AuthorTitleYearJournal/ProceedingsReftypeDOI/URL
Adak, S.Time-Dependent Spectral Analysis of Nonstationary Time Series 1998Journal of the American Statistical Association
Vol. 93(444), pp. pp. 1488-1501 
articleURL 
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
Aggarwal, R., Inclan, C. & Leal, R.Volatility in Emerging Stock Markets 1999The Journal of Financial and Quantitative Analysis
Vol. 34(1), pp. 33-55 
articleURL 
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
Alberink, I., Bolck, A. & Menges, S.Posterior likelihood ratios for evaluation of forensic trace evidence given a two-level model on the data 2013Journal of Applied Statistics
Vol. 40(12), pp. 2579-2600 
articleDOI 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://dx.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 1993Journal of Business and Economic Statistics
Vol. 11(1), pp. 1-15 
articleURL 
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
Alemohammad, N., Rezakhah, S. & Alizadeh, S.H.Markov Switching Component ARCH Model: Stability and Forecasting 2013ArXiv e-prints articleURL 
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 2013Intelligent Control and Information Processing (ICICIP), 2013 Fourth International Conference on, pp. 836-841 inproceedingsDOI  
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://dx.doi.org/10.1109/ICICIP.2013.6568188"
}
2014.01.31
Alippi, C., Boracchi, G. & Roveri, M.A Distributed Self-adaptive Nonparametric Change-Detection Test for Sensor/Actuator Networks 2011
Vol. 6792Artificial Neural Networks and Machine Learning – ICANN 2011, pp. 173-180 
incollectionDOI 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://dx.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 2013Soft Computing
Vol. 17(11), pp. 1971-1981 
articleDOI 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://dx.doi.org/10.1007/s00500-013-1130-7"
}
2014.01.31
Alippi, C., Boracchi, G. & Roveri, M.A hierarchical, nonparametric, sequential change-detection test 2011Neural Networks (IJCNN), The 2011 International Joint Conference on, pp. 2889-2896 inproceedingsDOI  
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://dx.doi.org/10.1109/IJCNN.2011.6033600"
}
2014.01.31
Alippi, C., Boracchi, G. & Roveri, M.Change detection tests using the ICI rule 2010Neural Networks (IJCNN), The 2010 International Joint Conference on, pp. 1-7 inproceedingsDOI  
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://dx.doi.org/10.1109/IJCNN.2010.5596537"
}
2014.01.31
Amini, A.A. & Nguyen, X.Sequential detection of multiple change points in networks: a graphical model approach 2012ArXiv e-prints articleURL 
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 2011Quality and Reliability Engineering International
Vol. 28(7), pp. 673-675 
articleDOI 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://dx.doi.org/10.1002/qre.1266"
}
2012.03.01
Andreou, E. & Ghysels, E.Detecting multiple breaks in financial market volatility dynamics 2002Journal of Applied Econometrics
Vol. 17(5), pp. 579-600 
articleURL 
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 2001Statistics and Probability Letters
Vol. 53, pp. 37-46 
articleURL 
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 1997Journal of Statistical Planning and Inference
Vol. 1997, pp. 291-310 
articleURL 
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 2008Applications of Mathematics
Vol. 53(4), pp. 281-296 
articleURL 
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 2002Nonparametric Statistics
Vol. 14(1), pp. 7-29 
articleURL 
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
Arlot, S. & Celisse, A.Segmentation of the mean of heteroscedastic data via cross-validation 2011Statistics and Computing
Vol. 21, pp. 613-632 
articleDOI 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://dx.doi.org/10.1007/s11222-010-9196-x"
}
2012.03.01
Arlot, S., Celisse, A. & Harchaoui, Z.Kernel change-point detection 2012ArXiv e-prints articleURL 
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
Aston, J.A.D. & Kirch, C.Evaluating stationarity via change-point alternatives with applications to fMRI data 2013ArXiv e-prints articleURL 
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 2012Statistics and Computing
Vol. 22(4), pp. 981-993 
articleURL 
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
Aue, A., Cheung, R.C.Y., Lee, T.C.M. & Zhong, M.Segmented Model Selection in Quantile Regression using the Minimum Description Length Principle Journal of the American Statistical Association articleDOI 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://dx.doi.org/10.1080/01621459.2014.889022"
}
2014.03.24
Aue, A. & Horváth, L.Structural breaks in time series 2013Journal of Time Series Analysis
Vol. 34(1), pp. 1-16 
articleDOI 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://dx.doi.org/10.1111/j.1467-9892.2012.00819.x"
}
2014.02.03
Auger, I.E. & Lawrence, C.E.Algorithms for the Optimal Identification of Segment Neighborhoods 1989Bulletin of Mathematical Biology
Vol. 51(1), pp. 39-54 
articleURL 
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
Azizzadeh, F. & Rezakhah, S.The CUSUM test for detecting structural changes in strong mixing processes 2012ArXiv e-prints articleURL 
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
Bai, J.Estimation of a Change Point in Multiple Regression Models 1997Review of Economics and Statistics
Vol. 79(4), pp. 551 - 563 
articleURL 
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 1998Econometrica
Vol. 66(1), pp. pp. 47-78 
articleURL 
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 2012ArXiv e-prints articleURL 
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 2012ArXiv e-prints articleURL 
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 2012Electronic Journal of Statistics
Vol. 6, pp. 435-477 
articleDOI 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://dx.doi.org/10.1214/12-EJS680"
}
2012.12.19
Baron, M.I.BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE 2001Sequential Analysis
Vol. 20(3), pp. 147-163 
articleDOI 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://dx.doi.org/10.1081/SQA-100106053"
}
2014.06.24
Baron, M.I.Nonparametric adaptive change point estimation and on line detection 2000Sequential Analysis
Vol. 19(1-2), pp. 1-23 
articleDOI 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://dx.doi.org/10.1080/07474940008836437"
}
2014.06.24
Barry, D. & Hartigan, J.A.A Bayesian Analysis for Change Point Problems 1993Journal of the American Statistical Association
Vol. 88(421), pp. 309-319 
articleURL 
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
Barry, D. & Hartigan, J.A.Product partition models for change point problems 1992The Annals of Statistics
Vol. 20(1), pp. 260-279 
articleURL 
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
Bartroff, J. & Song, J.Sequential Tests of Multiple Hypotheses Controlling Type I and II Familywise Error Rates 2013ArXiv e-prints articleURL 
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 1993 bookURL 
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 2012Computational Statistics
Vol. 27, pp. 319-341 
articleDOI 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://dx.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 2012ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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 2009Journal of Statistical Planning and Inference
Vol. 139(6), pp. 2044 - 2063 
articleURL 
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 2006The Annals of Statistics
Vol. 34(3), pp. 1140-1165 
articleURL 
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 2013ArXiv e-prints articleURL 
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 2014ArXiv e-prints articleURL 
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
Bharath, K., Pozdnyakov, V. & Dey, D.K.Can Tests for Jumps be Viewed as Tests for Clusters? 2013ArXiv e-prints articleURL 
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 1994IMS Lecture Notes - Monograph Series
Vol. 23, pp. 28-56 
articleURL 
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 2013ArXiv e-prints articleURL 
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 2013Journal of Neural Engineering
Vol. 10(2), pp. 026018 
articleURL 
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 2007Proceedings 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
Borowski, M., Rudak, N., Hussong, B., Wied, D., Kuhnt, S. & Tillmann, W.On- and offline detection of structural breaks in thermal spraying processes 2014Journal of Applied Statistics
Vol. 41(5), pp. 1073-1090 
articleDOI 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://dx.doi.org/10.1080/02664763.2013.860957"
}
2014.03.24
Braun, J.V., Braun, R.K. & Muller, H.G.Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation 2000Biometrika
Vol. 87(2), pp. 301-314 
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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 1998Statistical Science
Vol. 13(2), pp. 142-162 
articleURL 
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 2013ArXiv e-prints articleURL 
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 1993 bookURL 
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 2008Statistics and Probability Letters
Vol. 78, pp. 2637-2643 
articleURL 
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 L$'evy models 2013ArXiv e-prints articleURL 
BibTeX:
@article{2013arXiv1312.5911B, 
author = "Bull, A.~D.", 
title = "Estimating time-changes in noisy L$'evy models", 
journal = "ArXiv e-prints", 
year = "2013", 
url = "http://adsabs.harvard.edu/abs/2013arXiv1312.5911B"
}
2014.02.03
Cai, S., Chen, J. & Zidek, J.V.Hypothesis test in the presence of multiple samples under density ratio models 2013ArXiv e-prints articleURL 
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
Carlstein, E., Muller, H.G. & Siegmund, D.Change-point problems 1994 bookURL 
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 2012Econometrica
Vol. 80(4), pp. 1809-1812 
articleDOI 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://dx.doi.org/10.3982/ECTA9622"
}
2012.09.16
Cavicchioli, M.DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS 2014Journal of Time Series Analysis
Vol. 35(2), pp. 173-186 
articleDOI 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://dx.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 2014ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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 2013Neurocomputing
Vol. 120, pp. 633 - 644 
