", number = "6", pages = "465--477", url = "http://dx.doi.org/10.1002/wics.1275", doi = "http://doi.org/10.1002/wics.1275" }
2013.12.20
Tang, L., Zhou, Z. & Wu, C.	The LAD estimation of the change-point linear model with randomly censored data [BibTeX]	2015	Communications in Statistics - Theory and Methods Vol. 45(2), pp. 479-491	article	DOI
BibTeX: @article{Tang_2015, author = "Linjun Tang and Zhangong Zhou and Changchun Wu", title = "The LAD estimation of the change-point linear model with randomly censored data", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2015", volume = "45", number = "2", pages = "479--491", doi = "http://doi.org/10.1080/03610926.2013.827720" }
2017-03-24
Tartakovsky, A.G., Polunchenko, A.S. & Sokolov, G.	Efficient Computer Network Anomaly Detection by Changepoint Detection Methods [BibTeX]	2012	Selected Topics in Signal Processing, IEEE Journal of Vol. PP(99), pp. 1	article	DOI URL
BibTeX: @article{6380529, author = "Tartakovsky, A.G. and Polunchenko, A.S. and Sokolov, G.", title = "Efficient Computer Network Anomaly Detection by Changepoint Detection Methods", journal = "Selected Topics in Signal Processing, IEEE Journal of", year = "2012", volume = "PP", number = "99", pages = "1", url = "http://dx.doi.org/10.1109/JSTSP.2012.2233713", doi = "http://doi.org/10.1109/JSTSP.2012.2233713" }
2012.12.19
Tartakovsky, A.G. & Veeravalli, V.V.	General Asymptotic Bayesian Theory of Quickest Change Detection [BibTeX]	2004	Theory of Probability and Its Applications Vol. 49(3), pp. 458-497	article	URL
BibTeX: @article{Tartakovsky:2004, author = "Tartakovsky, A. G. and Veeravalli, V. V.", title = "General Asymptotic Bayesian Theory of Quickest Change Detection", journal = "Theory of Probability and Its Applications", year = "2004", volume = "49", number = "3", pages = "458--497", url = "http://epubs.siam.org/tvp/resource/1/tprbau/v49/i3/p458_s1?isAuthorized=no" }
2012.03.01
Tasdan, F. & Yeniay, O.	A shift parameter estimation based on smoothed Kolmogorov–Smirnov [BibTeX]	2014	Journal of Applied Statistics	article	DOI URL
BibTeX: @article{doi:10.1080/02664763.2013.862225, author = "Tasdan, Feridun and Yeniay, Ozgur", title = "A shift parameter estimation based on smoothed Kolmogorov–Smirnov", journal = "Journal of Applied Statistics", year = "2014", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2013.862225", doi = "http://doi.org/10.1080/02664763.2013.862225" }
2013.12.20
Tianxiao, P., Danna, Z. & Tai-Leung, C.T.	Asymptotic inferences for an AR(1) model with a change point: stationary and nearly non-stationary cases [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1306.1294T, author = "Tianxiao, P. and Danna, Z. and Tai-Leung, C. T.", title = "Asymptotic inferences for an AR(1) model with a change point: stationary and nearly non-stationary cases", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1306.1294T" }
2013.06.07
Titsias, M.K., Yau, C. & Holmes, C.C.	Statistical Inference in Hidden Markov Models using $k$-segment Constraints [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1311.1189T, author = "Titsias, M. K. and Yau, C. and Holmes, C. C.", title = "Statistical Inference in Hidden Markov Models using $k$-segment Constraints", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1311.1189T" }
2014.01.31
Tony Cai, T., Jessie Jeng, X. & Li, H.	Robust detection and identification of sparse segments in ultrahigh dimensional data analysis [BibTeX]	2012	Journal of the Royal Statistical Society: Series B (Statistical Methodology) Vol. 74(5), pp. 773-797	article	DOI URL
BibTeX: @article{RSSB:RSSB1028, author = "Tony Cai, T. and Jessie Jeng, X. and Li, Hongzhe", title = "Robust detection and identification of sparse segments in ultrahigh dimensional data analysis", journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)", year = "2012", volume = "74", number = "5", pages = "773--797", url = "http://dx.doi.org/10.1111/j.1467-9868.2012.01028.x", doi = "http://doi.org/10.1111/j.1467-9868.2012.01028.x" }
2014.02.03
Toyoda, T. & Ohtani, K.	A switching regression model with different change-points for individual coefficients and its application to the energy demand equations for Japan [BibTeX]	1989	Empirical Economics Vol. 14, pp. 93-103	article	DOI URL
BibTeX: @article{ToyodaOhtani1989, author = "Toyoda, T. and Ohtani, K.", title = "A switching regression model with different change-points for individual coefficients and its application to the energy demand equations for Japan", journal = "Empirical Economics", year = "1989", volume = "14", pages = "93--103", url = "http://dx.doi.org/10.1007/BF01980589", doi = "http://doi.org/10.1007/BF01980589" }
2012.12.19
Truong, C., Oudre, L. & Vayatis, N.	A review of change point detection methods [BibTeX]	2018	ArXiv e-prints	article	URL
BibTeX: @article{TruongOudreVayatis2018, author = "Charles Truong and Laurent Oudre and Nicolas Vayatis", title = "A review of change point detection methods", journal = "ArXiv e-prints", year = "2018", url = "https://arxiv.org/abs/1801.00718v1" }
2018-08-12
Tuerhong, G. & Bum Kim, S.	Comparison of Novelty Score-Based Multivariate Control Charts [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 44(5), pp. 1126-1143	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2013.809098, author = "Tuerhong, Gulanbaier and Bum Kim, Seoung", title = "Comparison of Novelty Score-Based Multivariate Control Charts", journal = "Communications in Statistics - Simulation and Computation", year = "2015", volume = "44", number = "5", pages = "1126--1143", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.809098", doi = "http://doi.org/10.1080/03610918.2013.809098" }
2014.02.03
Ustinov, F.	A problem of the fastest detection of regime changing for Levy processes [BibTeX]	2009	Moscow University Mathematics Bulletin Vol. 64, pp. 84-86	article	URL
BibTeX: @article{springerlink:10.3103/S0027132209020107, author = "Ustinov, F.", title = "A problem of the fastest detection of regime changing for Levy processes", journal = "Moscow University Mathematics Bulletin", publisher = "Allerton Press, Inc. distributed exclusively by Springer Science+Business Media LLC", year = "2009", volume = "64", pages = "84-86", url = "http://dx.doi.org/10.3103/S0027132209020107" }
2012.03.01
Veeravalli, V.V. & Banerjee, T.	Quickest Change Detection [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1210.5552V, author = "Veeravalli, V. V. and Banerjee, T.", title = "Quickest Change Detection", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1210.5552V" }
2012.12.19
