{"author":"AH Conrad","title":"Structural-change, labor utilization, and the inequality of wage incomes","journal":"Econometrica","year":1956,"volume":24,"issue":"3","bpage":345,"epage":346,"type":"econometrics"}
{"author":"A Bottomley","title":"Unemployment and structural-change","journal":"Econometrica","year":1964,"volume":32,"issue":"4","bpage":709,"epage":710,"type":"econometrics"}
{"author":"I Adelman","title":"Interdependence, resource use and structural-change in Israel","journal":"Econometrica","year":1964,"volume":32,"issue":"4","bpage":712,"epage":713,"type":"econometrics"}
{"author":"DV Hinkley","title":"Inference about change-point in a sequence of random variables","journal":"Biometrika","year":1970,"volume":57,"issue":"1","bpage":1,"epage":17,"type":"statistics"}
{"author":"DV Hinkley, EA Hinkley","title":"Inference about change-point in a sequence of binomial variables","journal":"Biometrika","year":1970,"volume":57,"issue":"3","bpage":477,"epage":488,"type":"statistics"}
{"author":"EP Howrey","title":"Structural change and postwar economic stability - Econometric test","journal":"Review of Economics and Statistics","year":1970,"volume":52,"issue":"1","bpage":18,"epage":25,"type":"econometrics"}
{"author":"DV Hinkley","title":"Inference about change-point from cumulative sum tests","journal":"Biometrika","year":1971,"volume":58,"issue":"3","bpage":509,"epage":523,"type":"statistics"}
{"author":"KW Kemp","title":"Formal expressions which can be applied to CUSUM charts","journal":"Journal of the Royal Statistical Society B","year":1971,"volume":33,"issue":"3","bpage":331,"epage":360,"type":"statistics"}
{"author":"D Brook, DA Evans","title":"Approach to probability distribution of CUSUM run length","journal":"Biometrika","year":1972,"volume":59,"issue":"3","bpage":539,"epage":549,"type":"statistics"}
{"author":"WK Chiu","title":"Economic design of CUSUM charts for controlling normal means","journal":"Journal of the Royal Statistical Society C","year":1974,"volume":23,"issue":"3","bpage":420,"epage":433,"type":"statistics"}
{"author":"AFM Smith","title":"Bayesian approach to inference about a change-point in a sequence of random-variables","journal":"Biometrika","year":1975,"volume":62,"issue":"2","bpage":407,"epage":416,"type":"statistics"}
{"author":"RL Brown, J Durbin, JM Evans","title":"Techniques for testing the constancy of regression relationships over time","journal":"Journal of the Royal Statistical Society B","year":1975,"volume":37,"issue":"2","bpage":149,"epage":163,"type":"statistics"}
{"author":"M Bagshaw, RA Johnson","title":"Influence of reference values and estimated variance on arl of CUSUM tests","journal":"Journal of the Royal Statistical Society B","year":1975,"volume":37,"issue":"3","bpage":413,"epage":420,"type":"statistics"}
{"author":"RE Quandt","title":"Econometrics of structural-change","journal":"Journal of the American Statistical Association","year":1977,"volume":72,"issue":"357","bpage":239,"epage":240,"type":"statistics"}
{"author":"JS Hodgson, AB Holmes","title":"Structural stability of international capital mobility - Analysis of short-term United-States canadian bank claims","journal":"Review of Economics and Statistics","year":1977,"volume":59,"issue":"4","bpage":465,"epage":473,"type":"econometrics"}
{"author":"GW Cobb","title":"Problem of nile - Conditional solution to a changepoint problem","journal":"Biometrika","year":1978,"volume":65,"issue":"2","bpage":243,"epage":251,"type":"statistics"}
{"author":"RA Khan","title":"Walds approximations to average run length in CUSUM procedures","journal":"Journal of Statistical Planning and Inference","year":1978,"volume":2,"issue":"1","bpage":63,"epage":77,"type":"statistics"}
{"author":"J Deshayes, D Picard","title":"Testing for a change-point in a regression relationship","journal":"Biometrics","year":1980,"volume":36,"issue":"2","bpage":367,"epage":367,"type":"statistics"}
{"author":"AN Pettitt","title":"A simple cumulative sum type statistic for the change-point problem with zero-one observations","journal":"Biometrika","year":1980,"volume":67,"issue":"1","bpage":79,"epage":84,"type":"statistics"}
{"author":"JM Dufour","title":"Dummy variables and predictive tests for structural-change","journal":"Economics Letters","year":1980,"volume":6,"issue":"3","bpage":241,"epage":247,"type":"econometrics"}
{"author":"RL Carter, BJN Blight","title":"A Bayesian change-point problem with an application to the prediction and detection of ovulation in women","journal":"Biometrics","year":1981,"volume":37,"issue":"4","bpage":743,"epage":751,"type":"statistics"}
{"author":"AN Pettitt","title":"Posterior probabilities for a change-point using ranks","journal":"Biometrika","year":1981,"volume":68,"issue":"2","bpage":443,"epage":450,"type":"statistics"}
{"author":"S Zacks","title":"The probability-distribution and the expected value of a stopping variable associated with one-sided CUSUM procedures for nonnegative integer valued random-variables","journal":"Communications in Statistics: Theory and Methods","year":1981,"volume":10,"issue":"21","bpage":2245,"epage":2258,"type":"statistics"}
{"author":"LD Broemeling, JHC Choy","title":"Detecting structural-change in linear-models","journal":"Communications in Statistics: Theory and Methods","year":1981,"volume":10,"issue":"24","bpage":2551,"epage":2561,"type":"statistics"}
{"author":"DEA Giles","title":"Testing for parameter stability in structural econometric relationships","journal":"Economics Letters","year":1981,"volume":7,"issue":"4","bpage":323,"epage":326,"type":"econometrics"}
{"author":"DE Matthews, VT Farewell","title":"On testing for a constant hazard against a change-point alternative","journal":"Biometrics","year":1982,"volume":38,"issue":"2","bpage":463,"epage":468,"type":"statistics"}
{"author":"JM Lucas, RB Crosier","title":"Robust CUSUM - A robustness study for CUSUM quality-control schemes","journal":"Communications in Statistics: Theory and Methods","year":1982,"volume":11,"issue":"23","bpage":2669,"epage":2687,"type":"statistics"}
{"author":"L Broemeling","title":"Structural-change in econometrics - Introduction","journal":"Journal of Econometrics","year":1982,"volume":19,"issue":"1","bpage":1,"epage":5,"type":"econometrics"}
{"author":"YY Yang, JE Gehrmann","title":"Evidence of the structural stability of short-term capital flow","journal":"Review of Economics and Statistics","year":1982,"volume":64,"issue":"4","bpage":584,"epage":588,"type":"econometrics"}
{"author":"E Schechtman","title":"A conservative nonparametric distribution-free confidence bound for the shift in the changepoint problem","journal":"Communications in Statistics: Theory and Methods","year":1983,"volume":12,"issue":"21","bpage":2455,"epage":2464,"type":"statistics"}
{"author":"FR Forsund, L Hjalmarsson","title":"Technical progress and structural-change in the swedish cement industry 1955-1979","journal":"Econometrica","year":1983,"volume":51,"issue":"5","bpage":1449,"epage":1467,"type":"econometrics"}
{"author":"GDA Phillips, BP Mccabe","title":"The independence of tests for structural-change in regression-models","journal":"Economics Letters","year":1983,"volume":12,"issue":"3-4","bpage":283,"epage":287,"type":"econometrics"}
{"author":"AE Blakemore, DE Schlagenhauf","title":"A test for structural instability in the secular growth-rate of productivity","journal":"Economics Letters","year":1983,"volume":13,"issue":"2-3","bpage":153,"epage":159,"type":"econometrics"}
{"author":"H Erlat","title":"A note on testing for structural-change in a single equation belonging to a simultaneous system","journal":"Economics Letters","year":1983,"volume":13,"issue":"2-3","bpage":185,"epage":189,"type":"econometrics"}
{"author":"L Edler","title":"Determination of colony-forming ability of cell-lines - Estimation of a change-point in a linear-regression","journal":"Biometrics","year":1984,"volume":40,"issue":"1","bpage":262,"epage":262,"type":"statistics"}
{"author":"HT Nguyen, GS Rogers, EA Walker","title":"Estimation in change-point hazard rate models","journal":"Biometrika","year":1984,"volume":71,"issue":"2","bpage":299,"epage":304,"type":"statistics"}
{"author":"V Abel, R Avenhaus","title":"Recent paper on one-sided CUSUM procedures - Comments","journal":"Communications in Statistics: Simulation and Computation","year":1984,"volume":13,"issue":"2","bpage":289,"epage":292,"type":"statistics"}