articleDOI 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://dx.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 2011Neural Networks (IJCNN), The 2011 International Joint Conference on, pp. 2814-2821 inproceedingsDOI  
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://dx.doi.org/10.1109/IJCNN.2011.6033590"
}
2014.02.03
Chan, H.P. & Walther, G.Detection with the scan and the average likelihood ratio 2013Statistica Sinica
Vol. 23, pp. 409-428 
articleDOI 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://dx.doi.org/10.5705/ss.2011.169"
}
2014.03.24
Chan, H.P. & Walther, G.Detection with the scan and the average likelihood ratio 2011ArXiv e-prints articleURL 
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, N.H., Yau, C.Y. & Zhang, R.-M.Group LASSO for Structural Break Time Series 2014Journal of the American Statistical Association articleDOI 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://dx.doi.org/10.1080/01621459.2013.866566"
}
2013.12.20
Chen, B. & Hong, Y.Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression 2012Econometrica
Vol. 80(3), pp. 1157-1183 
articleDOI 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://dx.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 2014ArXiv e-prints articleURL 
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, H. & Zhang, N.Graph-Based Change-Point Detection 2012ArXiv e-prints articleURL 
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, J. & Gupta, A.K.Parametric statistical change point analysis 2000 bookURL 
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.Testing and locating variance changepoints with application to stock prices 1997Journal of the American Statistical Association
Vol. 92(438), pp. 739 - 747 
articleURL 
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. & Pan, J.Information Criterion and Change Point Problem for Regular Models 2006Sankhya: The Indian Journal of Statistics
Vol. 68(2), pp. 252-282 
articleURL 
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 2013ArXiv e-prints articleURL 
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 2014Communications in Statistics - Simulation and Computation articleDOI 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://dx.doi.org/10.1080/03610918.2013.765469"
}
2013.12.20
Cheng, T.An efficient algorithm for estimating a change-point 2009Statistics and Probability Letters
Vol. 79, pp. 559-565 
articleURL 
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 1964Annals of Mathematical Statistics
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articleURL 
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
Chib, S.Estimation and comparison of multiple change-point models 1998Journal of Econometrics
Vol. 86, pp. 221-241 
articleURL 
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.Multiscale and multilevel technique for consistent segmentation of nonstationary time series 2012Statistica Sinica
Vol. 22, pp. 207-229 
articleURL 
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 2012(In submission) techreportURL 
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)", 
year = "2012", 
url = "http://stats.lse.ac.uk/fryzlewicz/sbs/sbs.pdf"
}
2012.08.21
Choi, H., Ombao, H. & Ray, B.Sequential Change-Point Detection Methods for Nonstationary Time Series 2008Technometrics
Vol. 50(1), pp. 40-52 
articleURL 
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.Estimation in a change-point nonlinear quantile model 2014ArXiv e-prints articleURL 
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.Quantile regression in high-dimension with breaking 2013ArXiv e-prints articleURL 
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.Model selection by LASSO methods in a change-point model 2013Statistical Papers, pp. (To appear) articleDOI 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://dx.doi.org/10.1007/s00362-012-0482-x"
}
2012.12.19
Ciuperca, G.Two tests for sequential detection of a change-point in a nonlinear model 2012ArXiv e-prints articleURL 
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. & Salloum, Z.Empirical likelihood test in a posteriori change-point nonlinear model 2013ArXiv e-prints articleURL 
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 & KirchBlock permutation principles for the change analysis of dependent data 2007Journal of Statistical Planning and Inference
Vol. 137(7), pp. 2453 - 2474 
articleDOI 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://dx.doi.org/10.1016/j.jspi.2006.09.026"
}
2012.03.01
Clements, M.P. & Hendry, D.F.Chapter 12 Forecasting with Breaks 2006
Vol. 1, pp. 605-657 
incollectionDOI 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://dx.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 2013ArXiv e-prints articleURL 
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 2012ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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 1978Biometrika
Vol. 65(2), pp. 243-251 
articleURL 
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 2012ArXiv e-prints articleURL 
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
Csörgő, M. & Horváth, L.Limit Theorems in Change-Point Analysis 1997 bookURL 
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 2013ArXiv e-prints articleURL 
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
Dai, W. & Tong, T.Variance estimation in nonparametric regression with jump discontinuities 2014Journal of Applied Statistics
Vol. 41(3), pp. 530-545 
articleDOI 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://dx.doi.org/10.1080/02664763.2013.842962"
}
2013.12.20
Darkhovski, B.S.Nonparametric Methods in Change-Point Problems: A General Approach and Some Concrete Algorithms 1994Lecture Notes-Monograph Series
Vol. 23, pp. pp. 99-107 
articleURL 
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
Davis, R.A., Huang, D. & Yao, Y.-C.Testing for a Change in the Parameter Values and Order of an Autoregressive Model 1995The Annals of Statistics
Vol. 23(1), pp. pp. 282-304 
articleURL 
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.Break Detection for a class of nonlinear time series models 2008Journal of Time Series Analysis
Vol. 29(5), pp. 834-867 
articleURL 
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., Lee, T.C.M. & Rodriguez-Yam, G.A.Structural Break Estimation for Nonstationary Time Series Models 2006Journal of the American Statistical Association
Vol. 101(473), pp. 223-239 
articleURL 
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., Yao, Y.-C. & Huang, D.On almost sure convergence of change-point estimators 1994Change-point problems, pp. 359-372 inproceedingsURL 
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 2008Mathematics of Operations Research
Vol. 33(2), pp. 475-496 
articleURL 
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 2012ArXiv e-prints articleURL 
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., Garca, I. & Wendler, M.Change-Point Detection under Dependence Based on Two-Sample U-Statistics 2013ArXiv e-prints articleURL 
BibTeX:
@article{2013arXiv1304.2479D, 
author = "Dehling, H. and Fried, R. and Garca, 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 2013ArXiv e-prints articleURL 
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 2012ArXiv e-prints articleURL 
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 2000Journal of Econometrics
Vol. 96(1), pp. 113 - 144 
articleDOI 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://dx.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 2014ArXiv e-prints articleURL 
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
Dey, K.K., Dhara, K., Karmakar, B. & Sengupta, S.Univariate and data-depth based multivariate control charts using trimmed mean and winsorized standard deviation 2012ArXiv e-prints articleURL 
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
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 2013Communications in Statistics - Theory and Methods articleDOI 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://dx.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 2013ArXiv e-prints articleURL 
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 2004International Journal of Wavelets, Multiresolution and Information Processing
Vol. 2(4), pp. 433-453 
articleURL 
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
Eckley, I.A., Fearnhead, P. & Killick, R.Analysis of Changepoint Models 2011Bayesian Time Series Models incollectionURL 
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 2004Journal of Climate
Vol. 17, pp. 2652-2666 
articleURL 
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 2012Mathematical Methods of Statistics
Vol. 21, pp. 29-42 
articleDOI 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://dx.doi.org/10.3103/S1066530712010024"
}
2012.12.19
Enikeeva, F. & Harchaoui, Z.High-dimensional change-point detection with sparse alternatives 2013ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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 2008Bioinformatics
Vol. 24(19), pp. 2143-2148 
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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
Falt, J. & Blostein, S.D.A Recursive Two-Sided Change Detection Algorithm 2014ArXiv e-prints articleURL 
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
Fearnhead, P.Exact and efficient Bayesian inference for multiple changepoint problems 2006Statistics and Computing
Vol. 16(2), pp. 203-213 
articleURL 
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.Exact Bayesian Curve Fitting and Signal Segmentation 2005IEEE Transactions on Signal Processing
Vol. 53(6), pp. 2160-2166 
articleURL 
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. & Liu, Z.On-line inference for multiple changepoint problems 2007Journal of the Royal Statistical Society B
Vol. 69, pp. 589-605 
articleURL 
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. & Vasileiou, D.Bayesian Analysis of Isochores 2009Journal of the American Statistical Association
Vol. 104(485), pp. 132-141 
articleURL 
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 2012ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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.The impact of major global events on volatility shifts: Evidence from the Asian crisis and 9/11 2006Economic Systems
Vol. 30(1), pp. 79-97 
articleURL 
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
Fernandez, V.Detection of Breakpoints in Volatility 2004Estudios de Administracion
Vol. 11(1), pp. 1-38 
articleURL 
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
Fossati, S.Unit root testing with stationary covariates and a structural break in the trend function 2013Journal of Time Series Analysis