Venkatraman, E.S.	Consistency results in multiple change-point problems [BibTeX]	1993	School: Stanford University	phdthesis	URL
BibTeX: @phdthesis{Venkatraman1993, author = "Venkatraman, E. S.", title = "Consistency results in multiple change-point problems", school = "Stanford University", year = "1993", url = "http://statistics.stanford.edu/ ckirby/techreports/NSA/SIE NSA 24.pdf" }
2012.03.01
Verbesselt, J., Hyndman, R., Zeileis, A. & Culvenor, D.	Phenological Change Detection while Accounting for Abrupt and Gradual Trends in Satellite Image Time Series [BibTeX]	2010	Remote Sensing of Environment Vol. 114(12), pp. 2970-2980	article	DOI URL
BibTeX: @article{Z-papers:Verbesselt+Hyndman+Zeileis:2010, author = "Jan Verbesselt and Rob Hyndman and Achim Zeileis and Darius Culvenor", title = "Phenological Change Detection while Accounting for Abrupt and Gradual Trends in Satellite Image Time Series", journal = "Remote Sensing of Environment", year = "2010", volume = "114", number = "12", pages = "2970--2980", url = "http://www.sciencedirect.com/science/article/pii/S0034425710002336", doi = "http://doi.org/10.1016/j.rse.2010.08.003" }
2012.03.01
Vogt, M. & Dette, H.	Detecting Gradual Changes in Locally Stationary Processes [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1403.3808V, author = "Vogt, M. and Dette, H.", title = "Detecting Gradual Changes in Locally Stationary Processes", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1403.3808V" }
2014.03.24
Von Sachs, R. & Neumann, M.H.	A Wavelet-Based Test for Stationarity [BibTeX]	2000	Journal of Time Series Analysis Vol. 21(5), pp. 597-613	article	DOI URL
BibTeX: @article{vonSachsNeumann2000, author = "Von Sachs, Rainer and Neumann, Michael H.", title = "A Wavelet-Based Test for Stationarity", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishers Ltd", year = "2000", volume = "21", number = "5", pages = "597--613", url = "http://dx.doi.org/10.1111/1467-9892.00200", doi = "http://doi.org/10.1111/1467-9892.00200" }
2012.03.01
Vostrikova, L.J.	Detecting disorder in multidimensional random processes [BibTeX]	1981	Soviet Mathematics Doklady Vol. 24, pp. 55-59	article
BibTeX: @article{Vostrikova1981, author = "Vostrikova, L. J.", title = "Detecting disorder in multidimensional random processes", journal = "Soviet Mathematics Doklady", year = "1981", volume = "24", pages = "55--59" }
2012.03.01
Wang, D. & Guo, P.	Detection and Estimation of Jump Points in Non parametric Regression Function withAR(1) Noise [BibTeX]	2014	Communications in Statistics - Theory and Methods Vol. 44(6), pp. 1097-1110	article	DOI URL
BibTeX: @article{Wang_2014, author = "Dan Wang and Pengjiang Guo", title = "Detection and Estimation of Jump Points in Non parametric Regression Function withAR(1) Noise", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "6", pages = "1097--1110", url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2013.851242", doi = "http://doi.org/10.1080/03610926.2013.851242" }
2014-12-02
Wang, D., Zhang, L. & Xiong, Q.	A non parametric CUSUM control chart based on the ManntextendashWhitney statistic [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(10), pp. 4713-4725	article	DOI URL
BibTeX: @article{Wang_2016, author = "Dabuxilatu Wang and Liang Zhang and Qiang Xiong", title = "A non parametric CUSUM control chart based on the ManntextendashWhitney statistic", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "10", pages = "4713--4725", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2015.1073314", doi = "http://doi.org/10.1080/03610926.2015.1073314" }
2017-04-13
Wang, J., Rossell, D., Cassandras, C.G. & Paschalidis, I.C.	Network Anomaly Detection: A Survey and Comparative Analysis of Stochastic and Deterministic Methods [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1309.4844W, author = "Wang, J. and Rossell, D. and Cassandras, C. G. and Paschalidis, I. C. ", title = "Network Anomaly Detection: A Survey and Comparative Analysis of Stochastic and Deterministic Methods", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1309.4844W" }
2013.12.20
Wang, L.	Change-Point Estimation in Long Memory Nonparametric Models with Applications [BibTeX]	2007	Communications in Statistics - Simulation and Computation Vol. 37(1), pp. 48-61	article	DOI URL
BibTeX: @article{doi:10.1080/03610910701723583, author = "Wang, Lihong", title = "Change-Point Estimation in Long Memory Nonparametric Models with Applications", journal = "Communications in Statistics - Simulation and Computation", year = "2007", volume = "37", number = "1", pages = "48-61", url = "http://dx.doi.org/10.1080/03610910701723583", doi = "http://doi.org/10.1080/03610910701723583" }
2014.06.24
Wang, T. & Huang, S.	An adaptive multivariate CUSUM control chart for signaling a range of location shifts [BibTeX]	2015	Communications in Statistics - Theory and Methods Vol. 45(16), pp. 4673-4691	article	DOI URL
BibTeX: @article{Wang_2015, author = "Tianhua Wang and Shuguang Huang", title = "An adaptive multivariate CUSUM control chart for signaling a range of location shifts", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2015", volume = "45", number = "16", pages = "4673--4691", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2014.927494", doi = "http://doi.org/10.1080/03610926.2014.927494" }
2017-04-12
Wang, T. & Samworth, R.J.	High dimensional change point estimation via sparse projection [BibTeX]	2017	Journal of the Royal Statistical Society Series B	article	DOI URL
BibTeX: @article{doi:10.1111/rssb.12243, author = "Tengyao Wang and Richard J. Samworth", title = "High dimensional change point estimation via sparse projection", journal = "Journal of the Royal Statistical Society Series B", year = "2017", url = "http://onlinelibrary.wiley.com/doi/10.1111/rssb.12243/abstract?campaign=wolearlyview", doi = "http://doi.org/10.1111/rssb.12243" }
2017-09-10
Wang, Y.	Jump and Sharp Cusp Detection by Wavelets [BibTeX]	1995	Biometrika Vol. 82(2), pp. 385-397	article	URL
BibTeX: @article{Wang1995, author = "Wang, Y.", title = "Jump and Sharp Cusp Detection by Wavelets", journal = "Biometrika", publisher = "Biometrika Trust", year = "1995", volume = "82", number = "2", pages = "385--397", url = "www.jstor.org/stable/2337415" }
2012.03.01
Wang, Y. & Mei, Y.	Monitoring Multiple Data Streams via Shrinkage Post-Change Estimation [BibTeX]	2013	ArXiv e-prints	article
BibTeX: @article{2013arXiv1308.5738W, author = "Wang, Y. and Mei, Y.", title = "Monitoring Multiple Data Streams via Shrinkage Post-Change Estimation", journal = "ArXiv e-prints", year = "2013" }
