Change-Point Detection under Dependence Based on Two-Sample U-Statistics

Change-Point Detection under Dependence Based on Two-Sample U-Statistics

9 April 2013

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Papers citing "Change-Point Detection under Dependence Based on Two-Sample U-Statistics"

16 / 16 papers shown

Title
Power of Weighted Test Statistics for Structural Change in Time Series H. Dehling Kata Vuk Martin Wendler 39 0 0 17 Feb 2023
Automatic Change-Point Detection in Time Series via Deep Learning Jie Li Paul Fearnhead Piotr Fryzlewicz Teng Wang AI4TS 61 18 0 07 Nov 2022
Robust Change-Point Detection for Functional Time Series Based on $U$ -Statistics and Dependent Wild Bootstrap L. Wegner Martin Wendler 22 11 0 03 Jun 2022
A Comparison of Single and Multiple Changepoint Techniques for Time Series Data Xueheng Shi C. Gallagher R. Lund Rebecca Killick AI4TS 46 37 0 06 Jan 2021
Convergence of the empirical two-sample $U$ -statistics with $β$ -mixing data H. Dehling D. Giraudo O. Sharipov 43 0 0 13 Jun 2020
Homogeneity Tests of Covariance and Change-Points Identification for High-Dimensional Functional Data Shawn Santo Pingshou Zhong 31 0 0 05 May 2020
Change-point detection based on weighted two-sample U-statistics H. Dehling Kata Vuk Martin Wendler 25 9 0 27 Mar 2020
Asymptotic delay times of sequential tests based on U-statistics for early and late change points Claudia Kirch Christina Stoehr 45 5 0 19 Mar 2020
Sequential change point tests based on U-statistics Claudia Kirch Christina Stoehr 50 14 0 18 Dec 2019
Convergence of U-Processes in Hölder Spaces with Application to Robust Detection of a Changed Segment A. Račkauskas Martin Wendler 34 14 0 27 Aug 2019
Robust change point tests by bounded transformations A. Dürre R. Fried 15 2 0 15 May 2019
Robust Estimation of Change-Point Location Carina Gerstenberger OOD 13 0 0 09 Jan 2017
Robust change-point detection in panel data A. Dürre R. Fried 22 1 0 08 Nov 2016
Scan $B$ -Statistic for Kernel Change-Point Detection Shuang Li Yao Xie H. Dai Le Song 131 110 0 05 Jul 2015
A Robust Method for Shift Detection in Time Series H. Dehling R. Fried Martin Wendler TTA 43 25 0 10 Jun 2015
Dependent multiplier bootstraps for non-degenerate $U$ -statistics under mixing conditions with applications Axel Bücher I. Kojadinovic 155 27 0 18 Dec 2014

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