Vol. 34(3), pp. 368-384 
articleDOI 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://dx.doi.org/10.1111/jtsa.12020"
}
2013.05.05
Fox, E.B. & Dunson, D.B.Multiresolution Gaussian Processes 2012ArXiv e-prints articleURL 
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 2012Journal of Time Series Analysis
Vol. 33(5), pp. 757-770 
articleDOI 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://dx.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 2013ArXiv e-prints articleURL 
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 1986Journal of the Royal Statistical Society. Series D (The Statistician)
Vol. 35(3), pp. pp. 335-344 
articleURL 
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", 
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}
2012.12.19
Fremdt, S.Page's Sequential Procedure for Change-Point Detection in Time Series Regression 2013ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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
Fryzlewicz, P.Wild Binary Segmentation for multiple change-point detection 2012(In submission) techreportURL 
BibTeX:
@techreport{Fryzlewicz2012, 
author = "Fryzlewicz, P.", 
title = "Wild Binary Segmentation for multiple change-point detection", 
journal = "(In submission)", 
year = "2012", 
url = "http://stats.lse.ac.uk/fryzlewicz/wbs/wbs.pdf"
}
2012.11.24
Fryzlewicz, P. & Subba Rao, S.Multiple-change-point detection for auto-regressive conditional heteroscedastic processes 2013Journal of the Royal Statistical Society: Series B (Statistical Methodology) articleDOI 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://dx.doi.org/10.1111/rssb.12054"
}
2013.12.20
Fryzlewicz, P. & Subba Rao, S.BaSTA: consistent multiscale multiple change-point detection for piecewise-stationary ARCH processes 2011(In submission) articleURL 
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
Fuh, C.-D.Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models 2004The Annals of Statistics
Vol. 32(5), pp. pp. 2305-2339 
articleURL 
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 2008Statistical Papers
Vol. 48(4), pp. 559-580 
articleURL 
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 2013ArXiv e-prints articleURL 
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 2011ArXiv e-prints articleURL 
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 2004Journal of Computational and Graphical Statistics
Vol. 13(3), pp. 639-658 
articleURL 
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 2012ArXiv e-prints articleURL 
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
Geweke, J. & Jiang, Y.Inference and prediction in a multiple-structural-break model 2011Journal of Econometrics
Vol. 163(2), pp. 172 - 185 
articleDOI 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://dx.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 2004Journal of Nonparametric Statistics
Vol. 16(3-4), pp. 591-611 
articleDOI 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://dx.doi.org/10.1080/10485250310001626088"
}
2014.06.24
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Vol. 53, pp. 297-310 
articleURL 
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 2010Electronic Journal of Statistics
Vol. 4, pp. 655-676 
articleDOI 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://dx.doi.org/10.1214/10-EJS567"
}
2012.12.19
Gombay, E.Change detection in autoregressive time series 2008Journal of Multivariate Analysis
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articleURL 
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.U-Statistics in Sequential Tests and Change Detection 2004Sequential Analysis
Vol. 23(2), pp. 257-274 
articleDOI 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://dx.doi.org/10.1081/SQA-120034111"
}
2014.06.24
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Vol. 11(2), pp. 211-221 
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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 1987Journal of Statistical Computation and Simulation
Vol. 27(2), pp. 155-173 
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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", 
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2012.03.01
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Vol. 27, pp. 121-139 
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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
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 2014Journal of Applied Statistics
Vol. 41(1), pp. 26-45 
articleDOI 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://dx.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 Communications in Statistics - Simulation and Computation articleDOI URL 
BibTeX:
@article{doi:10.1080/03610918.2013.809103, 
author = "Han, Sung Won and Zhong, Hua and Putt, Mary", 
title = "An Efficient Operator for the Change Point Estimation in Partial Spline Model", 
journal = "Communications in Statistics - Simulation and Computation", 
url = "http://dx.doi.org/10.1080/03610918.2013.809103", 
doi = "http://dx.doi.org/10.1080/03610918.2013.809103"
}
2014.06.24
Harchaoui, Z. & Cappe, O.Retrospective Mutiple Change-Point Estimation with Kernels 2007Statistical Signal Processing, 2007. SSP '07. IEEE/SP 14th Workshop on, pp. 768 -772 inproceedingsDOI  
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://dx.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 2007Annals of Statistics
Vol. 35(4), pp. 1802-1826 
articleURL 
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 2001Computational Statistics and Data Analysis
Vol. 37(3), pp. 323 - 341 
articleURL 
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. & Zamba, K.D.A Change-Point Model for a Shift in Variance 2005Journal of Quality Technology
Vol. 37(1), pp. 21-31 
articleURL 
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
He, S., He, Z. & Wang, G.A.CUSUM Control Charts for Multivariate Poisson Distribution 2014Communications in Statistics - Theory and Methods
Vol. 43(6), pp. 1192-1208 
articleDOI 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://dx.doi.org/10.1080/03610926.2012.667484"
}
2014.03.24
Henderson, R. & Matthews, J.N.S.An Investigation of Changepoints in the Annual Number of Cases of Haemolytic Uraemic Syndrome 1993Applied Statistics
Vol. 42(3), pp. 461-471 
articleURL 
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", 
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number = "3", 
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2012.03.01
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Vol. 58(3), pp. 509-523 
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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", 
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}
2012.03.01
Hinkley, D.V.Inference About the Change-Point in a Sequence of Random Variables 1970Biometrika
Vol. 57(1), pp. 1-17 
articleURL 
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. & Hinkley, E.A.Inference about the change-point in a sequence of binomial random variables 1970Biometrika
Vol. 57(3), pp. 477-488 
articleURL 
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", 
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number = "3", 
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}
2012.03.01
Hlavka, Z., Huskova, M., Kirch, C. & Meintanis, S.Monitoring changes in the error distribution of autoregressive models based on Fourier methods 2012TEST
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articleDOI 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://dx.doi.org/10.1007/s11749-011-0265-z"
}
2012.03.01
Ho, S.-S. & Wechsler, H.On the Detection of Concept Changes in Time-Varying Data Stream by Testing Exchangeability 2005Proceedings of the 21st Conference on Uncertainty in Artificial Intelligence inproceedingsURL 
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 2012(In submission) articleURL 
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 2013Journal of Multivariate Analysis
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articleDOI 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://dx.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 1993Annals of Statistics
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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", 
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2012.03.01
Horváth, L. & Hušková, M.Change-point detection in panel data 2012Journal of Time Series Analysis
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articleDOI 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://dx.doi.org/10.1111/j.1467-9892.2012.00796.x"
}
2012.09.16
Hothorn, T., Hornik, K. & Zeileis, A.Unbiased Recursive Partitioning: A Conditional Inference Framework 2006Journal of Computational and Graphical Statistics
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articleDOI 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://dx.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 2013Computational Statistics & Data Analysis
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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://dx.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 2011ArXiv e-prints articleURL 
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.Detecting shifts of parameter in Gamma sequences with applications to stock price and air traffic flow analysis 1979Journal of the American Statistical Association
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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", 
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2012.03.01
Hsu, D.A.Tests for Variance Shift at an Unknown Time Point 1977Applied Statistics
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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", 
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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 2013Journal of Applied Statistics
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articleDOI 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://dx.doi.org/10.1080/02664763.2013.809569"
}
2013.12.20
Huskova, M. & Kirch, C.Bootstrapping sequential change-point tests for linear regression 2012Metrika
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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://dx.doi.org/10.1007/s00184-011-0347-7"
}
2012.03.01
Huskova, M. & Kirch, C.A note on studentized confidence intervals for the change-point 2010Computational Statistics