2013.12.20
Wang, Z. & Bukkapatnam, S.T.S.	A Dirichlet process Gaussian state machine model for change detection in transient processes [BibTeX]	2017	Technometrics	article	DOI URL
BibTeX: @article{doi:10.1080/00401706.2017.1371079, author = "Zimo Wang and Satish T.S. Bukkapatnam", title = "A Dirichlet process Gaussian state machine model for change detection in transient processes", journal = "Technometrics", year = "2017", url = "http://www.tandfonline.com/doi/full/10.1080/00401706.2017.1371079", doi = "http://doi.org/10.1080/00401706.2017.1371079" }
2017-09-10
Whitcher, B., Byers, S.D., Guttorp, P. & Percival, D.B.	Testing for Homogeneity of Variance in Time Series: Long Memory, Wavelets and the Nile River [BibTeX]	2002	Water Resources Research Vol. 38(5), pp. 12-1-12-16	article	DOI URL
BibTeX: @article{WhitcherByersGuttorpPercival2002, author = "Whitcher, B. And Byers, S. D. And Guttorp, P. And Percival, D. B.", title = "Testing for Homogeneity of Variance in Time Series: Long Memory, Wavelets and the Nile River", journal = "Water Resources Research", year = "2002", volume = "38", number = "5", pages = "12-1--12-16", url = "http://www.agu.org/pubs/crossref/2002/2001WR000509.shtml", doi = "http://doi.org/10.1029/2001WR000509" }
2012.03.01
Whitcher, B., Guttorp, P. & Percival, D.B.	Multiscale Detection and Location of Multiple Variance Changes in the Presence of Long Memory [BibTeX]	2000	Journal of Statistical Computation & Simulation Vol. 68(1), pp. 65-87	article	URL
BibTeX: @article{WhitcherGuttorpPercival2000, author = "Whitcher, B. And Guttorp, P. And Percival, D. B.", title = "Multiscale Detection and Location of Multiple Variance Changes in the Presence of Long Memory", journal = "Journal of Statistical Computation & Simulation", publisher = "Taylor and Francis", year = "2000", volume = "68", number = "1", pages = "65--87", url = "http://www.tandfonline.com/doi/abs/10.1080/00949650008812056" }
2012.03.01
Whiteley, N., Andrieu, C. & Doucet, A.	Particle MCMC for Multiple Changepoint Models [BibTeX]	2009	School: University of Bristol	techreport	URL
BibTeX: @techreport{Whiteley2009CAAD, author = "N. Whiteley and C. Andrieu and A. Doucet", title = "Particle MCMC for Multiple Changepoint Models", school = "University of Bristol", year = "2009", url = "http://www.maths.bris.ac.uk/research/stats/reports/2009/0911.pdf" }
2012.03.01
Wied, D.	A nonparametric test for a constant correlation matrix [BibTeX]	2012	ArXiv e-prints	article	URL
BibTeX: @article{2012arXiv1210.1412W, author = "Wied, D.", title = "A nonparametric test for a constant correlation matrix", journal = "ArXiv e-prints", year = "2012", url = "http://adsabs.harvard.edu/abs/2012arXiv1210.1412W" }
2013.04.16
Wied, D.	CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns [BibTeX]	2013	Journal of Time Series Analysis Vol. 34(2), pp. 221-229	article	DOI URL
BibTeX: @article{JTSA:JTSA12006, author = "Wied, Dominik", title = "CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing Ltd", year = "2013", volume = "34", number = "2", pages = "221--229", url = "http://dx.doi.org/10.1111/jtsa.12006", doi = "http://doi.org/10.1111/jtsa.12006" }
2012.12.19
Wolfe, D.A. & Schechtman, E.	Nonparametric statistical procedures for the changepoint problem [BibTeX]	1984	Journal of Statistical Planning and Inference Vol. 9, pp. 389-296	article	URL
BibTeX: @article{Wolfe1984, author = "Wolfe, D. A. and Schechtman, E.", title = "Nonparametric statistical procedures for the changepoint problem", journal = "Journal of Statistical Planning and Inference", publisher = "Elsevier Science", year = "1984", volume = "9", pages = "389--296", url = "http://www.sciencedirect.com/science/article/pii/0378375884900132" }
2012.03.01
Wong, H., Ip, W.C., Liu, J.S. & Long, J.Y.	Bayesian Time Series Analysis of Structural Changes in Level and Trend [BibTeX]	2013	Communications in Statistics - Theory and Methods Vol. 42(21), pp. 3949-3964	article	DOI URL
BibTeX: @article{doi:10.1080/03610926.2011.642918, author = "Wong, Heung and Ip, Wai Cheung and Liu, Jin Shan and Long, Jian Yan", title = "Bayesian Time Series Analysis of Structural Changes in Level and Trend", journal = "Communications in Statistics - Theory and Methods", year = "2013", volume = "42", number = "21", pages = "3949-3964", url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2011.642918", doi = "http://doi.org/10.1080/03610926.2011.642918" }
2013.12.20
Wong, R.K.W., Lai, R.C.S. & Lee, T.C.M.	Structural break estimation of noisy sinusoidal signals [BibTeX]	2010	Signal Processing Vol. 90(1), pp. 303 - 312	article	DOI URL
BibTeX: @article{Wong2010303, author = "Raymond K.W. Wong and Randy C.S. Lai and Thomas C.M. Lee", title = "Structural break estimation of noisy sinusoidal signals", journal = "Signal Processing", year = "2010", volume = "90", number = "1", pages = "303 - 312", url = "http://www.sciencedirect.com/science/article/pii/S0165168409002965", doi = "http://doi.org/10.1016/j.sigpro.2009.06.025" }
2012.03.01
Worsley, K.J.	Confidence regions and tests for a change-point in a sequence of exponential family random variables [BibTeX]	1986	Biometrika Vol. 73(1), pp. 91-104	article	URL
BibTeX: @article{Worsley1986, author = "Worsley, K. J.", title = "Confidence regions and tests for a change-point in a sequence of exponential family random variables", journal = "Biometrika", publisher = "Oxford Journals", year = "1986", volume = "73", number = "1", pages = "91--104", url = "http://www.jstor.org/stable/2336275" }
2012.03.01
Wu, J. & Xiao, Z.	A Powerful Test for Changing Trends in Time Series Models [BibTeX]	2018	Journal of Time Series Analysis Vol. 39(4), pp. 488-501	article	DOI URL
BibTeX: @article{WuXiao2018, author = "Jilin Wu and Zhijie Xiao", title = "A Powerful Test for Changing Trends in Time Series Models", journal = "Journal of Time Series Analysis", year = "2018", volume = "39", number = "4", pages = "488-501", url = "https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12282?campaign=woletoc", doi = "http://doi.org/10.1111/jtsa.12282" }
2018-08-12
Wulsin, D.F., Fox, E.B. & Litt, B.	Modeling the Complex Dynamics and Changing Correlations of Epileptic Events [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1402.6951W, author = "Wulsin, D. F. and Fox, E. B. and Litt, B.", title = "Modeling the Complex Dynamics and Changing Correlations of Epileptic Events", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1402.6951W" }
2014.03.24
Wyse, J. & Friel, N.	Simulation-based Bayesian analysis for multiple changepoints [BibTeX]	2010	ArXiv e-prints	article	URL