{"author":"TJ Wales","title":"A note on likelihood ratio tests of functional form and structural-change in demand systems","journal":"Economics Letters","year":1984,"volume":14,"issue":"2-3","bpage":213,"epage":220,"type":"econometrics"}
{"author":"DA Wolfe, E Schechtman","title":"Nonparametric statistical procedures for the changepoint problem","journal":"Journal of Statistical Planning and Inference","year":1984,"volume":9,"issue":"3","bpage":389,"epage":396,"type":"statistics"}
{"author":"DE Matthews, VT Farewell","title":"On a singularity in the likelihood for a change-point hazard rate model","journal":"Biometrika","year":1985,"volume":72,"issue":"3","bpage":703,"epage":704,"type":"statistics"}
{"author":"JV Terza, AA Okoruwa","title":"An algorithm for the estimation of poisson regressions involving structural-change","journal":"Communications in Statistics: Simulation and Computation","year":1985,"volume":14,"issue":"4","bpage":853,"epage":866,"type":"statistics"}
{"author":"DH Moen, LD Broemeling","title":"The uncertainty of forecasting - Models with structural-change versus those without changing parameters","journal":"Communications in Statistics: Theory and Methods","year":1985,"volume":14,"issue":"9","bpage":2029,"epage":2040,"type":"statistics"}
{"author":"JM Lucas","title":"Cumulative sum (CUSUM) control schemes","journal":"Communications in Statistics: Theory and Methods","year":1985,"volume":14,"issue":"11","bpage":2689,"epage":2704,"type":"statistics"}
{"author":"TM Stoker","title":"Aggregation, structural-change, and cross-section estimation","journal":"Journal of the American Statistical Association","year":1985,"volume":80,"issue":"391","bpage":720,"epage":729,"type":"statistics"}
{"author":"DE Matthews, VT Farewell, R Pyke","title":"Asymptotic score-statistic processes and tests for constant hazard against a change-point alternative","journal":"The Annals of Statistics","year":1985,"volume":13,"issue":"2","bpage":583,"epage":591,"type":"statistics"}
{"author":"AE Raftery, VE Akman","title":"Bayesian-analysis of a poisson-process with a change-point","journal":"Biometrika","year":1986,"volume":73,"issue":"1","bpage":85,"epage":89,"type":"statistics"}
{"author":"KJ Worsley","title":"Confidence-regions and tests for a change-point in a sequence of exponential family random-variables","journal":"Biometrika","year":1986,"volume":73,"issue":"1","bpage":91,"epage":104,"type":"statistics"}
{"author":"N Ebrahimi","title":"A parametric approach to theory of competing risks when the time of death from each cause follows a change-point hazard rate model","journal":"Communications in Statistics: Theory and Methods","year":1986,"volume":15,"issue":"1","bpage":215,"epage":229,"type":"statistics"}
{"author":"YC Yao","title":"Maximum-likelihood-estimation in hazard rate models with a change-point","journal":"Communications in Statistics: Theory and Methods","year":1986,"volume":15,"issue":"8","bpage":2455,"epage":2466,"type":"statistics"}
{"author":"LC Alwan","title":"CUSUM quality control-multivariate approach","journal":"Communications in Statistics: Theory and Methods","year":1986,"volume":15,"issue":"12","bpage":3531,"epage":3543,"type":"statistics"}
{"author":"CB Cadsby, T Stengos","title":"Testing for parameter stability in a regression-model with AR(1) errors","journal":"Economics Letters","year":1986,"volume":20,"issue":"1","bpage":29,"epage":32,"type":"econometrics"}
{"author":"W Ploberger, W Kramer","title":"On studentizing a test for structural-change","journal":"Economics Letters","year":1986,"volume":20,"issue":"4","bpage":341,"epage":344,"type":"econometrics"}
{"author":"CLF Attfield, NW Duck","title":"Distinguishing between rational-expectations and keynesian models of the business-cycle in the presence of a structural break in the money growth-process","journal":"Economics Letters","year":1986,"volume":22,"issue":"2-3","bpage":133,"epage":135,"type":"econometrics"}
{"author":"K Ohtani","title":"Some small sample properties of tests for structural stability in a simultaneous equation","journal":"Economics Letters","year":1986,"volume":22,"issue":"2-3","bpage":229,"epage":232,"type":"econometrics"}
{"author":"VE Akman, AE Raftery","title":"Asymptotic inference for a change-point Poisson-process","journal":"The Annals of Statistics","year":1986,"volume":14,"issue":"4","bpage":1583,"epage":1590,"type":"statistics"}
{"author":"B James, KL James","title":"Tests for a change-point","journal":"Biometrika","year":1987,"volume":74,"issue":"1","bpage":71,"epage":83,"type":"statistics"}
{"author":"F Lombard","title":"Rank-tests for changepoint problems","journal":"Biometrika","year":1987,"volume":74,"issue":"3","bpage":615,"epage":624,"type":"statistics"}
{"author":"W Ploberger, W Kramer","title":"Mean adjustment and the CUSUM test for structural-change","journal":"Economics Letters","year":1987,"volume":25,"issue":"3","bpage":255,"epage":258,"type":"econometrics"}
{"author":"J Hodoshima","title":"The class of ban estimators of a single structural equation with structural-change","journal":"Economics Letters","year":1987,"volume":25,"issue":"4","bpage":339,"epage":344,"type":"econometrics"}
{"author":"PK Bhattacharya","title":"Maximum-likelihood-estimation of a change-point in the distribution of independent random-variables - General multiparameter case","journal":"Journal of Multivariate Analysis","year":1987,"volume":23,"issue":"2","bpage":183,"epage":208,"type":"statistics"}
{"author":"M Csorgo, L Horvath","title":"Nonparametric-tests for the changepoint problem","journal":"Journal of Statistical Planning and Inference","year":1987,"volume":17,"issue":"1","bpage":1,"epage":9,"type":"statistics"}
{"author":"SJ Feldman, D Mcclain, K Palmer","title":"Sources of structural-change in the United-States, 1963-78 - An input-output perspective","journal":"Review of Economics and Statistics","year":1987,"volume":69,"issue":"3","bpage":503,"epage":510,"type":"econometrics"}
{"author":"YC Yao","title":"Approximating the distribution of the maximum-likelihood estimate of the change-point in a sequence of independent random-variables","journal":"The Annals of Statistics","year":1987,"volume":15,"issue":"3","bpage":1321,"epage":1328,"type":"statistics"}
{"author":"KJ Worsley","title":"Exact percentage points of the likelihood-ratio test for a change-point hazard-rate model","journal":"Biometrics","year":1988,"volume":44,"issue":"1","bpage":259,"epage":263,"type":"statistics"}
{"author":"SM Scariano, TA Watkins","title":"Nonparametric point estimators for the change-point problem","journal":"Communications in Statistics: Theory and Methods","year":1988,"volume":17,"issue":"11","bpage":3645,"epage":3675,"type":"statistics"}
{"author":"J Hodoshima","title":"Estimation of a single structural equation with structural-change","journal":"Econometric Theory","year":1988,"volume":4,"issue":"1","bpage":86,"epage":96,"type":"econometrics"}
{"author":"BPM Mccabe","title":"A multiple decision-theory analysis of structural stability in regression","journal":"Econometric Theory","year":1988,"volume":4,"issue":"3","bpage":499,"epage":508,"type":"econometrics"}
{"author":"W Kramer, W Ploberger, R Alt","title":"Testing for structural-change in dynamic-models","journal":"Econometrica","year":1988,"volume":56,"issue":"6","bpage":1355,"epage":1369,"type":"econometrics"}
{"author":"H Lutkepohl","title":"Prediction tests for structural stability","journal":"Journal of Econometrics","year":1988,"volume":39,"issue":"3","bpage":267,"epage":296,"type":"econometrics"}
{"author":"M Csorgo, L Horvath","title":"Invariance-principles for changepoint problems","journal":"Journal of Multivariate Analysis","year":1988,"volume":27,"issue":"1","bpage":151,"epage":168,"type":"statistics"}
{"author":"BQ Miao","title":"Inference in a model with at most one slope-change point","journal":"Journal of Multivariate Analysis","year":1988,"volume":27,"issue":"2","bpage":375,"epage":391,"type":"statistics"}
{"author":"VR Huse","title":"Asymptotic properties for the sequential CUSUM procedure","journal":"Statistics & Probability Letters","year":1988,"volume":7,"issue":"1","bpage":73,"epage":80,"type":"statistics"}