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articleDOI 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://dx.doi.org/10.1007/s00180-009-0175-7"
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2012.03.01
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Vol. 29(6), pp. 947-972 
articleDOI 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://dx.doi.org/10.1111/j.1467-9892.2008.00589.x"
}
2012.03.01
Huskova, M., Kirch, C., Praskova, Z. & Steinebach, J.On the detection of changes in autoregressive time series, II. Resampling procedures 2008Journal of Statistical Planning and Inference
Vol. 138(6), pp. 1697 - 1721 
articleDOI 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://dx.doi.org/10.1016/j.jspi.2007.06.029"
}
2012.03.01
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 2014Journal of Time Series Analysis
Vol. 35(1), pp. 40-54 
articleDOI 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://dx.doi.org/10.1111/jtsa.12049"
}
2013.12.20
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@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", 
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2012.03.01
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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", 
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2012.03.01
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@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
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@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", 
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2012.03.01
Jacod, J. & Reiß, M.A remark on the rates of convergence for integrated volatility estimation in the presence of jumps 2012ArXiv e-prints articleURL 
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@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
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@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", 
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2012.03.01
James, B., James, K.L. & Siegmund, D.Tests for a Change-Point 1987Biometrika
Vol. 74(1), pp. 71-83 
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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", 
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pages = "71--83", 
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2012.03.01
Jandhyala, V., Fotopoulos, S., MacNeill, I. & Liu, P.Inference for single and multiple change-points in time series 2013Journal of Time Series Analysis articleDOI 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", 
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}
2013.05.14
Jeng, X.J., Cai, T.T. & Li, H.Simultaneous discovery of rare and common segment variants 2013Biometrika
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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://dx.doi.org/10.1093/biomet/ass059"
}
2013.05.13
Jing, B.-Y., Li, C.-X. & Liu, Z.On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps 2013Communications in Statistics - Theory and Methods
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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://dx.doi.org/10.1080/03610926.2011.639974"
}
2013.12.20
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 2013Biometrics
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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://dx.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 2014Technometrics
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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://dx.doi.org/10.1080/00401706.2013.804437"
}
2014.03.24
Jose, C. & Ismall, B.Change points in nonparametric regresion functions 1999Communications in Statistics - Theory and Methods
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@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", 
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2014.06.24
Kamgaing, J.T., Ombao, H. & Davis, R.A.Autoregressive processes with data-driven regime switching 2009Journal of Time Series Analysis
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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://dx.doi.org/10.1111/j.1467-9892.2009.00622.x"
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2012.03.01
Kang, Y. & Qiu, P.Jump Detection In Blurred Regression Surfaces 2014Technometrics articleDOI 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://dx.doi.org/10.1080/00401706.2013.844732"
}
2013.12.20
Karabatsos, G. & Walker, S.G.On Bayesian Nonparametric Continuous Time Series Models 2013ArXiv e-prints articleURL 
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@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.Integer autoregressive models with structural breaks 2013Journal of Applied Statistics
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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://dx.doi.org/10.1080/02664763.2013.823920"
}
2013.12.20
Kengne, W.C.Testing for parameter constancy in general causal time-series models 2012Journal of Time Series Analysis
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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://dx.doi.org/10.1111/j.1467-9892.2012.00785.x"
}
2012.09.16
Khaleghi, A. & Ryabko, D.A consistent clustering-based approach to estimating the number of change-points in highly dependent time-series 2013ArXiv e-prints articleURL 
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
Khaleghi, A. & Ryabko, D.Multiple Change Point Estimation in Stationary Ergodic Time Series 2012ArXiv e-prints articleURL 
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"
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2012.12.19
Khalil, M. & Duchene, J.Detection and classification of multiple events in piecewise stationary signals: Comparison between autoregressive and multiscale approaches 1999Signal Processing
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@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", 
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2012.03.01
Killick, R., Eckley, I.A. & Jonathan, P.A wavelet-based approach for detecting changes in second order structure within nonstationary time series 2013Electronic Journal of Statistics
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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://dx.doi.org/10.1214/13-EJS799"
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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 2010Ocean Engineering
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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"
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2012.03.01
Killick, R., Fearnhead, P. & Eckley, I.A.Optimal detection of changepoints with a linear computational cost 2012Journal of the American Statistical Association
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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://dx.doi.org/10.1080/01621459.2012.737745"
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2012.03.01
Kim, J. & Hart, J.D.A change-point estimator using local Fourier series 2011Journal of Nonparametric Statistics
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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://dx.doi.org/10.1080/10485251003721232"
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2012.12.19
Kim, S. & Reddy, A.L.N.Statistical Techniques for Detecting Traffic Anomalies Through Packet Header Data 2008IEEE: Transactions on Networking
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@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"
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2012.03.01
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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/"
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2012.03.01
Kirch, C.Bootstrapping Sequential Change-Point Tests 2008Sequential Analysis
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articleDOI 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", 
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2012.03.01
Kirch, C.Resampling in the frequency domain of time series to determine critical values for change-point tests 2007Statistics & Decisions
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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"
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2012.03.01
Kirch, C. & Kamgaing, J.T.Testing for parameter stability in nonlinear autoregressive models 2012Journal of Time Series Analysis
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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://dx.doi.org/10.1111/j.1467-9892.2011.00764.x"
}
2012.09.16
Kirch, C. & Steinebach, J.Permutation principles for the change analysis of stochastic processes under strong invariance 2006Journal of Computational and Applied Mathematics
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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", 
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2012.03.01
Ko, K. & Vannicci, M.Bayesian Wavelet-Based Methods for the Detection of Multiple Changes of the Long Memory Parameter 2006IEEE: Transactions on Signal Processing
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@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", 
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year = "2006", 
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2012.03.01
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@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"
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2012.03.01
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@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", 
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2014.02.03
Kokoszka, P. & Leipus, R.Change-Point Estimation in ARCH Models 2000Bernoulli
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@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", 
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2012.03.01
Kolar, M. & Xing, E.P.Estimating networks with jumps 2012Electronic Journal of Statistics
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articleDOI URL 
BibTeX:
@article{KolarXing2012, 
author = "Mladen Kolar and Eric P. Xing", 
title = "Estimating networks with jumps", 
journal = "Electronic Journal of Statistics", 
year = "2012", 
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pages = "2069--2106", 
url = "http://projecteuclid.org/euclid.ejs/1351865118", 
doi = "http://dx.doi.org/10.1214/12-EJS739"
}
2012.12.19
