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1997, Wiley series in probability and statistics, ISBN 0471955221, xv, 414
Book
International Journal of Climatology, ISSN 0899-8418, 06/2019, Volume 39, Issue 8, pp. 3679 - 3688
Journal Article
Annals of Statistics, ISSN 0090-5364, 08/2017, Volume 45, Issue 4, pp. 1542 - 1578
In this work, we develop change-point methods for statistics of highfrequency data. The main interest is in the volatility of an Ito semimartingale, the latter... 
Stochastic volatility | Nonparametric change-point test | High-frequency data | Minimax-optimal test | Volatility jumps | REGRESSION | minimax-optimal test | TESTS | STATISTICS & PROBABILITY | SUM | INFERENCE | nonparametric change-point test | MODELS | SEMIMARTINGALES | TIME-SERIES | CONVERGENCE | volatility jumps | stochastic volatility | FUNCTIONALS | JUMPS
Journal Article
Chemical Physics, ISSN 0301-0104, 10/2012, Volume 406, pp. 9 - 14
► We study single blinking CdSe/ZnS quantum dots in polystyrene and polyvinyl alcohol. ► The blinking dynamics were analysed with respect to intermediate... 
Trap states | Semiconductor quantum dots | Intermediate intensity levels | CdSe/ZnS | Photoluminescence intermittency | Hole trapping | Change point analysis | Polymers | Hydroxyl groups | PHYSICS, ATOMIC, MOLECULAR & CHEMICAL | CHEMISTRY, PHYSICAL | EMITTERS | SEMICONDUCTOR NANOCRYSTALS | FLUORESCENCE BLINKING | Analysis | Photoluminescence
Journal Article
The Journal of Wildlife Management, ISSN 0022-541X, 02/2019, Volume 83, Issue 2, pp. 334 - 342
Journal Article
IEEE Transactions on Signal Processing, ISSN 1053-587X, 09/2017, Volume 65, Issue 17, pp. 4495 - 4510
Journal Article
12/2016, ISBN 1498755976, 366
This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary... 
Stochastic processes | Mathematics | Change-point problems
eBook
Finance Research Letters, ISSN 1544-6123, 12/2018, Volume 27, pp. 223 - 227
This paper studies existence of structural breaks in the average return and volatility of the Bitcoin price. We utilize a Bayesian change point model to detect... 
Return | Regimes | Volatility | Bitcoin | Bayesian change point model | BUSINESS, FINANCE | INEFFICIENCY | ECONOMICS | INFERENCE | Business education | Analysis
Journal Article
by Dette, H and Wu, WC and Zhou, Z
STATISTICA SINICA, ISSN 1017-0405, 04/2019, Volume 29, Issue 2, pp. 611 - 643
A restrictive assumption in change point analysis is "stationarity under the null hypothesis of no change-point", which is crucial for asymptotic theory but... 
relevant change points | second order structure | local linear estimation | NONPARAMETRIC REGRESSION | STATISTICS & PROBABILITY | Change point analysis | THRESHOLD ESTIMATION | INFERENCE | COVARIANCE STRUCTURE | MODELS | piecewise locally stationary process | VARIANCE | SQUARES
Journal Article
Computational Statistics and Data Analysis, ISSN 0167-9473, 01/2019, Volume 129, pp. 61 - 78
A loss-based approach to change point analysis is proposed. In particular, the problem is looked from two perspectives. The first focuses on the definition of... 
Change point | Loss-based prior | Discrete parameter space | Model selection | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | MULTIPLE CHANGE-POINTS | SEQUENCE | STATISTICS & PROBABILITY | TIME | MODEL | INFERENCE | DISCRETE PARAMETER SPACES
Journal Article
International Journal of Climatology, ISSN 0899-8418, 07/2015, Volume 35, Issue 9, pp. 2592 - 2607
Journal Article
Pharmacoepidemiology and Drug Safety, ISSN 1053-8569, 03/2019, Volume 28, Issue 3, pp. 370 - 376
Journal Article