{"author":"E Carlstein","title":"Nonparametric change-point estimation","journal":"The Annals of Statistics","year":1988,"volume":16,"issue":"1","bpage":188,"epage":197,"type":"statistics"}
{"author":"J Praagman","title":"Bahadur efficiency of rank-tests for the change-point problem","journal":"The Annals of Statistics","year":1988,"volume":16,"issue":"1","bpage":198,"epage":217,"type":"statistics"}
{"author":"HJ Kim, D Siegmund","title":"The likelihood ratio test for a change-point in simple linear-regression","journal":"Biometrika","year":1989,"volume":76,"issue":"3","bpage":409,"epage":423,"type":"statistics"}
{"author":"MS Gold","title":"The geometric approximation to the CUSUM run length distribution","journal":"Biometrika","year":1989,"volume":76,"issue":"4","bpage":725,"epage":733,"type":"statistics"}
{"author":"JA Achcar, H Bolfarine","title":"Constant hazard against a change-point alternative - A Bayesian-approach with censored-data","journal":"Communications in Statistics: Theory and Methods","year":1989,"volume":18,"issue":"10","bpage":3801,"epage":3819,"type":"statistics"}
{"author":"J Hodoshima","title":"Effect of nonnormality on the estimation of a single structural equation with structural-change","journal":"Econometric Theory","year":1989,"volume":5,"issue":"1","bpage":53,"epage":62,"type":"econometrics"}
{"author":"L Reichlin","title":"Structural-change and unit-root econometrics","journal":"Economics Letters","year":1989,"volume":31,"issue":"3","bpage":231,"epage":233,"type":"econometrics"}
{"author":"H Lutkepohl","title":"Prediction tests for structural stability of multiple time-series","journal":"Journal of Business & Economic Statistics","year":1989,"volume":7,"issue":"1","bpage":129,"epage":135,"type":"econometrics"}
{"author":"W Ploberger, W Kramer, K Kontrus","title":"A new test for structural stability in the linear-regression model","journal":"Journal of Econometrics","year":1989,"volume":40,"issue":"2","bpage":307,"epage":318,"type":"econometrics"}
{"author":"AK Han, D Park","title":"Testing for structural-change in panel data - Application to a study of United-States foreign-trade in manufacturing goods","journal":"Review of Economics and Statistics","year":1989,"volume":71,"issue":"1","bpage":135,"epage":142,"type":"econometrics"}
{"author":"TA Deyak, WC Sawyer, RL Sprinkle","title":"An empirical-examination of the structural stability of disaggregated United-States import demand","journal":"Review of Economics and Statistics","year":1989,"volume":71,"issue":"2","bpage":337,"epage":341,"type":"econometrics"}
{"author":"KY Liang, SG Self, XH Liu","title":"The cox proportional hazards model with change point - An epidemiologic application","journal":"Biometrics","year":1990,"volume":46,"issue":"3","bpage":783,"epage":793,"type":"statistics"}
{"author":"R Brookmeyer, JG Liao","title":"Statistical modeling of the AIDS epidemic for forecasting health-care needs","journal":"Biometrics","year":1990,"volume":46,"issue":"4","bpage":1151,"epage":1163,"type":"statistics"}
{"author":"HG Muller, JL Wang","title":"Nonparametric analysis of changes in hazard rates for censored survival-data - An alternative to change-point models","journal":"Biometrika","year":1990,"volume":77,"issue":"2","bpage":305,"epage":314,"type":"statistics"}
{"author":"R Henderson","title":"A problem with the likelihood ratio test for a change-point hazard rate model","journal":"Biometrika","year":1990,"volume":77,"issue":"4","bpage":835,"epage":843,"type":"statistics"}
{"author":"SH Juang, DA Wolfe","title":"Nonparametric changepoint procedures for repeated measures data","journal":"Communications in Statistics: Simulation and Computation","year":1990,"volume":19,"issue":"1","bpage":263,"epage":286,"type":"statistics"}
{"author":"DA Wolfe, YS Chen","title":"The changepoint problem in a multinomial sequence","journal":"Communications in Statistics: Simulation and Computation","year":1990,"volume":19,"issue":"2","bpage":603,"epage":618,"type":"statistics"}
{"author":"SM Scariano, TA Watkins","title":"Comparisons of changepoint estimators","journal":"Communications in Statistics: Simulation and Computation","year":1990,"volume":19,"issue":"2","bpage":619,"epage":636,"type":"statistics"}
{"author":"B Tornkvist","title":"On locating and characterizing parameter variation by the MOSUMsq test statistic","journal":"Communications in Statistics: Simulation and Computation","year":1990,"volume":19,"issue":"4","bpage":1247,"epage":1264,"type":"statistics"}
{"author":"L Joseph, DB Wolfson","title":"Estimating the change in a renewal process when the data are counts","journal":"Communications in Statistics: Simulation and Computation","year":1990,"volume":19,"issue":"4","bpage":1431,"epage":1441,"type":"statistics"}
{"author":"B Boukai","title":"An explicit expression for the distribution of the supremum of brownian-motion with a change point","journal":"Communications in Statistics: Theory and Methods","year":1990,"volume":19,"issue":"1","bpage":31,"epage":40,"type":"statistics"}
{"author":"SG From","title":"Nonparametric-estimation of a change point in positive shift models","journal":"Communications in Statistics: Theory and Methods","year":1990,"volume":19,"issue":"9","bpage":3163,"epage":3173,"type":"statistics"}
{"author":"W Ploberger, W Kramer","title":"The local-power of the CUSUM and CUSUM of squares tests","journal":"Econometric Theory","year":1990,"volume":6,"issue":"3","bpage":335,"epage":347,"type":"econometrics"}
{"author":"GP Meen","title":"The measurement of rationing and the treatment of structural-change in the uk mortgage market","journal":"Journal of Applied Econometrics","year":1990,"volume":5,"issue":"2","bpage":167,"epage":187,"type":"econometrics"}
{"author":"CG Lamoureux, WD Lastrapes","title":"Persistence in variance, structural-change, and the GARCH model","journal":"Journal of Business & Economic Statistics","year":1990,"volume":8,"issue":"2","bpage":225,"epage":234,"type":"econometrics"}
{"author":"YC Yao","title":"On the asymptotic-behavior of a class of nonparametric-tests for a change-point problem","journal":"Statistics & Probability Letters","year":1990,"volume":9,"issue":"2","bpage":173,"epage":177,"type":"statistics"}
{"author":"Y Ritov","title":"Decision theoretic optimality of the CUSUM procedure","journal":"The Annals of Statistics","year":1990,"volume":18,"issue":"3","bpage":1464,"epage":1469,"type":"statistics"}
{"author":"Y Ritov","title":"Asymptotic efficient estimation of the change point with unknown distributions","journal":"The Annals of Statistics","year":1990,"volume":18,"issue":"4","bpage":1829,"epage":1839,"type":"statistics"}
{"author":"MJ Buckley","title":"Detecting a smooth signal - Optimality of CUSUM based procedures","journal":"Biometrika","year":1991,"volume":78,"issue":"2","bpage":253,"epage":262,"type":"statistics"}
{"author":"M Frisen, J Demare","title":"Optimal surveillance","journal":"Biometrika","year":1991,"volume":78,"issue":"2","bpage":271,"epage":280,"type":"statistics"}
{"author":"DC Kim","title":"A Bayesian significance test of the stationarity of regression parameters","journal":"Biometrika","year":1991,"volume":78,"issue":"3","bpage":667,"epage":675,"type":"statistics"}
{"author":"CR Loader","title":"Inference for a hazard rate change point","journal":"Biometrika","year":1991,"volume":78,"issue":"4","bpage":749,"epage":757,"type":"statistics"}
{"author":"CW Champ, SE Rigdon","title":"A comparison of the Markov-chain and the integral-equation approaches for evaluating the run length distribution of quality-control charts","journal":"Communications in Statistics: Simulation and Computation","year":1991,"volume":20,"issue":"1","bpage":191,"epage":204,"type":"statistics"}
{"author":"RW Amin, WC Letsinger","title":"Improved switching rules in control procedures using variable sampling intervals","journal":"Communications in Statistics: Simulation and Computation","year":1991,"volume":20,"issue":"1","bpage":205,"epage":230,"type":"statistics"}
{"author":"SE Shamma, RW Amin, AK Shamma","title":"A double exponentially weighted moving average control procedure with variable sampling intervals","journal":"Communications in Statistics: Simulation and Computation","year":1991,"volume":20,"issue":"2-3","bpage":511,"epage":528,"type":"statistics"}