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articleDOI 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://dx.doi.org/10.1111/j.1468-2354.2009.00547.x"
}
2010.10.04
Koop, G. & Potter, S.M.Estimation and Forecasting in Models with Multiple Breaks 2007The Review of Economic Studies
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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
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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://dx.doi.org/10.1080/03610926.2012.755202"
}
2013.12.20
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@article{BIMJ:BIMJ4710290708, 
author = "Koziol, James A.", 
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journal = "Biometrical Journal", 
publisher = "WILEY-VCH Verlag", 
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volume = "29", 
number = "7", 
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2012.03.01
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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", 
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2012.03.01
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@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
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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
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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
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@article{ISI:000290459900004, 
author = "Lai, Tze Leung and Xing, Haipeng", 
title = "A SIMPLE BAYESIAN APPROACH TO MULTIPLE CHANGE-POINTS", 
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2014.02.03
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@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", 
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2012.03.01
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@article{LamoureuxLastrapes1990, 
author = "Lamoureux, Christopher G. And Lastrapes, William D.", 
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2012.03.01
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@incollection{MikoschKreissDavisAndersen, 
author = "Lange, Theis and Rahbek, Anders", 
title = "An Introduction to Regime Switching Time Series Models", 
booktitle = "Handbook of Financial Time Series", 
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2012.12.19
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articleDOI 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", 
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}
2014.06.24
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@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", 
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}
2012.12.19
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@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", 
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}
2012.03.01
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@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", 
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2012.03.01
Lavielle, M. & Lebarbier, E.An application of MCMC methods for the multiple change-points problem 2001Signal Processing
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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 2012ArXiv e-prints articleURL 
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 2005Signal Processing
Vol. 85, pp. 717-736 
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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, S. & Lee, T.CUSUM Test for Parameter Change Based on the Maximum Likelihood Estimator 2004Sequential Analysis: Design Methods and Applications
Vol. 23(2), pp. 239-256 
articleDOI 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://dx.doi.org/10.1081/SQA-120034110"
}
2010.08.12
Lee, S. & Park, S.The Cusum of Squares Test of Scale Changes in Infinite Order Moving Average Processes 2001Scandinavian Journal Of Statistics
Vol. 28, pp. 625-644 
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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 2012ArXiv e-prints articleURL 
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
Boysen, L., Bruns, S. & Munk, A.Jump estimation in inverse regression 2009Electronic Journal of Statistics
Vol. 3, pp. 1322-1359 
articleDOI 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://dx.doi.org/10.1214/08-EJS204"
}
2012.12.19
LI, F., TIAN, Z. & QI, P.Structural change monitoring for random coefficient autoregressive time series Communications in Statistics - Simulation and Computation articleDOI URL 
BibTeX:
@article{doi:10.1080/03610918.2013.800205, 
author = "LI, FUXIAO and TIAN, ZHENG and QI, PEIYAN", 
title = "Structural change monitoring for random coefficient autoregressive time series", 
journal = "Communications in Statistics - Simulation and Computation", 
url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.800205", 
doi = "http://dx.doi.org/10.1080/03610918.2013.800205"
}
2014.02.03
Li, J.Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-Averaging Method 2013Econometrica
Vol. 81(4), pp. 1673-1693 
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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://dx.doi.org/10.3982/ECTA10534"
}
2014.02.03
Li, L., Dong, W., Ji, Y. & Tong, L.Spectral Clustering on Subspace for Parameter Estimation of Jump Linear Models 2013ArXiv e-prints articleURL 
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, X. & Du, R.Monitoring Machining Processes based on Discrete Wavelet Transform and Statistical Process Control 2004International Journal of Wavelets, Multiresolution and Information Processing
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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, Z., Dai, Y. & Wang, Z.Multivariate Change Point Control Chart Based on Data Depth for Phase I Analysis 2014Communications in Statistics - Simulation and Computation
Vol. 43(6), pp. 1490-1507 
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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://dx.doi.org/10.1080/03610918.2012.735319"
}
2013.12.20
Li, Z. & Qiu, P.Statistical Process Control Using Dynamic Sampling Scheme 2014Technometrics articleDOI 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://dx.doi.org/10.1080/00401706.2013.844731"
}
2013.12.20
Lian, H.Posterior convergence and model estimation in Bayesian change-point problems 2010Electronic Journal of Statistics
Vol. 4, pp. 239-253 
articleDOI 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://dx.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 2000Statistica Sinica
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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"
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2012.03.01
Lindquist, M.A., Waugh, C. & Wager, T.D.Modeling state-related fMRI activity using change-point theory 2007NeuroImage
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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://dx.doi.org/10.1016/j.neuroimage.2007.01.004"
}
2010.08.29
Lio, P. & Vannucci, M.Wavelet change-point prediction of transmembrane proteins 2000Bioinformatics
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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 Communications in Statistics - Simulation and Computation articleDOI 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", 
url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.784985", 
doi = "http://dx.doi.org/10.1080/03610918.2013.784985"
}
2014.02.03
Liu, S., Yamada, M., Collier, N. & Sugiyama, M.Change-Point Detection in Time-Series Data by Relative Density-Ratio Estimation 2012ArXiv e-prints articleURL 
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
Lung-Yut-Fong, A., Lévy-Leduc, C. & Cappé, O.Distributed detection/localization of change-points in high-dimensional network traffic data 2012Statistics and Computing
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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 2012ArXiv e-prints articleURL 
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 2012ArXiv e-prints articleURL 
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. & Hawkins, D.M.Detection of multiple change-points in multivariate data 2013Journal of Applied Statistics
Vol. 40(9), pp. 1979-1995 
articleDOI 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://dx.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 2014ArXiv e-prints articleURL 
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 2014ArXiv e-prints articleURL 
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 2012Proceedings of the 28th Conference on Uncertainty in Artificial Intelligence inproceedingsURL 
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 2014Journal of the American Statistical Association
Vol. 109(505), pp. 334-345 
articleDOI 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://dx.doi.org/10.1080/01621459.2013.849605"
}
2014.03.24
Matteson, D.S. & James, N.A.A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data 2013ArXiv e-prints articleURL 
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
McCloskey, A.Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends 2013Journal of Time Series Analysis
Vol. 34(3), pp. 285-301 
articleDOI 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://dx.doi.org/10.1111/jtsa.12012"
}
2013.05.05
Mellor, J. & Shapiro, J.Thompson Sampling in Switching Environments with Bayesian Online Change Point Detection 2013ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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
Moustakides, G.V.Multiple optimality properties of the Shewhart test 2014ArXiv e-prints articleURL 
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 2012Journal of Time Series Analysis
Vol. 33(4), pp. 554-569 
articleDOI 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://dx.doi.org/10.1111/j.1467-9892.2011.00763.x"
}
2012.09.16
Nam, C.F.H., Aston, J.A.D. & Johansen, A.M.Quantifying the uncertainty in change points 2012Journal of Time Series Analysis
Vol. 33(5), pp. 807-823 
articleDOI 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://dx.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 2011 techreportURL 
BibTeX:
@techreport{NamAstonJohansen2011, 
author = "Nam, C. F. H. and Aston, J. A. D and Johansen, A. M.", 
title = "Quantifying the uncertainty in change points", 
year = "2011", 
url = "http://www2.warwick.ac.uk/fac/sci/statistics/crism/research/2011/paper11-19/"
}
2012.03.01