BibTeX: @article{2010arXiv1011.2932W, author = "Wyse, J. and Friel, N.", title = "Simulation-based Bayesian analysis for multiple changepoints", journal = "ArXiv e-prints", year = "2010", url = "http://adsabs.harvard.edu/abs/2010arXiv1011.2932W" }
2013.04.15
Wyse, J., Friel, N. & Rue, H.	Approximate simulation-free Bayesian inference for multiple changepoint models with dependence within segments [BibTeX]	2011	Bayesian Analysis Vol. 6(4), pp. 501-528	article	DOI URL
BibTeX: @article{WyseFrielRue2011, author = "Wyse, J. and Friel, N. and Rue, H.", title = "Approximate simulation-free Bayesian inference for multiple changepoint models with dependence within segments", journal = "Bayesian Analysis", year = "2011", volume = "6", number = "4", pages = "501--528", url = "http://projecteuclid.org/euclid.ba/1339616532", doi = "http://doi.org/10.1214/11-BA620" }
2013.04.15
Xian, J.-G., Han, D. & Yu, J.-Q.	Online Change Detection of Markov Chains With Unknown Post-change Transition Probabilities [BibTeX]	2014	Communications in Statistics - Theory and Methods	article	DOI URL
BibTeX: @article{doi:10.1080/03610926.2013.833243, author = "Xian, Jin-Guo and Han, Dong and Yu, Jian-Qi", title = "Online Change Detection of Markov Chains With Unknown Post-change Transition Probabilities", journal = "Communications in Statistics - Theory and Methods", year = "2014", url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2013.833243", doi = "http://doi.org/10.1080/03610926.2013.833243" }
2013.12.20
Xian, X., Wang, A. & Liu, K.	A Nonparametric Adaptive Sampling Strategy for Online Monitoring of Big Data Streams [BibTeX]	2017	Technometrics	article	DOI URL
BibTeX: @article{doi:10.1080/00401706.2017.1317291, author = "Xiaochen Xian and Andi Wang and Kaibo Liu", title = "A Nonparametric Adaptive Sampling Strategy for Online Monitoring of Big Data Streams", journal = "Technometrics", year = "2017", url = "http://www.tandfonline.com/doi/full/10.1080/00401706.2017.1317291", doi = "http://doi.org/10.1080/00401706.2017.1317291" }
2017-09-10
Xian, X., Wang, A. & Liu, K.	A Nonparametric Adaptive Sampling Strategy for Online Monitoring of Big Data Streams [BibTeX]	2017	Technometrics, pp. 0-0	article	DOI URL
BibTeX: @article{Xian_2017, author = "Xiaochen Xian and Andi Wang and Kaibo Liu", title = "A Nonparametric Adaptive Sampling Strategy for Online Monitoring of Big Data Streams", journal = "Technometrics", publisher = "Informa UK Limited", year = "2017", pages = "0--0", url = "http://www.tandfonline.com/doi/full/10.1080/00401706.2017.1317291", doi = "http://doi.org/10.1080/00401706.2017.1317291" }
2017-04-13
Xie, Y., Huang, J. & Willett, R.	Changepoint detection for high-dimensional time series with missing data [BibTeX]	2013	Selected Topics in Signal Processing, IEEE Journal of Vol. 7(1), pp. 12-27	article	DOI URL
BibTeX: @article{6381435, author = "Xie, Y. and Huang, J. and Willett, R.", title = "Changepoint detection for high-dimensional time series with missing data", journal = "Selected Topics in Signal Processing, IEEE Journal of", year = "2013", volume = "7", number = "1", pages = "12--27", url = "http://doi.org/10.1109/JSTSP.2012.2234082", doi = "http://doi.org/10.1109/JSTSP.2012.2234082" }
2012.12.19
Xie, Y. & Siegmund, D.O.	Sequential multi-sensor change-point detection [BibTeX]	2013	Annals of Statistics Vol. 41(2), pp. 670-692	article	DOI URL
BibTeX: @article{2013XieSiegmund, author = "Xie, Y. and Siegmund, D. O.", title = "Sequential multi-sensor change-point detection", journal = "Annals of Statistics", year = "2013", volume = "41", number = "2", pages = "670--692", url = "http://projecteuclid.org/euclid.aos/1366980561", doi = "http://doi.org/10.1214/13-AOS1094" }
2013.05.10
Xing, H. & Ying, Z.	A Semiparametric Change-Point Regression Model for Longitudinal Observations [BibTeX]	2012	Journal of the American Statistical Association Vol. 107(500), pp. 1625-1637	article	DOI URL
BibTeX: @article{doi:10.1080/01621459.2012.712425, author = "Xing, Haipeng and Ying, Zhiliang", title = "A Semiparametric Change-Point Regression Model for Longitudinal Observations", journal = "Journal of the American Statistical Association", year = "2012", volume = "107", number = "500", pages = "1625--1637", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2012.712425", doi = "http://doi.org/10.1080/01621459.2012.712425" }
2013.04.15
Xu, G., Sen, B. & Ying, Z.	Bootstrapping a Change-Point Cox Model for Survival Data [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1307.8217X, author = "Xu, G. and Sen, B. and Ying, Z.", title = "Bootstrapping a Change-Point Cox Model for Survival Data", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1307.8217X" }
2013.12.20
Yamanishi, K. & Takeuchi, J.-i.	A unifying framework for detecting outliers and change points from non-stationary time series data [BibTeX]	2002	KDD '02: Proceedings of the eighth ACM SIGKDD international conference on Knowledge discovery and data mining, pp. 676-681	inproceedings	URL
BibTeX: @inproceedings{Yamanishi2002JT, author = "Yamanishi, Kenji and Takeuchi, Jun-ichi", title = "A unifying framework for detecting outliers and change points from non-stationary time series data", booktitle = "KDD '02: Proceedings of the eighth ACM SIGKDD international conference on Knowledge discovery and data mining", publisher = "ACM", year = "2002", pages = "676--681", url = "http://doi.acm.org/10.1145/775047.775148" }
2012.03.01
Yan, G., Xiao, Z. & Eidenbenz, S.	Catching instant messaging worms with change-point detection techniques [BibTeX]	2008	Proceedings of the USENIX workshop on large-scale exploits and emergent threats	conference	URL
BibTeX: @conference{YanXiaoEidenbenz2008, author = "Yan, G. and Xiao, Z. and Eidenbenz, S.", title = "Catching instant messaging worms with change-point detection techniques", booktitle = "Proceedings of the USENIX workshop on large-scale exploits and emergent threats", year = "2008", url = "www.usenix.org/event/leet08/tech/full_papers/yan/yan.pdf" }
2012.03.01
Yang, T.Y. & Kuo, L.	Bayesian binary segmentation procedure for a Poisson process with multiple changepoints [BibTeX]	2001	Journal of Computational and Graphical Statistics Vol. 10(4), pp. 772-785	article	URL
BibTeX: @article{Yang/Kuo:2001, author = "Yang, T. Y. and Kuo, L.", title = "Bayesian binary segmentation procedure for a Poisson process with multiple changepoints", journal = "Journal of Computational and Graphical Statistics", year = "2001", volume = "10", number = "4", pages = "772--785", url = "http://www.jstor.org/stable/1390971" }
