Variance change-point detection in panel data models

Economics Letters ◽

10.1016/j.econlet.2014.12.005 ◽

2015 ◽

Vol 126 ◽

pp. 140-143 ◽

Author(s):

Fuxiao Li ◽

Zheng Tian ◽

Yanting Xiao ◽

Zhanshou Chen

Keyword(s):

Change Point ◽

Data Models ◽

Change Point Detection ◽

Panel Data Models ◽

Variance Change ◽

Point Detection ◽

Variance Change Point

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Variance change point detection for fractional Brownian motion based on the likelihood ratio test

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2017.08.134 ◽

2018 ◽

Vol 490 ◽

pp. 439-450 ◽

Author(s):

Daniel Kucharczyk ◽

Agnieszka Wyłomańska ◽

Grzegorz Sikora

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Likelihood Ratio ◽

Likelihood Ratio Test ◽

Change Point ◽

Change Point Detection ◽

Variance Change ◽

Point Detection ◽

Variance Change Point

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Variance Change Point Detection Under a Smoothly-Changing Mean Trend with Application to Liver Procurement

Journal of the American Statistical Association ◽

10.1080/01621459.2018.1442341 ◽

2018 ◽

Vol 114 (526) ◽

pp. 773-781

Author(s):

Zhenguo Gao ◽

Zuofeng Shang ◽

Pang Du ◽

John L. Robertson

Keyword(s):

Change Point ◽

Change Point Detection ◽

Variance Change ◽

Liver Procurement ◽

Point Detection ◽

Variance Change Point

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Gradual Variance Change Point Detection with A Smoothly‐changing Mean Trend

Stat ◽

10.1002/sta4.327 ◽

2020 ◽

Author(s):

Wanfeng Liang ◽

Libai Xu

Keyword(s):

Change Point ◽

Change Point Detection ◽

Variance Change ◽

Point Detection ◽

Variance Change Point

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A Study on Variance Change Point Detection for Time Series Data in Progress

Korean Journal of Applied Statistics ◽

10.5351/kjas.2006.19.2.369 ◽

2006 ◽

Vol 19 (2) ◽

pp. 369-377

Keyword(s):

Time Series ◽

Change Point ◽

Time Series Data ◽

Change Point Detection ◽

Series Data ◽

Variance Change ◽

Point Detection ◽

Variance Change Point

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Variance change point detection via artificial neural networks for data separation

Neurocomputing ◽

10.1016/j.neucom.2005.05.005 ◽

2005 ◽

Vol 68 ◽

pp. 239-250 ◽

Author(s):

Kyong Joo Oh ◽

Myung Sang Moon ◽

Tae Yoon Kim

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Change Point ◽

Change Point Detection ◽

Variance Change ◽

Artificial Neural ◽

Data Separation ◽

Point Detection ◽

Variance Change Point

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Change-point detection in panel data

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2012.00796.x ◽

2012 ◽

Vol 33 (4) ◽

pp. 631-648 ◽

Author(s):

Lajos Horváth ◽

Marie Hušková

Keyword(s):

Change Point ◽

Change Point Detection ◽

Point Detection

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Change-point detection in panel data via double CUSUM statistic

Electronic Journal of Statistics ◽

10.1214/16-ejs1155 ◽

2016 ◽

Vol 10 (2) ◽

pp. 2000-2038 ◽

Author(s):

Haeran Cho

Keyword(s):

Change Point ◽

Change Point Detection ◽

Point Detection

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Change Point Detection in Periodic Panel Data Using a Mixture-Model-Based Approach

Lecture Notes in Computer Science - Trends and Applications in Knowledge Discovery and Data Mining ◽

10.1007/978-3-030-26142-9_13 ◽

2019 ◽

pp. 139-150

Author(s):

Allou Samé ◽

Milad Leyli-Abadi

Keyword(s):

Mixture Model ◽

Change Point ◽

Change Point Detection ◽

Model Based ◽

Point Detection

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A new hybrid approach to panel data change point detection

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2020.1760298 ◽

2020 ◽

pp. 1-12

Author(s):

Karim Atashgar ◽

Naser Rafiee ◽

Mahdi Karbasian

Keyword(s):

Change Point ◽

Hybrid Approach ◽

Change Point Detection ◽

Point Detection

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Darling–Erdős limit results for change-point detection in panel data

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2012.11.004 ◽

2013 ◽

Vol 143 (5) ◽

pp. 955-970 ◽

Author(s):

Julian Chan ◽

Lajos Horváth ◽

Marie Hušková

Keyword(s):

Change Point ◽

Change Point Detection ◽

Point Detection

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