{"author":"RW Amin, AJ Searcy","title":"A nonparametric exponentially weighted moving average control scheme","journal":"Communications in Statistics: Simulation and Computation","year":1991,"volume":20,"issue":"4","bpage":1049,"epage":1072,"type":"statistics"}
{"author":"LA Aerne, CW Champ, SE Rigdon","title":"Evaluation of control charts under linear trend","journal":"Communications in Statistics: Theory and Methods","year":1991,"volume":20,"issue":"10","bpage":3341,"epage":3349,"type":"statistics"}
{"author":"G Moschini","title":"Testing for preference change in consumer demand - An indirectly separable, semiparametric model","journal":"Journal of Business & Economic Statistics","year":1991,"volume":9,"issue":"1","bpage":111,"epage":117,"type":"econometrics"}
{"author":"VK Jandhyala, IB Macneill","title":"Tests for parameter changes at unknown times in linear-regression models","journal":"Journal of Statistical Planning and Inference","year":1991,"volume":27,"issue":"3","bpage":291,"epage":316,"type":"statistics"}
{"author":"KB Kulasekera, KML Saxena","title":"Estimation of change point in failure rate models","journal":"Journal of Statistical Planning and Inference","year":1991,"volume":29,"issue":"1-2","bpage":111,"epage":124,"type":"statistics"}
{"author":"CW Champ, WH Woodall, HA Mohsen","title":"A generalized quality-control procedure","journal":"Statistics & Probability Letters","year":1991,"volume":11,"issue":"3","bpage":211,"epage":218,"type":"statistics"}
{"author":"B Szyszkowicz","title":"Changepoint problems and contiguous alternatives","journal":"Statistics & Probability Letters","year":1991,"volume":11,"issue":"4","bpage":299,"epage":308,"type":"statistics"}
{"author":"M Pollak, D Siegmund","title":"Sequential detection of a change in a normal-mean when the initial-value is unknown","journal":"The Annals of Statistics","year":1991,"volume":19,"issue":"1","bpage":394,"epage":416,"type":"statistics"}
{"author":"L Dumbgen","title":"The asymptotic-behavior of some nonparametric change-point estimators","journal":"The Annals of Statistics","year":1991,"volume":19,"issue":"3","bpage":1471,"epage":1495,"type":"statistics"}
{"author":"B Lausen, M Schumacher","title":"Maximally selected rank statistics","journal":"Biometrics","year":1992,"volume":48,"issue":"1","bpage":73,"epage":85,"type":"statistics"}
{"author":"C Hirotsu, S Kuriki, AJ Hayter","title":"Multiple comparison procedures based on the maximal component of the cumulative chi-squared statistic","journal":"Biometrika","year":1992,"volume":79,"issue":"2","bpage":381,"epage":392,"type":"statistics"}
{"author":"P Hackl, J Ledolter","title":"A new nonparametric quality-control technique","journal":"Communications in Statistics: Simulation and Computation","year":1992,"volume":21,"issue":"2","bpage":423,"epage":443,"type":"statistics"}
{"author":"MS Saccucci, RW Amin, JM Lucas","title":"Exponentially weighted moving average control schemes with variable sampling intervals","journal":"Communications in Statistics: Simulation and Computation","year":1992,"volume":21,"issue":"3","bpage":627,"epage":657,"type":"statistics"}
{"author":"DM Hawkins","title":"Evaluation of average run lengths of cumulative sum charts for an arbitrary data distribution","journal":"Communications in Statistics: Simulation and Computation","year":1992,"volume":21,"issue":"4","bpage":1001,"epage":1020,"type":"statistics"}
{"author":"CW Champ","title":"Steady-state run length analysis of a shewhart quality-control chart with supplementary runs rules","journal":"Communications in Statistics: Theory and Methods","year":1992,"volume":21,"issue":"3","bpage":765,"epage":777,"type":"statistics"}
{"author":"L Joseph, DB Wolfson","title":"Estimation in multi-path change-point problems","journal":"Communications in Statistics: Theory and Methods","year":1992,"volume":21,"issue":"4","bpage":897,"epage":913,"type":"statistics"}
{"author":"JK Ghosh, SN Joshi","title":"On the asymptotic-distribution of an estimate of the change point in a failure rate","journal":"Communications in Statistics: Theory and Methods","year":1992,"volume":21,"issue":"12","bpage":3571,"epage":3588,"type":"statistics"}
{"author":"DM Stasinopoulos, RA Rigby","title":"Detecting break points in generalized linear-models","journal":"Computational Statistics & Data Analysis","year":1992,"volume":13,"issue":"4","bpage":461,"epage":471,"type":"statistics"}
{"author":"VK Jandhyala, IB Macneill","title":"On testing for the constancy of regression-coefficients under random-walk and change-point alternatives","journal":"Econometric Theory","year":1992,"volume":8,"issue":"4","bpage":501,"epage":517,"type":"econometrics"}
{"author":"W Ploberger, W Kramer","title":"The CUSUM test with OLS residuals","journal":"Econometrica","year":1992,"volume":60,"issue":"2","bpage":271,"epage":285,"type":"econometrics"}
{"author":"D Giles, M Scott","title":"Some consequences of using the Chow test in the context of autocorrelated disturbances","journal":"Economics Letters","year":1992,"volume":38,"issue":"2","bpage":145,"epage":150,"type":"econometrics"}
{"author":"SJ Leybourne, BPM Mccabe","title":"A simple test for parameter constancy in a nonlinear time-series regression-model","journal":"Economics Letters","year":1992,"volume":38,"issue":"2","bpage":157,"epage":162,"type":"econometrics"}
{"author":"R Macdonald, MP Taylor","title":"A stable United-States money demand function, 1874-1975","journal":"Economics Letters","year":1992,"volume":39,"issue":"2","bpage":191,"epage":198,"type":"econometrics"}
{"author":"JG Simonato","title":"Estimation of GARCH process in the presence of structural-change","journal":"Economics Letters","year":1992,"volume":40,"issue":"2","bpage":155,"epage":158,"type":"econometrics"}
{"author":"J Bullard","title":"Time-varying parameters and nonconvergence to rational-expectations under least-squares learning","journal":"Economics Letters","year":1992,"volume":40,"issue":"2","bpage":159,"epage":166,"type":"econometrics"}
{"author":"W Kramer, P Schotman","title":"Range vs maximum in the OLS-based version of the CUSUM test","journal":"Economics Letters","year":1992,"volume":40,"issue":"4","bpage":379,"epage":381,"type":"econometrics"}
{"author":"S Hamori","title":"On the structural stability of preference parameters obtained from japanese financial market data","journal":"Economics Letters","year":1992,"volume":40,"issue":"4","bpage":459,"epage":464,"type":"econometrics"}
{"author":"B Raj","title":"International evidence on persistence in output in the presence of an episodic change","journal":"Journal of Applied Econometrics","year":1992,"volume":7,"issue":"3","bpage":281,"epage":293,"type":"econometrics"}
{"author":"G Dearcangelis","title":"Statistical-analysis and forecasting of economic structural-change","journal":"Journal of Applied Econometrics","year":1992,"volume":7,"issue":"4","bpage":435,"epage":436,"type":"econometrics"}
{"author":"E Zivot, DWK Andrews","title":"Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis","journal":"Journal of Business & Economic Statistics","year":1992,"volume":10,"issue":"3","bpage":251,"epage":270,"type":"econometrics"}
{"author":"A Banerjee, RL Lumsdaine, JH Stock","title":"Recursive and sequential-tests of the unit-root and trend-break hypotheses - Theory and international evidence","journal":"Journal of Business & Economic Statistics","year":1992,"volume":10,"issue":"3","bpage":271,"epage":287,"type":"econometrics"}
{"author":"CSJ Chu, H White","title":"A direct test for changing trend","journal":"Journal of Business & Economic Statistics","year":1992,"volume":10,"issue":"3","bpage":289,"epage":299,"type":"econometrics"}
{"author":"P Perron, TJ Vogelsang","title":"Nonstationarity and level shifts with an application to purchasing power parity","journal":"Journal of Business & Economic Statistics","year":1992,"volume":10,"issue":"3","bpage":301,"epage":320,"type":"econometrics"}
{"author":"BE Hansen","title":"Tests for parameter instability in regressions with I(1) processes","journal":"Journal of Business & Economic Statistics","year":1992,"volume":10,"issue":"3","bpage":321,"epage":335,"type":"econometrics"}
{"author":"AC Harvey, SJ Koopman","title":"Diagnostic checking of unobserved-components time-series models","journal":"Journal of Business & Economic Statistics","year":1992,"volume":10,"issue":"4","bpage":377,"epage":389,"type":"econometrics"}