2012.03.01
Yao, Y.	Estimation of a noisy discrete-time step function: bayes and empirical bayes approaches [BibTeX]	1984	The Annals of Statistics Vol. 12(4), pp. 1434-1447	article	URL
BibTeX: @article{Yao1984, author = "Yao, Y.", title = "Estimation of a noisy discrete-time step function: bayes and empirical bayes approaches", journal = "The Annals of Statistics", year = "1984", volume = "12", number = "4", pages = "1434--1447", url = "www.jstor.org/stable/2241012" }
2012.03.01
Yao, Y.	Estimating the number of change-points via Schwarz' criterion [BibTeX]	1988	Statistics and Probability Letters Vol. 6(3), pp. 181-189	article	URL
BibTeX: @article{Yao1988, author = "Yao, Y.", title = "Estimating the number of change-points via Schwarz' criterion", journal = "Statistics and Probability Letters", year = "1988", volume = "6", number = "3", pages = "181--189", url = "http://www.sciencedirect.com/science/article/B6V1D-47N61T0-5Y/2/a5e3ba50aa6d63e8a46dd68625bcdf51" }
2012.03.01
Yao, Y., Huang, D. & Davis, R.A.	On Almost Sure Behavior of Change-Point Estimators [BibTeX]	1994	IMS Lecture Notes - Monograph Series, pp. 359-372	incollection	URL
BibTeX: @incollection{YaoHuangDavis1994, author = "Yao, Y. And Huang, D. And Davis, R. A.", title = "On Almost Sure Behavior of Change-Point Estimators", booktitle = "IMS Lecture Notes - Monograph Series", publisher = "Institute of Mathematical Statistics", year = "1994", pages = "359--372", url = "www.jstor.org/stable/4355785" }
2012.03.01
Yau, C. & Holmes, C.C.	A decision-theoretic approach for segmental classification [BibTeX]	2013	The Annals of Applied Statistics Vol. 7(3), pp. 1814-1835	article	DOI URL
BibTeX: @article{yau2013, author = "Yau, Christopher and Holmes, Christopher C.", title = "A decision-theoretic approach for segmental classification", journal = "The Annals of Applied Statistics", publisher = "The Institute of Mathematical Statistics", year = "2013", volume = "7", number = "3", pages = "1814--1835", url = "http://dx.doi.org/10.1214/13-AOAS657", doi = "http://doi.org/10.1214/13-AOAS657" }
2014.02.03
Yau, C.Y. & Davis, R.A.	Likelihood inference for discriminating between long-memory and change-point models [BibTeX]	2012	Journal of Time Series Analysis Vol. 33(4), pp. 649-664	article	DOI URL
BibTeX: @article{JTSA:JTSA797, author = "Yau, Chun Yip and Davis, Richard A.", title = "Likelihood inference for discriminating between long-memory and change-point models", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing Ltd", year = "2012", volume = "33", number = "4", pages = "649--664", url = "http://dx.doi.org/10.1111/j.1467-9892.2012.00797.x", doi = "http://doi.org/10.1111/j.1467-9892.2012.00797.x" }
2012.09.16
Yau, C.Y., Tang, C.M. & Lee, T.C.M.	Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks [BibTeX]	2015	Journal of the American Statistical Association Vol. 110(511), pp. 1175-1186	article	DOI URL
BibTeX: @article{Yau_2015, author = "Chun Yip Yau and Chong Man Tang and Thomas C. M. Lee", title = "Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks", journal = "Journal of the American Statistical Association", publisher = "Informa UK Limited", year = "2015", volume = "110", number = "511", pages = "1175--1186", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2014.954706", doi = "http://doi.org/10.1080/01621459.2014.954706" }
2015-11-07
Yau, C.Y. & Zhao, Z.	Inference for multiple change points in time series via likelihood ratio scan statistics [BibTeX]	2015	Journal of the Royal Statistical Society: Series B (Statistical Methodology) Vol. 78(4), pp. 895-916	article	DOI
BibTeX: @article{Yau2015, author = "Chun Yip Yau and Zifeng Zhao", title = "Inference for multiple change points in time series via likelihood ratio scan statistics", journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)", publisher = "Wiley-Blackwell", year = "2015", volume = "78", number = "4", pages = "895--916", doi = "http://doi.org/10.1111/rssb.12139" }
2017.03.25
Yau, C.-Y., Leung, S.H. & Ng, W.L.	Sequential change-point detection in time series models based on pairwise likelihood [BibTeX]	2017	Statistica Sinica	article	DOI URL
BibTeX: @article{Yau_2017, author = "Chun-Yip Yau and Sze Him Leung and Wai Leong Ng", title = "Sequential change-point detection in time series models based on pairwise likelihood", journal = "Statistica Sinica", publisher = "Institute of Statistical Science", year = "2017", url = "http://www3.stat.sinica.edu.tw/statistica/j27n2/J27N26/J27N26.html", doi = "http://doi.org/10.5705/ss.202015.0359" }
2017-04-13
Yiğiter, A., Chen, J., An, L. & Danacioğlu, N.	An online copy number variant detection method for short sequencing reads [BibTeX]	2015	Journal of Applied Statistics Vol. 42(7), pp. 1556-1571	article	DOI
BibTeX: @article{Yi_iter_2015, author = "Ayten Yiğiter and Jie Chen and Lingling An and Nazan Danacioğlu", title = "An online copy number variant detection method for short sequencing reads", journal = "Journal of Applied Statistics", publisher = "Informa UK Limited", year = "2015", volume = "42", number = "7", pages = "1556--1571", doi = "http://doi.org/10.1080/02664763.2014.1001330" }
2017-03-24
Yildirim, S., Singh, S.S. & Doucet, A.	An Online Expectation–Maximization Algorithm for Changepoint Models [BibTeX]	2013	Journal of Computational and Graphical Statistics Vol. 22(4), pp. 906-926	article	DOI URL
BibTeX: @article{doi:10.1080/10618600.2012.674653, author = "Yildirim, Sinan and Singh, Sumeetpal S. and Doucet, Arnaud", title = "An Online Expectation–Maximization Algorithm for Changepoint Models", journal = "Journal of Computational and Graphical Statistics", year = "2013", volume = "22", number = "4", pages = "906--926", url = "http://www.tandfonline.com/doi/abs/10.1080/10618600.2012.674653", doi = "http://doi.org/10.1080/10618600.2012.674653" }
2013.12.20
Yilmaz, Y., Moustakides, G.V. & Wang, X.	Sequential Joint Detection and Estimation [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1302.6058Y, author = "Yilmaz, Y. and Moustakides, G. V. and Wang, X.", title = "Sequential Joint Detection and Estimation", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1302.6058Y" }
2013.04.15
Yilmaz, Y. & Wang, X.	Sequential Distributed Detection in Energy-Constrained Wireless Sensor Networks [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1301.6307Y, author = "Yilmaz, Y. and Wang, X.", title = "Sequential Distributed Detection in Energy-Constrained Wireless Sensor Networks", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1301.6307Y" }
2014.02.03