Naveau, P., Guillou, A. & Rietsch, T.A non-parametric entropy-based approach to detect changes in climate extremes 2014Journal of the Royal Statistical Society: Series B (Statistical Methodology), pp. n/a-n/a articleDOI 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://dx.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 2012ArXiv e-prints articleURL 
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 2010Electronic Journal of Statistics
Vol. 4, pp. 1443-1469 
articleDOI 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://dx.doi.org/10.1214/10-EJS590"
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2012.12.19
Nosek, K.Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters 2014Communications in Statistics - Theory and Methods
Vol. 43(5), pp. 932-946 
articleDOI 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://dx.doi.org/10.1080/03610926.2013.818697"
}
2014.03.24
Ochman-Gozdek, A., Sarnowski, W. & Szajowski, K.J.A precision of the sequential change point detection 2014ArXiv e-prints articleURL 
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 1999Lecture Notes in Statistics
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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", 
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pages = "67--82"
}
2012.03.01
Ogden, T. & Parzen, E.Change-point approach to data analytic wavelet thresholding 1996Statistics and Computing
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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", 
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2012.03.01
Ogden, T. & Parzen, E.Data dependent wavelet thresholding in nonparametric regression with change-point applications 1996Computational Statistics and Data Analysis
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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", 
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volume = "22", 
pages = "54--70", 
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2012.03.01
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@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", 
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2012.03.01
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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", 
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number = "7", 
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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. 2004Biostatistics
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@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", 
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number = "4", 
pages = "557-72", 
url = "http://biostatistics.oxfordjournals.org/content/5/4/557.short?rss=1&ssource=mfc"
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2012.03.01
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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", 
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2012.03.01
Page, E.S.Continuous Inspection Schemes 1954Biometrika
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@article{Page1954, 
author = "Page, E. S.", 
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journal = "Biometrika", 
year = "1954", 
volume = "41", 
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2012.03.01
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 2014Journal of Time Series Analysis
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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", 
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}
2014.03.24
Pap, G. & Szabó, T.T.Change detection in INAR(p) processes against various alternative hypotheses 2011ArXiv e-prints articleURL 
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 2012Selected Topics in Signal Processing, IEEE Journal of
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@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", 
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}
2012.12.19
Pawitan, Y.Change-point Problem 2005Encyclopedia of Biostatistics inbookDOI 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", 
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}
2012.03.01
Peel, L. & Clauset, A.Detecting change points in the large-scale structure of evolving networks 2014ArXiv e-prints articleURL 
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
Percival, D.B. & Mofjeld, H.O.Analysis of Subtidal Coastal Sea Level Fluctuations Using Wavelets 1997Journal of the American Statistical Association
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@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", 
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}
2012.03.01
Petetin, Y. & Desbouvries, F.A class of fast exact Bayesian filters in dynamical models with jumps 2013ArXiv e-prints articleURL 
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@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 1979Applied Statistics
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BibTeX:
@article{Pettitt:1979, 
author = "Pettitt, A. N.", 
title = "A Non-Parametric Approach to the Change-Point Problem", 
journal = "Applied Statistics", 
year = "1979", 
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2012.03.01
Picard, D.Testing and Estimating Change-Points in Time Series 1985Advances in Applied Probability
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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", 
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2012.03.01
Picard, F., Lebarbier, E., Budinska, E. & Robin, S.Joint segmentation of multivariate Gaussian processes using mixed linear models 2011Computational Statistics & Data Analysis
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@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 2011Biostatistics
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@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
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@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", 
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2012.03.01
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@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 2014ArXiv e-prints articleURL 
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"
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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 2014Journal of Applied Statistics
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articleDOI 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://dx.doi.org/10.1080/02664763.2013.840272"
}
2013.12.20
Polunchenko, A. & Tartakovsky, A.State-of-the-Art in Sequential Change-Point Detection 2012Methodology and Computing in Applied Probability
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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., Sokolov, G. & Du, W.An Accurate Method for Determining the Pre-Change Run-Length Distribution of the Generalized Shiryaev--Roberts Detection Procedure 2013ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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.S. & Tartakovsky, A.G.On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution 2010Annals of Statistics
Vol. 38(6), pp. 3345-3457 
articleDOI 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://dx.doi.org/10.1214/09-AOS775"
}
2012.12.19
Preuß, P., Puchstein, R. & Dette, H.Detection of multiple structural breaks in multivariate time series 2013ArXiv e-prints articleURL 
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 2002IEEE Transactions on Signal Processing
Vol. 50(3), pp. 747-758 
articleURL 
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
Reeves, J., Chen, J., Wang, X.L., Lund, R. & QiQi, L.A review and comparison of changepoint detection techniques for climate data 2007Journal of Applied Meteorology and Climatology
Vol. 46(6), pp. 900-915 
articleURL 
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 2012Journal of the Royal Statistical Society: Series C (Applied Statistics)
Vol. 61(4), pp. 535-553 
articleDOI 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://dx.doi.org/10.1111/j.1467-9876.2011.01025.x"
}
2013.04.04
Rigaill, G.Pruned dynamic programming for optimal multiple change-point detection 2010ArXiv e-prints articleURL 
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 2010ArXiv e-prints articleURL 
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 2013Scandinavian Journal of Statistics
Vol. 40(4), pp. 752-769 
articleDOI 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://dx.doi.org/10.1111/sjos.12027"
}
2014.03.24
Rivera, C. & Walther, G.Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics 2012ArXiv e-prints articleURL 
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
Robinson, L.F., Wager, T.D. & Lindquist, M.A.Change point estimation in multi-subject fMRI studies 2010NeuroImage
Vol. 49, pp. 1581-1592 
articleURL 
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 2013Journal of Time Series Analysis
Vol. 34(1), pp. 62-82 
articleDOI 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://dx.doi.org/10.1111/j.1467-9892.2012.00813.x"
}
2014.02.03
Rojas, C.R. & Wahlberg, B.On change point detection using the fused lasso method 2014ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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.Modelling financial volatility in the presence of abrupt changes 2013Physica A: Statistical Mechanics and its Applications
Vol. 392(2), pp. 350 - 360 
articleDOI 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://dx.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 2012Pattern Recognition Letters
Vol. 33(2), pp. 191 - 198 
articleDOI 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://dx.doi.org/10.1016/j.patrec.2011.08.019"
}
2013.04.15
Ross, G.J., Tasoulis, D.K. & Adams, N.M.Sequential Monitoring of a Bernoulli Sequence when the Pre-change Parameter is Unknown 2012ArXiv e-prints articleURL 
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., Tasoulis, D.K. & Adams, N.M.Nonparametric Monitoring of Data Streams for Changes in Location and Scale 2011Technometrics
Vol. 53(4), pp. 379-389 
articleDOI 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://dx.doi.org/10.1198/TECH.2011.10069"
}
2014.06.24
Rozenholc, Y.Nonparametric Tests of Change-Points with Tapered Data 2001Journal of Time Series Analysis
Vol. 22(1), pp. 13-43 
articleURL 
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 2012Journal of Statistical Computation and Simulation articleDOI 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://dx.doi.org/10.1080/00949655.2012.658804"