{"author":"JA Mills","title":"Bayesian prediction tests for structural stability","journal":"Journal of Econometrics","year":1992,"volume":52,"issue":"3","bpage":381,"epage":388,"type":"econometrics"}
{"author":"J Hodoshima","title":"Finite-sample properties of single-equation estimators under structural-change","journal":"Journal of Econometrics","year":1992,"volume":53,"issue":"1-3","bpage":189,"epage":209,"type":"econometrics"}
{"author":"K Szajowski","title":"Optimal online detection of outside observations","journal":"Journal of Statistical Planning and Inference","year":1992,"volume":30,"issue":"3","bpage":413,"epage":422,"type":"statistics"}
{"author":"DL Hawkins","title":"Detecting shifts in functions of multivariate location and covariance parameters","journal":"Journal of Statistical Planning and Inference","year":1992,"volume":33,"issue":"2","bpage":233,"epage":244,"type":"statistics"}
{"author":"E Carlstein, C Krishnamoorthy","title":"Boundary estimation","journal":"Journal of the American Statistical Association","year":1992,"volume":87,"issue":"418","bpage":430,"epage":438,"type":"statistics"}
{"author":"D Assaf, M Pollak, Y Ritov","title":"A new look at warning and action lines of surveillance schemes","journal":"Journal of the American Statistical Association","year":1992,"volume":87,"issue":"419","bpage":889,"epage":895,"type":"statistics"}
{"author":"HJ Kim","title":"Boundary crossing probabilities by nondifferentiable processes and applications to 2-phase regression","journal":"Statistics & Probability Letters","year":1992,"volume":14,"issue":"2","bpage":97,"epage":102,"type":"statistics"}
{"author":"D Barry, JA Hartigan","title":"Product partition models for change point problems","journal":"The Annals of Statistics","year":1992,"volume":20,"issue":"1","bpage":260,"epage":279,"type":"statistics"}
{"author":"DL Hawkins, S Kochar, C Loader","title":"Testing exponentiality against IDMRL distributions with unknown change point","journal":"The Annals of Statistics","year":1992,"volume":20,"issue":"1","bpage":280,"epage":290,"type":"statistics"}
{"author":"HG Muller","title":"Change-points in nonparametric regression-analysis","journal":"The Annals of Statistics","year":1992,"volume":20,"issue":"2","bpage":737,"epage":761,"type":"statistics"}
{"author":"CR Loader","title":"A log-linear model for a Poisson-process change point","journal":"The Annals of Statistics","year":1992,"volume":20,"issue":"3","bpage":1391,"epage":1411,"type":"statistics"}
{"author":"RL Eubank, JD Hart","title":"Commonality of CUSUM, vonneumann and smoothing-based goodness-of-fit tests","journal":"Biometrika","year":1993,"volume":80,"issue":"1","bpage":89,"epage":98,"type":"statistics"}
{"author":"CH Jun, MS Choi","title":"Simulating the average run-length for CUSUM schemes using variance reduction techniques","journal":"Communications in Statistics: Simulation and Computation","year":1993,"volume":22,"issue":"3","bpage":877,"epage":887,"type":"statistics"}
{"author":"GS Wasserman","title":"An efficient search algorithm for design of a CUSUM based procedure for process monitoring","journal":"Communications in Statistics: Simulation and Computation","year":1993,"volume":22,"issue":"3","bpage":889,"epage":909,"type":"statistics"}
{"author":"TS Vaughan","title":"Variable sampling interval np process-control chart","journal":"Communications in Statistics: Theory and Methods","year":1993,"volume":22,"issue":"1","bpage":147,"epage":167,"type":"statistics"}
{"author":"HJ Kim","title":"2-phase regression with nonhomogeneous errors","journal":"Communications in Statistics: Theory and Methods","year":1993,"volume":22,"issue":"3","bpage":647,"epage":657,"type":"statistics"}
{"author":"D Giles, O Lieberman","title":"Bounds on the effect of heteroscedasticity on the Chow test for structural-change","journal":"Communications in Statistics: Theory and Methods","year":1993,"volume":22,"issue":"3","bpage":687,"epage":703,"type":"statistics"}
{"author":"M Zhao","title":"Change-point problems in software and hardware reliability","journal":"Communications in Statistics: Theory and Methods","year":1993,"volume":22,"issue":"3","bpage":757,"epage":768,"type":"statistics"}
{"author":"KM Oberg, DL Snyder","title":"One-cluster sampling designs for an autocorrelated population","journal":"Communications in Statistics: Theory and Methods","year":1993,"volume":22,"issue":"7","bpage":1979,"epage":1998,"type":"statistics"}
{"author":"A Buse, NK Dastoor","title":"The power of 2 exact tests for structural-change in the presence of heteroskedasticity","journal":"Communications in Statistics: Theory and Methods","year":1993,"volume":22,"issue":"8","bpage":2239,"epage":2257,"type":"statistics"}
{"author":"CY Wang, CB Lee","title":"Bayesian-analysis for a change in the intercept of simple linear-regression","journal":"Communications in Statistics: Theory and Methods","year":1993,"volume":22,"issue":"11","bpage":3031,"epage":3050,"type":"statistics"}
{"author":"DWK Andrews","title":"Tests for parameter instability and structural-change with unknown change-point","journal":"Econometrica","year":1993,"volume":61,"issue":"4","bpage":821,"epage":856,"type":"econometrics"}
{"author":"JH Wright","title":"The CUSUM test based on least-squares residuals in regressions with integrated variables","journal":"Economics Letters","year":1993,"volume":41,"issue":"4","bpage":353,"epage":358,"type":"econometrics"}
{"author":"DA Chapman, M Ogaki","title":"Cotrending and the stationarity of the real interest-rate","journal":"Economics Letters","year":1993,"volume":42,"issue":"2-3","bpage":133,"epage":138,"type":"econometrics"}
{"author":"A Hecq, JP Urbain","title":"Misspecification tests, unit roots and level shifts","journal":"Economics Letters","year":1993,"volume":43,"issue":"2","bpage":129,"epage":135,"type":"econometrics"}
{"author":"CK Min, A Zellner","title":"Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth-rates","journal":"Journal of Econometrics","year":1993,"volume":56,"issue":"1-2","bpage":89,"epage":118,"type":"econometrics"}
{"author":"RF Engle, DF Hendry","title":"Testing superexogeneity and invariance in regression-models","journal":"Journal of Econometrics","year":1993,"volume":56,"issue":"1-2","bpage":119,"epage":139,"type":"econometrics"}
{"author":"A Cohen, JHB Kemperman, HB Sackrowitz","title":"Unbiased-tests for normal order restricted hypotheses","journal":"Journal of Multivariate Analysis","year":1993,"volume":46,"issue":"1","bpage":139,"epage":153,"type":"statistics"}
{"author":"WT Huang, YP Chang","title":"Nonparametric-estimation in change-point models","journal":"Journal of Statistical Planning and Inference","year":1993,"volume":35,"issue":"3","bpage":335,"epage":347,"type":"statistics"}
{"author":"VK Jandhyala, CD Minogue","title":"Distributions of Bayes-type change-point statistics under polynomial regression","journal":"Journal of Statistical Planning and Inference","year":1993,"volume":37,"issue":"3","bpage":271,"epage":290,"type":"statistics"}
{"author":"VK Jandhyala","title":"A property of partial-sums of regression least-squares residuals and its applications","journal":"Journal of Statistical Planning and Inference","year":1993,"volume":37,"issue":"3","bpage":317,"epage":326,"type":"statistics"}
{"author":"D Barry, JA Hartigan","title":"A Bayesian-analysis for change point problems","journal":"Journal of the American Statistical Association","year":1993,"volume":88,"issue":"421","bpage":309,"epage":319,"type":"statistics"}
{"author":"PT Theodossiou","title":"Predicting shifts in the mean of a multivariate time-series process - An application in predicting business failures","journal":"Journal of the American Statistical Association","year":1993,"volume":88,"issue":"422","bpage":441,"epage":449,"type":"statistics"}
{"author":"D Barry, JA Hartigan","title":"Choice models for predicting divisional winners in major-league baseball","journal":"Journal of the American Statistical Association","year":1993,"volume":88,"issue":"423","bpage":766,"epage":774,"type":"statistics"}
{"author":"HJ Kim, LJ Cai","title":"Robustness of the likelihood ratio test for a change in simple linear-regression","journal":"Journal of the American Statistical Association","year":1993,"volume":88,"issue":"423","bpage":864,"epage":871,"type":"statistics"}