Wang, Y., Ziedins, I., Holmes, M. & Challands, N.	Tree models for difference and change detection in a complex environment [BibTeX]	2012	Annals of Applied Statistics Vol. 6(3), pp. 1162-1184	article	DOI URL
BibTeX: @article{WangZiedinsHolmesChallands2012, author = "Yong Wang, and Ilze Ziedins, and Mark Holmes, and Neil Challands", title = "Tree models for difference and change detection in a complex environment", journal = "Annals of Applied Statistics", year = "2012", volume = "6", number = "3", pages = "1162--1184", url = "http://projecteuclid.org/euclid.aoas/1346418578", doi = "http://doi.org/10.1214/12-AOAS548" }
2012.12.19
Yu, C., Zhao, X. & Zhang, B.	Nonparametric estimation of jump characteristics under market microstructure noise [BibTeX]	2017	Communications in Statistics - Simulation and Computation Vol. 46(5), pp. 3575-3587	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2015.1096382, author = "Yu, Chao and Zhao, Xujie and Zhang, Bo", title = "Nonparametric estimation of jump characteristics under market microstructure noise", journal = "Communications in Statistics - Simulation and Computation", year = "2017", volume = "46", number = "5", pages = "3575--3587", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2015.1096382", doi = "http://doi.org/10.1080/03610918.2015.1096382" }
2017-09-10
Zacks, S.	Survey of classical and Bayesian approaches to the change-point problem: Fixed sample and sequential procedures in testing and estimation [BibTeX]	1983	, pp. 245-269	book
BibTeX: @book{Zacks1983, author = "Zacks, S.", title = "Survey of classical and Bayesian approaches to the change-point problem: Fixed sample and sequential procedures in testing and estimation", publisher = "Academic Press", year = "1983", pages = "245--269" }
2012.03.01
Zeileis, A.	Testing for Structural Change -- Theory, Implementation and Applications [BibTeX]	2003	School: Fachbereich Statistik, Universität Dortmund	phdthesis	URL
BibTeX: @phdthesis{Z-books:Zeileis:2003, author = "Achim Zeileis", title = "Testing for Structural Change -- Theory, Implementation and Applications", school = "Fachbereich Statistik, Universität Dortmund", year = "2003", url = "http://eeecon.uibk.ac.at/ zeileis/papers/Zeileis-2003.pdf" }
2012.03.01
Zeileis, A.	strucchange: Testing for Structural Change in Linear Regression Relationships [BibTeX]	2001	R News Vol. 1(3), pp. 8-11	article	URL
BibTeX: @article{Z-papers:Zeileis:2001, author = "Achim Zeileis", title = "strucchange: Testing for Structural Change in Linear Regression Relationships", journal = "R News", year = "2001", volume = "1", number = "3", pages = "8--11", url = "http://CRAN.R-project.org/doc/Rnews/" }
2012.03.01
Zeileis, A.	Alternative Boundaries for CUSUM Tests [BibTeX]	2004	Statistical Papers Vol. 45(1), pp. 123-131	article	DOI URL
BibTeX: @article{Z-papers:Zeileis:2004, author = "Achim Zeileis", title = "Alternative Boundaries for CUSUM Tests", journal = "Statistical Papers", year = "2004", volume = "45", number = "1", pages = "123--131", url = "http://eeecon.uibk.ac.at/ zeileis/papers/Zeileis-2004.pdf", doi = "http://doi.org/10.1007/BF02778274" }
2012.03.01
Zeileis, A.	A Unified Approach to Structural Change Tests Based on ML Scores, F Statistics, and OLS Residuals [BibTeX]	2005	Econometric Reviews Vol. 24(4), pp. 445-466	article	DOI URL
BibTeX: @article{Z-papers:Zeileis:2005c, author = "Achim Zeileis", title = "A Unified Approach to Structural Change Tests Based on ML Scores, F Statistics, and OLS Residuals", journal = "Econometric Reviews", year = "2005", volume = "24", number = "4", pages = "445--466", url = "http://www.tandfonline.com/doi/abs/10.1080/07474930500406053", doi = "http://doi.org/10.1080/07474930500406053" }
2012.03.01
Zeileis, A.	Implementing a Class of Structural Change Tests: An Econometric Computing Approach [BibTeX]	2006	Computational Statistics & Data Analysis Vol. 50(11), pp. 2987-3008	article	DOI URL
BibTeX: @article{Z-papers:Zeileis:2006, author = "Achim Zeileis", title = "Implementing a Class of Structural Change Tests: An Econometric Computing Approach", journal = "Computational Statistics & Data Analysis", year = "2006", volume = "50", number = "11", pages = "2987--3008", url = "http://www.sciencedirect.com/science/article/pii/S0167947305001477", doi = "http://doi.org/10.1016/j.csda.2005.07.001" }
2012.03.01
Zeileis, A. & Kleiber, C.	Validating Multiple Structural Change Models -- A Case Study [BibTeX]	2005	Journal of Applied Econometrics Vol. 20(5), pp. 685-690	article	DOI URL
BibTeX: @article{Z-papers:Zeileis+Kleiber:2005, author = "Achim Zeileis and Christian Kleiber", title = "Validating Multiple Structural Change Models -- A Case Study", journal = "Journal of Applied Econometrics", year = "2005", volume = "20", number = "5", pages = "685--690", url = "http://onlinelibrary.wiley.com/doi/10.1002/jae.856/abstract", doi = "http://doi.org/10.1002/jae.856" }
2012.03.01
Zeileis, A., Kleiber, C., Krämer, W. & Hornik, K.	Testing and Dating of Structural Changes in Practice [BibTeX]	2003	Computational Statistics & Data Analysis Vol. 44(1-2), pp. 109-123	article	DOI URL
BibTeX: @article{Z-papers:Zeileis+Kleiber+Kraemer:2003, author = "Achim Zeileis and Christian Kleiber and Walter Krämer and Kurt Hornik", title = "Testing and Dating of Structural Changes in Practice", journal = "Computational Statistics & Data Analysis", year = "2003", volume = "44", number = "1--2", pages = "109--123", url = "http://www.sciencedirect.com/science/article/pii/S0167947303000306", doi = "http://doi.org/10.1016/S0167-9473(03)00030-6" }
2012.03.01
Zeileis, A., Leisch, F., Hornik, K. & Kleiber, C.	strucchange: An R Package for Testing for Structural Change in Linear Regression Models [BibTeX]	2002	Journal of Statistical Software Vol. 7(2), pp. 1-38	article	URL
BibTeX: @article{Z-papers:Zeileis+Leisch+Hornik:2002, author = "Achim Zeileis and Friedrich Leisch and Kurt Hornik and Christian Kleiber", title = "strucchange: An R Package for Testing for Structural Change in Linear Regression Models", journal = "Journal of Statistical Software", year = "2002", volume = "7", number = "2", pages = "1--38", url = "http://www.jstatsoft.org/v07/i02/" }
2012.03.01
Zeileis, A., Leisch, F., Kleiber, C. & Hornik, K.	Monitoring Structural Change in Dynamic Econometric Models [BibTeX]	2005	Journal of Applied Econometrics Vol. 20(1), pp. 99-121	article	DOI URL
