Change-Point Detection for General Nonparametric Regression Models

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ISSN Print: 2161-718X
ISSN Online: 2161-7198
www.scirp.org/journal/ojs
E-mail: ojs@scirp.org

"Change-Point Detection for General Nonparametric Regression Models"
written by Murray D. Burke, Gildas Bewa,
published by Open Journal of Statistics, Vol.3 No.4, 2013

has been cited by the following article(s):

[1]	Consistent nonparametric change point detection combining CUSUM and marked empirical processes
	2019

[2]	A weak convergence result for sequential empirical processes under weak dependence
	2019

[3]	Changepoint detection in a nonparametric time series regression model
	2018

[4]	Weak Convergence of Sequential Empirical Processes under Weak Dependence
	2017

[5]	多尺度直线拟合法在时间序列突变点检测中的应用
	兵工学报, 2015

[6]	Application of Multi-scale Line Fitting Method in Change Point Detection in Time Series
	chun, Y Hao, Z Xu-chang… - Acta …, 2015

[1]	On change point detection in regression function using nonparametric autoregressive processes Indian Journal of Pure and Applied Mathematics, 2023 DOI:10.1007/s13226-023-00471-6

[2]	Consistent nonparametric change point detection combining CUSUM and marked empirical processes Electronic Journal of Statistics, 2020 DOI:10.1214/20-EJS1715

[3]	A weak convergence result for sequential empirical processes under weak dependence Stochastics, 2019 DOI:10.1080/17442508.2019.1602132

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