{"author":"G Flaig, V Steiner","title":"Searching for the productivity slowdown - Some surprising findings from west-german manufacturing","journal":"Review of Economics and Statistics","year":1993,"volume":75,"issue":"1","bpage":57,"epage":65,"type":"econometrics"}
{"author":"AR Chowdhury","title":"Does exchange-rate volatility depress trade-flows - Evidence from error-correction models","journal":"Review of Economics and Statistics","year":1993,"volume":75,"issue":"4","bpage":700,"epage":706,"type":"econometrics"}
{"author":"O Decambry","title":"Asymptotic law in sequential estimation of a change point","journal":"Statistics & Probability Letters","year":1993,"volume":16,"issue":"5","bpage":379,"epage":390,"type":"statistics"}
{"author":"TS Lee","title":"Estimating coefficients of 2-phase linear-regression model with autocorrelated errors","journal":"Statistics & Probability Letters","year":1993,"volume":18,"issue":"2","bpage":113,"epage":120,"type":"statistics"}
{"author":"SM Tang, IB Macneill","title":"The effect of serial-correlation on tests for parameter change at unknown time","journal":"The Annals of Statistics","year":1993,"volume":21,"issue":"1","bpage":552,"epage":575,"type":"statistics"}
{"author":"DP Foster, EI George","title":"Estimation up to a change-point","journal":"The Annals of Statistics","year":1993,"volume":21,"issue":"2","bpage":625,"epage":644,"type":"statistics"}
{"author":"MS Srivastava, YH Wu","title":"Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean","journal":"The Annals of Statistics","year":1993,"volume":21,"issue":"2","bpage":645,"epage":670,"type":"statistics"}
{"author":"L Horvath","title":"The maximum-likelihood method for testing changes in the parameters of normal observations","journal":"The Annals of Statistics","year":1993,"volume":21,"issue":"2","bpage":671,"epage":680,"type":"statistics"}
{"author":"D Assaf, M Pollak, Y Ritov, B Yakir","title":"Detecting a change of a normal-mean by dynamic sampling with a probability bound on a false alarm","journal":"The Annals of Statistics","year":1993,"volume":21,"issue":"3","bpage":1155,"epage":1165,"type":"statistics"}
{"author":"S Wallenstein, J Naus, J Glaz","title":"Power of the scan statistic in detecting a changed segment in a bernoulli sequence","journal":"Biometrika","year":1994,"volume":81,"issue":"3","bpage":595,"epage":601,"type":"statistics"}
{"author":"N Sugiura, RT Ogden","title":"Testing change-points with linear trend","journal":"Communications in Statistics: Simulation and Computation","year":1994,"volume":23,"issue":"2","bpage":287,"epage":322,"type":"statistics"}
{"author":"FF Gan","title":"An optimal-design of cumulative sum control chart based on median run-length","journal":"Communications in Statistics: Simulation and Computation","year":1994,"volume":23,"issue":"2","bpage":485,"epage":503,"type":"statistics"}
{"author":"CR Superville, BM Adams","title":"An evaluation of forecast-based quality-control schemes","journal":"Communications in Statistics: Simulation and Computation","year":1994,"volume":23,"issue":"3","bpage":645,"epage":661,"type":"statistics"}
{"author":"IG Vlachonikolis, VGS Vasdekis","title":"On a class of change-point models in covariance-structures for growth-curves and repeated measurements","journal":"Communications in Statistics: Theory and Methods","year":1994,"volume":23,"issue":"4","bpage":1087,"epage":1102,"type":"statistics"}
{"author":"CK Chu","title":"Estimation of change-points in a nonparametric regression function through kernel density-estimation","journal":"Communications in Statistics: Theory and Methods","year":1994,"volume":23,"issue":"11","bpage":3037,"epage":3062,"type":"statistics"}
{"author":"XL Luo, BW Turnbull, HY Cai, LC Clark","title":"Regression for censored survival-data with lag effects","journal":"Communications in Statistics: Theory and Methods","year":1994,"volume":23,"issue":"12","bpage":3417,"epage":3438,"type":"statistics"}
{"author":"B Boukai","title":"Graphically based interval estimation for the change-point","journal":"Computational Statistics & Data Analysis","year":1994,"volume":17,"issue":"1","bpage":77,"epage":86,"type":"statistics"}
{"author":"JY Park, J Sung","title":"Testing for unit roots in models with structural-change","journal":"Econometric Theory","year":1994,"volume":10,"issue":"5","bpage":917,"epage":936,"type":"econometrics"}
{"author":"DWK Andrews, W Ploberger","title":"Optimal tests when a nuisance parameter is present only under the alternative","journal":"Econometrica","year":1994,"volume":62,"issue":"6","bpage":1383,"epage":1414,"type":"econometrics"}
{"author":"CM Kuan","title":"A range-CUSUM test with recursive residuals","journal":"Economics Letters","year":1994,"volume":45,"issue":"3","bpage":309,"epage":313,"type":"econometrics"}
{"author":"P Ilmakunnas, H Torma","title":"Energy crises and change of technology","journal":"Journal of Applied Econometrics","year":1994,"volume":9,"issue":"3","bpage":305,"epage":320,"type":"econometrics"}
{"author":"G Koop, MFJ Steel","title":"A decision-theoretic analysis of the unit-root hypothesis using mixtures of elliptic models","journal":"Journal of Business & Economic Statistics","year":1994,"volume":12,"issue":"1","bpage":95,"epage":107,"type":"econometrics"}
{"author":"B Raj, DJ Slottje","title":"The trend behavior of alternative income inequality measures in the United-States from 1947-1990 and the structural break","journal":"Journal of Business & Economic Statistics","year":1994,"volume":12,"issue":"4","bpage":479,"epage":487,"type":"econometrics"}
{"author":"CFJ Lin, T Terasvirta","title":"Testing the constancy of regression parameters against continuous structural-change","journal":"Journal of Econometrics","year":1994,"volume":62,"issue":"2","bpage":211,"epage":228,"type":"econometrics"}
{"author":"E Gombay, L Horvath","title":"Limit-theorems for change in linear-regression","journal":"Journal of Multivariate Analysis","year":1994,"volume":48,"issue":"1","bpage":43,"epage":69,"type":"statistics"}
{"author":"HG Muller, KS Song","title":"Maximin estimation of multidimensional boundaries","journal":"Journal of Multivariate Analysis","year":1994,"volume":50,"issue":"2","bpage":265,"epage":281,"type":"statistics"}
{"author":"HJ Kim","title":"Likelihood ratio and cumulative sum tests for a change-point in linear-regression","journal":"Journal of Multivariate Analysis","year":1994,"volume":51,"issue":"1","bpage":54,"epage":70,"type":"statistics"}
{"author":"D Ferger","title":"An extension of the Csorgo-Horvath functional limit-theorem and its applications to changepoint problems","journal":"Journal of Multivariate Analysis","year":1994,"volume":51,"issue":"2","bpage":338,"epage":351,"type":"statistics"}
{"author":"D Ferger","title":"Change-point estimators in case of small disorders","journal":"Journal of Statistical Planning and Inference","year":1994,"volume":40,"issue":"1","bpage":33,"epage":49,"type":"statistics"}
{"author":"C Inclan, GC Tiao","title":"Use of cumulative sums of squares for retrospective detection of changes of variance","journal":"Journal of the American Statistical Association","year":1994,"volume":89,"issue":"427","bpage":913,"epage":923,"type":"statistics"}
{"author":"D Mollison, V Isham, B Grenfell","title":"Epidemics - Models and data","journal":"Journal of the Royal Statistical Society A","year":1994,"volume":157,"bpage":115,"epage":149,"type":"statistics"}
{"author":"D Ferger","title":"On the rate of almost sure convergence of Dumbgen change-point estimators","journal":"Statistics & Probability Letters","year":1994,"volume":19,"issue":"1","bpage":27,"epage":31,"type":"statistics"}
{"author":"E Gombay","title":"Testing for change-points with rank and sign statistics","journal":"Statistics & Probability Letters","year":1994,"volume":20,"issue":"1","bpage":49,"epage":55,"type":"statistics"}
{"author":"A Cohen, D Kushary","title":"Adaptive and unbiased predictors in a change-point regression-model","journal":"Statistics & Probability Letters","year":1994,"volume":20,"issue":"2","bpage":131,"epage":138,"type":"statistics"}
{"author":"L Gordon, M Pollak","title":"An efficient sequential nonparametric scheme for detecting a change of distribution","journal":"The Annals of Statistics","year":1994,"volume":22,"issue":"2","bpage":763,"epage":804,"type":"statistics"}
