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Comments on: Extensions of some classical methods in change point analysis

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  • Claudia Kirch

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  • 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.
    • Handle: RePEc:spr:testjl:v:23:y:2014:i:2:p:270-275
    DOI: 10.1007/s11749-014-0377-3
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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.
    2. 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.
    3. Christian H. Weiß, 2011. "Detecting mean increases in Poisson INAR(1) processes with EWMA control charts," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(2), pages 383-398, September.
    4. Zdeněk Hlávka & Marie Hušková & Claudia Kirch & Simos Meintanis, 2012. "Monitoring changes in the error distribution of autoregressive models based on Fourier methods," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(4), pages 605-634, December.
    5. Marie Hušková & Claudia Kirch, 2012. "Bootstrapping sequential change-point tests for linear regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(5), pages 673-708, July.
    6. Jürgen Franke & Claudia Kirch & Joseph Tadjuidje Kamgaing, 2012. "Changepoints in times series of counts," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(5), pages 757-770, September.
    7. Marie Hušková & Simos Meintanis, 2006. "Change Point Analysis based on Empirical Characteristic Functions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 63(2), pages 145-168, April.
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