BibTeX: @article{Z-papers:Zeileis+Leisch+Kleiber:2005, author = "Achim Zeileis and Friedrich Leisch and Christian Kleiber and Kurt Hornik", title = "Monitoring Structural Change in Dynamic Econometric Models", journal = "Journal of Applied Econometrics", year = "2005", volume = "20", number = "1", pages = "99--121", url = "http://onlinelibrary.wiley.com/doi/10.1002/jae.776/abstract", doi = "http://doi.org/10.1002/jae.776" }
2012.03.01
Zeileis, A., Shah, A. & Patnaik, I.	Testing, Monitoring, and Dating Structural Changes in Exchange Rate Regimes [BibTeX]	2010	Computational Statistics & Data Analysis Vol. 54(6), pp. 1696-1706	article	DOI URL
BibTeX: @article{Z-papers:Zeileis+Shah+Patnaik:2010, author = "Achim Zeileis and Ajay Shah and Ila Patnaik", title = "Testing, Monitoring, and Dating Structural Changes in Exchange Rate Regimes", journal = "Computational Statistics & Data Analysis", year = "2010", volume = "54", number = "6", pages = "1696--1706", url = "http://www.sciencedirect.com/science/article/pii/S0167947309004435", doi = "http://doi.org/10.1016/j.csda.2009.12.005" }
2012.03.01
Zeileis, A. & Veichtlbauer, O.	Policy Interventions Affecting Illegitimacy in Preindustrial Austria: A Structural Change Analysis [BibTeX]	2002	Festschrift 50 Jahre Österreichische Statistische Gesellschaft, pp. 133-146	incollection	URL
BibTeX: @incollection{Z-papers:Zeileis+Veichtlbauer:2002, author = "Achim Zeileis and Ortrun Veichtlbauer", title = "Policy Interventions Affecting Illegitimacy in Preindustrial Austria: A Structural Change Analysis", booktitle = "Festschrift 50 Jahre Österreichische Statistische Gesellschaft", publisher = "Österreichische Statistische Gesellschaft", year = "2002", pages = "133--146", note = "ISSN 1026-597X", url = "http://www.statistik.tuwien.ac.at/oezstat/festschr02/papers/zeileis.pdf" }
2012.03.01
Zhang, B. & Bi, T.	Intraday Serial Correlation,Volatility and Jump: Evidence From China’s Stock Market [BibTeX]	2016	Communications in Statistics - Simulation and Computation Vol. 45(4), pp. 1226-1239	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2013.786946, author = "Zhang, Bo and Bi, Tao", title = "Intraday Serial Correlation,Volatility and Jump: Evidence From China’s Stock Market", journal = "Communications in Statistics - Simulation and Computation", year = "2016", volume = "45", number = "4", pages = "1226--1239", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.786946", doi = "http://doi.org/10.1080/03610918.2013.786946" }
2014.02.03
Zhang, H., Hadjiliadis, O., Schäfer, T. & Poor, H.V.	Quickest detection in coupled systems [BibTeX]	2014	ArXiv e-prints	article	URL
BibTeX: @article{2014arXiv1403.3931Z, author = "Zhang, H. and Hadjiliadis, O. and Schäfer, T. and Poor, H. V.", title = "Quickest detection in coupled systems", journal = "ArXiv e-prints", year = "2014", url = "http://adsabs.harvard.edu/abs/2014arXiv1403.3931Z" }
2014.03.24
Zhang, S., Bao, G., Tian, B. & Li, Y.	Semiparametric test for multiple change-points based on empirical likelihood [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(7), pp. 3574-3585	article	DOI URL
BibTeX: @article{Zhang_2016, author = "Shuxia Zhang and Gejun Bao and Boping Tian and Yijun Li", title = "Semiparametric test for multiple change-points based on empirical likelihood", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "7", pages = "3574--3585", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2015.1066815", doi = "http://doi.org/10.1080/03610926.2015.1066815" }
2017-04-12
Zhang, S. & Tian, B.	Semiparametric Method for Identifying Multiple Change-points in Financial Market [BibTeX]	2017	Communications in Statistics - Simulation and Computation	article	DOI URL
BibTeX: @article{, author = "Shuxia Zhang and Boping Tian", title = "Semiparametric Method for Identifying Multiple Change-points in Financial Market", journal = "Communications in Statistics - Simulation and Computation", year = "2017", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2017.1359285", doi = "http://doi.org/10.1080/03610918.2017.1359285" }
2017-09-10
Zhang, T. & Lavitas, L.	Unsupervised Self-Normalized Change-Point Testing for Time Series [BibTeX]	2017	Journal of the American Statistical Association, pp. 0-0	article	DOI URL
BibTeX: @article{Zhang_2017, author = "Ting Zhang and Liliya Lavitas", title = "Unsupervised Self-Normalized Change-Point Testing for Time Series", journal = "Journal of the American Statistical Association", publisher = "Informa UK Limited", year = "2017", pages = "0--0", url = "http://www.tandfonline.com/doi/full/10.1080/01621459.2016.1270214", doi = "http://doi.org/10.1080/01621459.2016.1270214" }
2017-04-13
Zhang, W., Qian, L. & Li, Y.	Semiparametric Sequential Testing for Multiple Change Points in Piecewise Constant Hazard Functions with Long-Term Survivors [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 43(7), pp. 1685-1699	article	DOI URL
BibTeX: @article{doi:10.1080/03610918.2012.742106, author = "Zhang, Wei and Qian, Lianfen and Li, Yunxia", title = "Semiparametric Sequential Testing for Multiple Change Points in Piecewise Constant Hazard Functions with Long-Term Survivors", journal = "Communications in Statistics - Simulation and Computation", year = "2014", volume = "43", number = "7", pages = "1685-1699", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2012.742106", doi = "http://doi.org/10.1080/03610918.2012.742106" }
2014.02.03
Zhang, Z., Lange, K. & Sabatti, C.	Reconstructing DNA copy number by joint segmentation of multiple sequences [BibTeX]	2012	BMC Bioinformatics Vol. 13(1), pp. 205	article	DOI URL
BibTeX: @article{22897923, author = "Zhang, Zhongyang and Lange, Kennenth and Sabatti, Chiara", title = "Reconstructing DNA copy number by joint segmentation of multiple sequences", journal = "BMC Bioinformatics", year = "2012", volume = "13", number = "1", pages = "205", url = "http://www.biomedcentral.com/1471-2105/13/205", doi = "http://doi.org/10.1186/1471-2105-13-205" }
2012.12.19
Zhao, B. & Glaz, J.	Scan statistics for detecting a local change in variance for two-dimensional normal data [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(11), pp. 5517-5530	article	DOI URL
BibTeX: @article{Zhao_2016, author = "Bo Zhao and Joseph Glaz", title = "Scan statistics for detecting a local change in variance for two-dimensional normal data", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "11", pages = "5517--5530", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2015.1104354", doi = "http://doi.org/10.1080/03610926.2015.1104354" }
2017-04-12
Zhao, Z. & Li, X.	Inference for modulated stationary processes [BibTeX]	2013	Bernoulli Vol. 19(1), pp. 205-227	article	DOI URL
