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A note on studentized confidence intervals for the change-point

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  • Marie Hušková
  • Claudia Kirch

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  • Marie Hušková & Claudia Kirch, 2010. "A note on studentized confidence intervals for the change-point," Computational Statistics, Springer, vol. 25(2), pages 269-289, June.
    • Handle: RePEc:spr:compst:v:25:y:2010:i:2:p:269-289
    DOI: 10.1007/s00180-009-0175-7
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    References listed on IDEAS

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    1. Marie Hušková & Claudia Kirch, 2008. "Bootstrapping confidence intervals for the change‐point of time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 947-972, November.
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    Cited by:

    1. Claudia Kirch, 2014. "Comments on: Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 270-275, June.
    2. Marie Hušková & Zuzana Prášková, 2014. "Comments on: Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 265-269, June.
    3. Wu Wang & Xuming He & Zhongyi Zhu, 2020. "Statistical inference for multiple change‐point models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1149-1170, December.
    4. Cho, Haeran & Fryzlewicz, Piotr, 2023. "Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm," LSE Research Online Documents on Economics 120085, London School of Economics and Political Science, LSE Library.
    5. Cho, Haeran & Kirch, Claudia, 2022. "Bootstrap confidence intervals for multiple change points based on moving sum procedures," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
    6. Aston, John A.D. & Kirch, Claudia, 2012. "Detecting and estimating changes in dependent functional data," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 204-220.
    7. McGonigle, Euan T. & Cho, Haeran, 2023. "Robust multiscale estimation of time-average variance for time series segmentation," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
    8. Michal Pešta & Martin Wendler, 2020. "Nuisance-parameter-free changepoint detection in non-stationary series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 379-408, June.

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    1. Claudia Kirch, 2014. "Comments on: Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 270-275, June.
    2. Cho, Haeran & Kirch, Claudia, 2022. "Bootstrap confidence intervals for multiple change points based on moving sum procedures," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
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