}
2012.03.01
Samé, A., Chamroukhi, F., Govaert, G. & Aknin, P.Model-based clustering and segmentation of time series with changes in regime 2011Advances in Data Analysis and Classification
Vol. 5(4), pp. 301-321 
articleDOI 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://dx.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 2012ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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
Schroeder, A.L. & Fryzlewicz, P.Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery 2013In submission articleURL 
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
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 2013Journal of Applied Statistics
Vol. 40(11), pp. 2317-2331 
articleDOI 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://dx.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 2012ArXiv e-prints articleURL 
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 1975The Annals of Statistics
Vol. 3(1), pp. 98-108 
articleURL 
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 1980International 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
Shams, I., Ajorlou, S. & Yang, K.Estimating Multiple Step Shifts in a Gaussian Process Mean with an Application to Phase I Control Chart Analysis 2014ArXiv e-prints articleURL 
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 2010Journal of the American Statistical Association
Vol. 105(491), pp. 1228-1240 
articleDOI 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://dx.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 2012ArXiv e-prints articleURL 
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 2013Journal of Nonparametric Statistics
Vol. 25(4), pp. 923-937 
articleDOI 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://dx.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 2014Journal of Applied Statistics
Vol. 41(6), pp. 1161-1173 
articleDOI 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://dx.doi.org/10.1080/02664763.2013.862220"
}
2013.12.20
Shen, J.J. & Zhang, N.R.Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing 2012Annals of Applied Statistics
Vol. 6(2), pp. 476-496 
articleDOI 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://dx.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 2013Communications in Statistics - Theory and Methods
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articleDOI 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://dx.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 2012Wiley Interdisciplinary Reviews: Computational Statistics
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articleDOI 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://dx.doi.org/10.1002/wics.1233"
}
2014.02.03
Shiryaev, A.N.On Optimum Methods in Quickest Detection Problems 1963Theory of Probability and its Applications
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articleURL 
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 1991Journal of the American Statistical Association
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articleURL 
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", 
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2012.03.01
Silva, E.G. & Teixeira, A.A.Surveying structural change: Seminal contributions and a bibliometric account 2008Structural Change and Economic Dynamics
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articleDOI 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://dx.doi.org/10.1016/j.strueco.2008.02.001"
}
2012.03.01
Smith, A.Change-Point problems: approaches and applications 1980Trabajos de Estadistica Y de Investigacion Operativa
Vol. 31, pp. 83-98 
articleDOI 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://dx.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 1975Biometrika
Vol. 62, pp. 407-416 
articleURL 
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
de Souza, C.P.E. & Heckman, N.E.Switching Nonparametric Regression Models and the Motorcycle Data revisited 2013ArXiv e-prints articleURL 
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 2014Communications in Statistics - Simulation and Computation articleDOI 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", 
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2013.12.20
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@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", 
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}
2012.03.01
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@article{2012arXiv1211.5562S, 
author = "Sreedharan, J.~K. and Sharma, V.", 
title = "Spectrum Sensing using Distributed Sequential Detection via Noisy MAC", 
journal = "ArXiv e-prints", 
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}
2012.12.19
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@article{StaricaGranger2005, 
author = "Stărică, Cătălin and Granger, Clive", 
title = "Nonstationarities in Stock Returns", 
journal = "The Review of Economics and Statistics", 
publisher = "The MIT Press", 
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2012.03.01
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@article{Steland2007, 
author = "Steland, A.", 
title = "Weighted Dickey-Fuller processes for detecting stationarity", 
journal = "Journal of Statistical Planning and Inference", 
publisher = "Elsevier", 
year = "2007", 
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2012.03.01
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author = "D. A. Stephens", 
title = "Bayesian Retrospective Multiple-Changepoint Identification", 
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2010.07.22
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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", 
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}
2013-07-20
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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", 
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number = "2", 
pages = "135--153", 
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2012.03.01
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@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", 
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}
2013.12.20
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@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", 
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}
2012.12.19
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@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", 
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2012.03.01
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@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", 
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}
2013.12.20
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@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", 
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}
2013.06.07
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@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", 
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}
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author = "Tony Cai, T. and Jessie Jeng, X. and Li, Hongzhe", 
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2012.12.19
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@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", 
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2014.02.03
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@article{springerlink:10.3103/S0027132209020107, 
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publisher = "Allerton Press, Inc. distributed exclusively by Springer Science+Business Media LLC", 
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2012.03.01
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@article{2012arXiv1210.5552V, 
author = "Veeravalli, V.~V. and Banerjee, T.", 
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2012.12.19
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2012.03.01
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@article{Z-papers:Verbesselt+Hyndman+Zeileis:2010, 
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2012.03.01
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@article{2014arXiv1403.3808V, 
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@article{vonSachsNeumann2000, 
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journal = "Journal of Time Series Analysis", 
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2012.03.01
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@article{Vostrikova1981, 
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2012.03.01
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@article{2013arXiv1309.4844W, 
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title = "Network Anomaly Detection: A Survey and Comparative Analysis of Stochastic and Deterministic Methods", 
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2013.12.20
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@article{doi:10.1080/03610910701723583, 
author = "Wang, Lihong", 
title = "Change-Point Estimation in Long Memory Nonparametric Models with Applications", 
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2014.06.24
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2012.03.01
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@article{2013arXiv1308.5738W, 
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@article{WhitcherByersGuttorpPercival2002, 
author = "Whitcher, B. And Byers, S. D. And Guttorp, P. And Percival, D. B.", 
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2012.03.01
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@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", 
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2012.03.01
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@techreport{Whiteley2009CAAD, 
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2012.03.01
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@article{JTSA:JTSA12006, 
author = "Wied, Dominik", 
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publisher = "Blackwell Publishing Ltd", 
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2012.12.19
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@article{2012arXiv1210.1412W, 
author = "Wied, D.", 
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2013.04.16
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2012.03.01
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@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", 