BibTeX: @article{ZhaoLi2013, author = "Zhibiao Zhao and Xiaoye Li", title = "Inference for modulated stationary processes", journal = "Bernoulli", year = "2013", volume = "19", number = "1", pages = "205--227", url = "http://projecteuclid.org/euclid.bj/1358531747", doi = "http://doi.org/10.3150/11-BEJ399" }
2013.04.15
Zhou, J. & Liu, S.Y.	Inference for mean change-point in infinite variance AR(p) process [BibTeX]	2009	Statistics and Probability Letters Vol. 79, pp. 6-15	article	URL
BibTeX: @article{ZhouLiu2009, author = "Zhou, J. And Liu, S. Y.", title = "Inference for mean change-point in infinite variance AR(p) process", journal = "Statistics and Probability Letters", publisher = "Elsevier", year = "2009", volume = "79", pages = "6--15", url = "http://www.sciencedirect.com/science/article/pii/S0167715208002836" }
2012.03.01
Zhou, M., Liu, L., Geng, W. & Zhou, J.	Multivariate Control Chart Based on Multivariate Smirnov Test [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 44(6), pp. 1600-1611	article	DOI
BibTeX: @article{ZhouLiuGengZhou2015, author = "Maoyuan Zhou and Liu Liu and Wei Geng and Jie Zhou", title = "Multivariate Control Chart Based on Multivariate Smirnov Test", journal = "Communications in Statistics - Simulation and Computation", year = "2015", volume = "44", number = "6", pages = "1600--1611", doi = "http://doi.org/10.1080/03610918.2013.833233" }
2014-04-07
Zhou, M., Zi, X., Geng, W. & Li, Z.	A Distribution-free Multivariate Change-point Model for Statistical Process Control [BibTeX]	2014	Communications in Statistics - Simulation and Computation Vol. 44(8), pp. 1975-1987	article	DOI URL
BibTeX: @article{Zhou_2014, author = "Maoyuan Zhou and Xuemin Zi and Wei Geng and Zhonghua Li", title = "A Distribution-free Multivariate Change-point Model for Statistical Process Control", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2014", volume = "44", number = "8", pages = "1975--1987", url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.835411", doi = "http://doi.org/10.1080/03610918.2013.835411" }
2014-05-23
Zhou, Y., Fu, L. & Zhang, B.	Two non parametric methods for change-point detection in distribution [BibTeX]	2016	Communications in Statistics - Theory and Methods Vol. 46(6), pp. 2801-2815	article	DOI URL
BibTeX: @article{Zhou_2016, author = "Yan Zhou and Liya Fu and Baoxue Zhang", title = "Two non parametric methods for change-point detection in distribution", journal = "Communications in Statistics - Theory and Methods", publisher = "Informa UK Limited", year = "2016", volume = "46", number = "6", pages = "2801--2815", url = "http://www.tandfonline.com/doi/full/10.1080/03610926.2015.1048891", doi = "http://doi.org/10.1080/03610926.2015.1048891" }
2017-04-12
Zhou, Z.	Heteroscedasticity and Autocorrelation Robust Structural Change Detection [BibTeX]	2013	Journal of the American Statistical Association Vol. 108(502), pp. 726-740	article	DOI URL
BibTeX: @article{doi:10.1080/01621459.2013.787184, author = "Zhou, Zhou", title = "Heteroscedasticity and Autocorrelation Robust Structural Change Detection", journal = "Journal of the American Statistical Association", year = "2013", volume = "108", number = "502", pages = "726--740", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2013.787184", doi = "http://doi.org/10.1080/01621459.2013.787184" }
2013.12.20
Zhu, H., Fan, J. & Kong, L.	Spatially Varying Coefficient Model for Neuroimaging Data with Jump Discontinuities [BibTeX]	2013	ArXiv e-prints	article	URL
BibTeX: @article{2013arXiv1310.1183Z, author = "Zhu, H. and Fan, J. and Kong, L.", title = "Spatially Varying Coefficient Model for Neuroimaging Data with Jump Discontinuities", journal = "ArXiv e-prints", year = "2013", url = "http://adsabs.harvard.edu/abs/2013arXiv1310.1183Z" }
2014.01.31
Zhu, H., Fan, J. & Kong, L.	Spatially Varying Coefficient Model for Neuroimaging Data With Jump Discontinuities [BibTeX]	2014	Journal of the American Statistical Association Vol. 109(507), pp. 1084-1098	article	DOI URL
BibTeX: @article{Zhu_2014, author = "Hongtu Zhu and Jianqing Fan and Linglong Kong", title = "Spatially Varying Coefficient Model for Neuroimaging Data With Jump Discontinuities", journal = "Journal of the American Statistical Association", publisher = "Informa UK Limited", year = "2014", volume = "109", number = "507", pages = "1084--1098", url = "http://www.tandfonline.com/doi/abs/10.1080/01621459.2014.881742", doi = "http://doi.org/10.1080/01621459.2014.881742" }
2014-02-18
Zhu, K. & Ling, S.	Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model [BibTeX]	2012	Journal of Time Series Analysis Vol. 33(2), pp. 223-232	article	DOI URL
BibTeX: @article{JTSA:JTSA753, author = "Zhu, Ke and Ling, Shiqing", title = "Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model", journal = "Journal of Time Series Analysis", publisher = "Blackwell Publishing Ltd", year = "2012", volume = "33", number = "2", pages = "223--232", url = "http://dx.doi.org/10.1111/j.1467-9892.2011.00753.x", doi = "http://doi.org/10.1111/j.1467-9892.2011.00753.x" }
2012.03.01
Zitouni, D., Guinhouya, B.C., Ravaux, P., Vilhelm, C., Sarrazin, B., Lemdani, M. & Mehdaoui, H.	Si-GARCH: Construction and validation of a new method for the detection of breaking points in models [BibTeX]	2015	Communications in Statistics - Simulation and Computation Vol. 46(4), pp. 3294-3305	article	DOI URL
BibTeX: @article{Zitouni_2015, author = "Djamel Zitouni and Benjamin C. Guinhouya and Pierre Ravaux and Christian Vilhelm and Bruno Sarrazin and Mohamed Lemdani and Hossein Mehdaoui", title = "Si-GARCH: Construction and validation of a new method for the detection of breaking points in models", journal = "Communications in Statistics - Simulation and Computation", publisher = "Informa UK Limited", year = "2015", volume = "46", number = "4", pages = "3294--3305", url = "http://www.tandfonline.com/doi/full/10.1080/03610918.2015.1083330", doi = "http://doi.org/10.1080/03610918.2015.1083330" }
2017-04-30
Zou, C., Wang, Z., Zi, X. & Jiang, W.	An Efficient Online Monitoring Method for High-Dimensional Data Streams [BibTeX]	2014	Technometrics Vol. 57(3), pp. 374-387	article	DOI URL
BibTeX: @article{Zou_2014, author = "Changliang Zou and Zhaojun Wang and Xuemin Zi and Wei Jiang", title = "An Efficient Online Monitoring Method for High-Dimensional Data Streams", journal = "Technometrics", publisher = "Informa UK Limited", year = "2014", volume = "57", number = "3", pages = "374--387", url = "http://www.tandfonline.com/doi/abs/10.1080/00401706.2014.940089", doi = "http://doi.org/10.1080/00401706.2014.940089" }
2014-07-31

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