{"author":"MS Srivastava, YH Wu","title":"Dynamic sampling plan in Shiryayev-Roberts procedure for detecting a change in the drift of Brownian-motion","journal":"The Annals of Statistics","year":1994,"volume":22,"issue":"2","bpage":805,"epage":823,"type":"statistics"}
{"author":"JA Hartigan","title":"Linear estimators in change-point problems","journal":"The Annals of Statistics","year":1994,"volume":22,"issue":"2","bpage":824,"epage":834,"type":"statistics"}
{"author":"A Cohen, JHB Kemperman, HB Sackrowitz","title":"Unbiased testing in exponential family regression","journal":"The Annals of Statistics","year":1994,"volume":22,"issue":"4","bpage":1931,"epage":1946,"type":"statistics"}
{"author":"JS Bai","title":"Weak-convergence of the sequential empirical processes of residuals in ARMA models","journal":"The Annals of Statistics","year":1994,"volume":22,"issue":"4","bpage":2051,"epage":2061,"type":"statistics"}
{"author":"AS Kiuchi, JA Hartigan, TR Holford, P Rubinstein, CE Stevens","title":"Change-points in the series of T4 counts prior to AIDS","journal":"Biometrics","year":1995,"volume":51,"issue":"1","bpage":236,"epage":248,"type":"statistics"}
{"author":"CSJ Chu, K Hornik, CM Kuan","title":"MOSUM tests for parameter constancy","journal":"Biometrika","year":1995,"volume":82,"issue":"3","bpage":603,"epage":617,"type":"statistics"}
{"author":"PJ Green","title":"Reversible jump Markov chain Monte Carlo computation and Bayesian model determination","journal":"Biometrika","year":1995,"volume":82,"issue":"4","bpage":711,"epage":732,"type":"statistics"}
{"author":"M Altekar, JM Lucas, JH Schuenemeyer","title":"Shift detection in 2-way arrays","journal":"Communications in Statistics: Simulation and Computation","year":1995,"volume":24,"issue":"3","bpage":711,"epage":731,"type":"statistics"}
{"author":"H Tanizaki","title":"Asymptotically exact confidence-intervals of CUSUM and CUSUMSQ tests - A numerical derivation using simulation technique","journal":"Communications in Statistics: Simulation and Computation","year":1995,"volume":24,"issue":"4","bpage":1019,"epage":1036,"type":"statistics"}
{"author":"GC Runger, TR Willemain, S Prabhu","title":"Average run lengths for CUSUM control charts applied to residuals","journal":"Communications in Statistics: Theory and Methods","year":1995,"volume":24,"issue":"1","bpage":273,"epage":282,"type":"statistics"}
{"author":"CS Cheng","title":"A cumulative score control scheme for detecting process shifts","journal":"Communications in Statistics: Theory and Methods","year":1995,"volume":24,"issue":"3","bpage":755,"epage":774,"type":"statistics"}
{"author":"HP Zhang","title":"Detecting change-points and monitoring biomedical data","journal":"Communications in Statistics: Theory and Methods","year":1995,"volume":24,"issue":"5","bpage":1307,"epage":1324,"type":"statistics"}
{"author":"J Zhang","title":"Asymptotics of the run lengths of 2 control charts","journal":"Communications in Statistics: Theory and Methods","year":1995,"volume":24,"issue":"9","bpage":2375,"epage":2403,"type":"statistics"}
{"author":"AH Boyd","title":"A minimum-cost exponential CUSUM test","journal":"Communications in Statistics: Theory and Methods","year":1995,"volume":24,"issue":"11","bpage":2929,"epage":2958,"type":"statistics"}
{"author":"C Amsler, JS Lee","title":"An lm test for a unit-root in the presence of a structural-change","journal":"Econometric Theory","year":1995,"volume":11,"issue":"2","bpage":359,"epage":368,"type":"econometrics"}
{"author":"JS Bai","title":"Least absolute deviation estimation of a shift","journal":"Econometric Theory","year":1995,"volume":11,"issue":"3","bpage":403,"epage":436,"type":"econometrics"}
{"author":"J Hidalgo","title":"A nonparametric conditional moment test for structural stability","journal":"Econometric Theory","year":1995,"volume":11,"issue":"4","bpage":671,"epage":698,"type":"econometrics"}
{"author":"CSJ Chu, K Hornik, CM Kuan","title":"The moving-estimates test for parameter stability","journal":"Econometric Theory","year":1995,"volume":11,"issue":"4","bpage":699,"epage":720,"type":"econometrics"}
{"author":"LC Nunes, CM Kuan, P Newbold","title":"Spurious break","journal":"Econometric Theory","year":1995,"volume":11,"issue":"4","bpage":736,"epage":749,"type":"econometrics"}
{"author":"TTL Chong","title":"Partial parameter consistency in a misspecified structural-change model","journal":"Economics Letters","year":1995,"volume":49,"issue":"4","bpage":351,"epage":357,"type":"econometrics"}
{"author":"E Tzavalis, MR Wickens","title":"The persistence in volatility of the US-term-premium 1970-1986","journal":"Economics Letters","year":1995,"volume":49,"issue":"4","bpage":381,"epage":389,"type":"econometrics"}
{"author":"B Raj","title":"Institutional hypothesis of the long-run income velocity of money and parameter stability of the equilibrium relationship","journal":"Journal of Applied Econometrics","year":1995,"volume":10,"issue":"3","bpage":233,"epage":253,"type":"econometrics"}
{"author":"CE Weber","title":"Cyclical output, cyclical unemployment, and Okuns coefficient - A new approach","journal":"Journal of Applied Econometrics","year":1995,"volume":10,"issue":"4","bpage":433,"epage":445,"type":"econometrics"}
{"author":"F Canova, BE Hansen","title":"Are seasonal patterns constant over time - A test for seasonal stability","journal":"Journal of Business & Economic Statistics","year":1995,"volume":13,"issue":"3","bpage":237,"epage":252,"type":"econometrics"}
{"author":"RW Masulis, VK Ng","title":"Overnight and daytime stock-return dynamics on the London stock-exchange - The impacts of big-bang and the 1987 stock-market crash","journal":"Journal of Business & Economic Statistics","year":1995,"volume":13,"issue":"4","bpage":365,"epage":378,"type":"econometrics"}
{"author":"CE Quintos","title":"Sustainability of the deficit process with structural shifts","journal":"Journal of Business & Economic Statistics","year":1995,"volume":13,"issue":"4","bpage":409,"epage":417,"type":"econometrics"}
{"author":"E Yashchin","title":"Likelihood ratio methods for monitoring parameters of a nested random effect model","journal":"Journal of the American Statistical Association","year":1995,"volume":90,"issue":"430","bpage":729,"epage":738,"type":"statistics"}
{"author":"RE Kass, AE Raftery","title":"Bayes factors","journal":"Journal of the American Statistical Association","year":1995,"volume":90,"issue":"430","bpage":773,"epage":795,"type":"statistics"}
{"author":"RY Liu","title":"Control charts for multivariate processes","journal":"Journal of the American Statistical Association","year":1995,"volume":90,"issue":"432","bpage":1380,"epage":1387,"type":"statistics"}
{"author":"EJT Goetghebeur, SJ Pocock","title":"Detection and estimation of J-shaped risk response relationships","journal":"Journal of the Royal Statistical Society A","year":1995,"volume":158,"bpage":107,"epage":121,"type":"statistics"}
{"author":"AF Bissell","title":"Weighted cumulative sums for text analysis using word counts","journal":"Journal of the Royal Statistical Society A","year":1995,"volume":158,"bpage":525,"epage":545,"type":"statistics"}
{"author":"BP Carlin, S Chib","title":"Bayesian model choice via Markov-chain Monte-Carlo methods","journal":"Journal of the Royal Statistical Society B","year":1995,"volume":57,"issue":"3","bpage":473,"epage":484,"type":"statistics"}
{"author":"TL Lai","title":"Sequential changepoint detection in quality-control and dynamical-systems","journal":"Journal of the Royal Statistical Society B","year":1995,"volume":57,"issue":"4","bpage":613,"epage":658,"type":"statistics"}
{"author":"GS Watson","title":"Detecting a change in the intercept in multiple-regression","journal":"Statistics & Probability Letters","year":1995,"volume":23,"issue":"1","bpage":69,"epage":72,"type":"statistics"}
{"author":"TM Margavio, MD Conerly, WH Woodall, LG Drake","title":"Alarm rates for quality-control charts","journal":"Statistics & Probability Letters","year":1995,"volume":24,"issue":"3","bpage":219,"epage":224,"type":"statistics"}
{"author":"D Siegmund, ES Venkatraman","title":"Using the generalized likelihood ratio statistic for sequential detection of a change-point","journal":"The Annals of Statistics","year":1995,"volume":23,"issue":"1","bpage":255,"epage":271,"type":"statistics"}
