On tests for detecting change in mean when variance is unknown
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- Bill Russell & Dooruj Rambaccussing, 2016. "Breaks and the Statistical Process of Inflation: The Case of the ‘Modern’ Phillips Curve," Dundee Discussion Papers in Economics 294, Economic Studies, University of Dundee.
- repec:spr:psycho:v:82:y:2017:i:4:d:10.1007_s11336-016-9531-z is not listed on IDEAS
- Cheng, Tsung-Lin, 2009. "An efficient algorithm for estimating a change-point," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 559-565, March.
- Albert Vexler & Chengqing Wu, 2009. "An Optimal Retrospective Change Point Detection Policy," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(3), pages 542-558.
- Watson, G. S., 1995. "Detecting a change in the intercept in multiple regression," Statistics & Probability Letters, Elsevier, vol. 23(1), pages 69-72, April.
- Pedro André Cerqueira, 2014. "Business Cycle Synchronization and Volatility Shifts," GEMF Working Papers 2014-19, GEMF, Faculty of Economics, University of Coimbra.
- repec:pal:jorsoc:v:61:y:2010:i:3:d:10.1057_jors.2009.160 is not listed on IDEAS
- Narayanaswamy Balakrishnan & Laurent Bordes & Christian Paroissin & Jean-Christophe Turlot, 2016. "Single change-point detection methods for small lifetime samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(5), pages 531-551, July.
- Jouini, Jamel & Boutahar, Mohamed, 2005. "Evidence on structural changes in U.S. time series," Economic Modelling, Elsevier, vol. 22(3), pages 391-422, May.
- Venkata Jandhyala & Stergios Fotopoulos & Ian MacNeill & Pengyu Liu, 2013. "Inference for single and multiple change-points in time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 423-446, July.
- Hirotsu, Chihiro & Srivastava, Muni S., 2000. "Simultaneous confidence intervals based on one-sided max t test," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 25-37, August.
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