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url = "http://www.tandfonline.com/doi/abs/10.1080/03610926.2011.642918", 
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2013.12.20
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@article{Wong2010303, 
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2012.03.01
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2012.03.01
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@article{2014arXiv1402.6951W, 
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2014.03.24
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@article{2010arXiv1011.2932W, 
author = "Wyse, J. and Friel, N.", 
title = "Simulation-based Bayesian analysis for multiple changepoints", 
journal = "ArXiv e-prints", 
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2013.04.15
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@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", 
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2013.04.15
Xian, J.-G., Han, D. & Yu, J.-Q.Online Change Detection of Markov Chains With Unknown Post-change Transition Probabilities 2014Communications in Statistics - Theory and Methods articleDOI URL 
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@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", 
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2013.12.20
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@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", 
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number = "1", 
pages = "12--27", 
url = "http://doi.org/10.1109/JSTSP.2012.2234082", 
doi = "http://dx.doi.org/10.1109/JSTSP.2012.2234082"
}
2012.12.19
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articleDOI 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://dx.doi.org/10.1214/13-AOS1094"
}
2013.05.10
Xing, H. & Ying, Z.A Semiparametric Change-Point Regression Model for Longitudinal Observations 2012Journal of the American Statistical Association
Vol. 107(500), pp. 1625-1637 
articleDOI 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://dx.doi.org/10.1080/01621459.2012.712425"
}
2013.04.15
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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
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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 2008Proceedings of the USENIX workshop on large-scale exploits and emergent threats conferenceURL 
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
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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", 
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number = "4", 
pages = "772--785", 
url = "http://www.jstor.org/stable/1390971"
}
2012.03.01
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@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", 
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}
2012.03.01
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@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", 
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}
2012.03.01
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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", 
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2012.03.01
Yau, C. & Holmes, C.C.A decision-theoretic approach for segmental classification 2013The Annals of Applied Statistics
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articleDOI 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://dx.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 2012Journal of Time Series Analysis
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articleDOI 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://dx.doi.org/10.1111/j.1467-9892.2012.00797.x"
}
2012.09.16
Yildirim, S., Singh, S.S. & Doucet, A.An Online Expectation–Maximization Algorithm for Changepoint Models 2013Journal of Computational and Graphical Statistics
Vol. 22(4), pp. 906-926 
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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://dx.doi.org/10.1080/10618600.2012.674653"
}
2013.12.20
Yilmaz, Y., Moustakides, G.V. & Wang, X.Sequential Joint Detection and Estimation 2013ArXiv e-prints articleURL 
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 2013ArXiv e-prints articleURL 
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 2012Annals of Applied Statistics
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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", 
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2012.12.19
Zacks, S.Survey of classical and Bayesian approaches to the change-point problem: Fixed sample and sequential procedures in testing and estimation 1983, pp. 245-269 book 
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@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", 
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2012.03.01
Zeileis, A.Implementing a Class of Structural Change Tests: An Econometric Computing Approach 2006Computational Statistics & Data Analysis
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articleDOI 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://dx.doi.org/10.1016/j.csda.2005.07.001"
}
2012.03.01
Zeileis, A.A Unified Approach to Structural Change Tests Based on ML Scores, $F$ Statistics, and OLS Residuals 2005Econometric Reviews
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articleDOI 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://dx.doi.org/10.1080/07474930500406053"
}
2012.03.01
Zeileis, A.Alternative Boundaries for CUSUM Tests 2004Statistical Papers
Vol. 45(1), pp. 123-131 
articleDOI 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://dx.doi.org/10.1007/BF02778274"
}
2012.03.01
Zeileis, A.Testing for Structural Change -- Theory, Implementation and Applications 2003School: Fachbereich Statistik, Universität Dortmund phdthesisURL 
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 2001R News
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articleURL 
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. & Kleiber, C.Validating Multiple Structural Change Models -- A Case Study 2005Journal of Applied Econometrics
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articleDOI 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://dx.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 2003Computational Statistics & Data Analysis
Vol. 44(1-2), pp. 109-123 
articleDOI 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://dx.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 2002Journal of Statistical Software
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articleURL 
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 2005Journal of Applied Econometrics
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articleDOI 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://dx.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 2010Computational Statistics & Data Analysis
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articleDOI 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://dx.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 2002Festschrift 50 Jahre Österreichische Statistische Gesellschaft, pp. 133-146 incollectionURL 
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 Communications in Statistics - Simulation and Computation articleDOI 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", 
url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2013.786946", 
doi = "http://dx.doi.org/10.1080/03610918.2013.786946"
}
2014.02.03
Zhang, H., Hadjiliadis, O., Schäfer, T. & Poor, H.V.Quickest detection in coupled systems 2014ArXiv e-prints articleURL 
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, T. & Lavitas, L.Unsupervised Self-Normalized Change-Point Testing for Time Series Journal of the American Statistical Association articleDOI URL 
BibTeX:
@article{doi:10.1080/01621459.2016.1270214, 
author = "Ting Zhang and Liliya Lavitas", 
title = "Unsupervised Self-Normalized Change-Point Testing for Time Series", 
journal = "Journal of the American Statistical Association", 
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", doi = "http://dx.doi.org/10.1080/01621459.2016.1270214" }
2017-01-09
Zhang, W., Qian, L. & Li, Y.Semiparametric Sequential Testing for Multiple Change Points in Piecewise Constant Hazard Functions with Long-Term Survivors 2014Communications in Statistics - Simulation and Computation
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@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", 
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number = "7", 
pages = "1685-1699", 
url = "http://www.tandfonline.com/doi/abs/10.1080/03610918.2012.742106", 
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}
2014.02.03
Zhang, Z., Lange, K. & Sabatti, C.Reconstructing DNA copy number by joint segmentation of multiple sequences 2012BMC Bioinformatics
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@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", 
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2012.12.19
Zhao, Z. & Li, X.Inference for modulated stationary processes 2013Bernoulli
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@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://dx.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 2009Statistics and Probability Letters
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@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, Z.Heteroscedasticity and Autocorrelation Robust Structural Change Detection 2013Journal of the American Statistical Association
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articleDOI 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://dx.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 2013ArXiv e-prints articleURL 
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, K. & Ling, S.Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 2012Journal of Time Series Analysis
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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://dx.doi.org/10.1111/j.1467-9892.2011.00753.x"
}
2012.03.01
Mini-Workshop: Time Series with Sudden Structural Changes 2008
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@proceedings{Oberwolfach2008,, 
title = "Mini-Workshop: Time Series with Sudden Structural Changes", 
year = "2008", 
volume = "5", 
number = "1", 
pages = "557--586", 
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2012.12.19

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