{"author":"B Yakir","title":"A note on the run-length to false alarm of a change-point detection policy","journal":"The Annals of Statistics","year":1995,"volume":23,"issue":"1","bpage":272,"epage":281,"type":"statistics"}
{"author":"RA Davis, DW Huang, YC Yao","title":"Testing for a change in the parameter values and order of an autoregressive model","journal":"The Annals of Statistics","year":1995,"volume":23,"issue":"1","bpage":282,"epage":304,"type":"statistics"}
{"author":"DO Siegmund, KJ Worsley","title":"Testing for a signal with unknown location and scale in a stationary Gaussian random-field","journal":"The Annals of Statistics","year":1995,"volume":23,"issue":"2","bpage":608,"epage":639,"type":"statistics"}
{"author":"H Rubin, KS Song","title":"Exact computation of the asymptotic efficiency of maximum-likelihood estimators of a discontinuous signal in a Gaussian white-noise","journal":"The Annals of Statistics","year":1995,"volume":23,"issue":"3","bpage":732,"epage":739,"type":"statistics"}
{"author":"L Gordon, M Pollak","title":"A robust surveillance scheme for stochastically ordered-alternatives","journal":"The Annals of Statistics","year":1995,"volume":23,"issue":"4","bpage":1350,"epage":1375,"type":"statistics"}
{"author":"DWK Andrews, W Ploberger","title":"Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative","journal":"The Annals of Statistics","year":1995,"volume":23,"issue":"5","bpage":1609,"epage":1629,"type":"statistics"}
{"author":"D Ferger","title":"Nonparametric tests for nonstandard change-point problems","journal":"The Annals of Statistics","year":1995,"volume":23,"issue":"5","bpage":1848,"epage":1861,"type":"statistics"}
{"author":"M Zhan, CB Dean, R Routledge, P Gallaugher, AP Farrell, H Thorarensen","title":"Inference on segmented polynomial models","journal":"Biometrics","year":1996,"volume":52,"issue":"1","bpage":321,"epage":327,"type":"statistics"}
{"author":"JA Koziol, SCH Wu","title":"Changepoint statistics for assessing a treatment-covariate interaction","journal":"Biometrics","year":1996,"volume":52,"issue":"3","bpage":1147,"epage":1152,"type":"statistics"}
{"author":"CK Carter, R Kohn","title":"Markov chain Monte Carlo in conditionally Gaussian state space models","journal":"Biometrika","year":1996,"volume":83,"issue":"3","bpage":589,"epage":601,"type":"statistics"}
{"author":"J Beran, N Terrin","title":"Testing for a change of the long-memory parameter","journal":"Biometrika","year":1996,"volume":83,"issue":"3","bpage":627,"epage":638,"type":"statistics"}
{"author":"S Douglas, DK Guilkey","title":"Bootstrap standard error estimates in a switching regression model with unknown switch point","journal":"Communications in Statistics: Simulation and Computation","year":1996,"volume":25,"issue":"1","bpage":1,"epage":23,"type":"statistics"}
{"author":"RL Edgeman","title":"SPRT and CUSUM results for inverse gaussian processes","journal":"Communications in Statistics: Theory and Methods","year":1996,"volume":25,"issue":"11","bpage":2797,"epage":2806,"type":"statistics"}
{"author":"JK Ghosh, SN Joshi, C Mukhopadhyay","title":"Asymptotics of a Bayesian approach to estimating change-point in a hazard rate","journal":"Communications in Statistics: Theory and Methods","year":1996,"volume":25,"issue":"12","bpage":3147,"epage":3166,"type":"statistics"}
{"author":"T Ogden, E Parzen","title":"Data dependent wavelet thresholding in nonparametric regression with change-point applications","journal":"Computational Statistics & Data Analysis","year":1996,"volume":22,"issue":"1","bpage":53,"epage":70,"type":"statistics"}
{"author":"JS Bai","title":"Testing for parameter constancy in linear regressions: An empirical distribution function approach","journal":"Econometrica","year":1996,"volume":64,"issue":"3","bpage":597,"epage":622,"type":"econometrics"}
{"author":"CSJ Chu, M Stinchcombe, H White","title":"Monitoring structural change","journal":"Econometrica","year":1996,"volume":64,"issue":"5","bpage":1045,"epage":1065,"type":"econometrics"}
{"author":"F Sowell","title":"Optimal tests for parameter instability in the generalized method of moments framework","journal":"Econometrica","year":1996,"volume":64,"issue":"5","bpage":1085,"epage":1107,"type":"econometrics"}
{"author":"J Adda, J Gonzalo","title":"P-values for non-standard distributions with an application to the DF test","journal":"Economics Letters","year":1996,"volume":50,"issue":"2","bpage":155,"epage":160,"type":"econometrics"}
{"author":"LC Nunes, P Newbold, CM Kuan","title":"Spurious number of breaks","journal":"Economics Letters","year":1996,"volume":50,"issue":"2","bpage":175,"epage":178,"type":"econometrics"}
{"author":"K Hao, B Inder","title":"Diagnostic test for structural change in cointegrated regression models","journal":"Economics Letters","year":1996,"volume":50,"issue":"2","bpage":179,"epage":187,"type":"econometrics"}
{"author":"JH Wright","title":"Structural stability tests in the linear regression model when the regressors have roots local to unity","journal":"Economics Letters","year":1996,"volume":52,"issue":"3","bpage":257,"epage":262,"type":"econometrics"}
{"author":"S Douglas","title":"Bootstrap confidence intervals in a switching regressions model","journal":"Economics Letters","year":1996,"volume":53,"issue":"1","bpage":7,"epage":15,"type":"econometrics"}
{"author":"CWJ Granger","title":"Can we improve the perceived quality of economic forecasts?","journal":"Journal of Applied Econometrics","year":1996,"volume":11,"issue":"5","bpage":455,"epage":473,"type":"econometrics"}
{"author":"MP Clements, DF Hendry","title":"Intercept corrections and structural change","journal":"Journal of Applied Econometrics","year":1996,"volume":11,"issue":"5","bpage":475,"epage":494,"type":"econometrics"}
{"author":"JD Hamilton, G Lin","title":"Stock market volatility and the business cycle","journal":"Journal of Applied Econometrics","year":1996,"volume":11,"issue":"5","bpage":573,"epage":593,"type":"econometrics"}
{"author":"JH Stock, MW Watson","title":"Evidence on structural instability in macroeconomic time series relations","journal":"Journal of Business & Economic Statistics","year":1996,"volume":14,"issue":"1","bpage":11,"epage":30,"type":"econometrics"}
{"author":"VV Roley, SM Wheatley","title":"Shifts in the interest-rate response to money announcements: What can we say about when they occur?","journal":"Journal of Business & Economic Statistics","year":1996,"volume":14,"issue":"1","bpage":135,"epage":138,"type":"econometrics"}
{"author":"JM Dufour, E Ghysels","title":"Recent developments in the econometrics of structural change","journal":"Journal of Econometrics","year":1996,"volume":70,"issue":"1","bpage":1,"epage":8,"type":"econometrics"}
{"author":"DWK Andrews, I Lee, W Ploberger","title":"Optimal changepoint tests for normal linear regression","journal":"Journal of Econometrics","year":1996,"volume":70,"issue":"1","bpage":9,"epage":38,"type":"econometrics"}
{"author":"JM Dufour, JF Kiviet","title":"Exact tests for structural change in first-order dynamic models","journal":"Journal of Econometrics","year":1996,"volume":70,"issue":"1","bpage":39,"epage":68,"type":"econometrics"}
{"author":"E Ghysels, P Perron","title":"The effect of linear filters on dynamic time series with structural change","journal":"Journal of Econometrics","year":1996,"volume":70,"issue":"1","bpage":69,"epage":97,"type":"econometrics"}
{"author":"AW Gregory, BE Hansen","title":"Residual-based tests for cointegration in models with regime shifts","journal":"Journal of Econometrics","year":1996,"volume":70,"issue":"1","bpage":99,"epage":126,"type":"econometrics"}
{"author":"J Hidalgo, PM Robinson","title":"Testing for structural change in a long-memory environment","journal":"Journal of Econometrics","year":1996,"volume":70,"issue":"1","bpage":159,"epage":174,"type":"econometrics"}
{"author":"W Ploberger, W Kramer","title":"A trend-resistant test for structural change based on OLS residuals","journal":"Journal of Econometrics","year":1996,"volume":70,"issue":"1","bpage":175,"epage":185,"type":"econometrics"}
{"author":"J Campos, NR Ericsson, DF Hendry","title":"Cointegration tests in the presence of structural breaks","journal":"Journal of Econometrics","year":1996,"volume":70,"issue":"1","bpage":187,"epage":220,"type":"econometrics"}
{"author":"FX Diebold, C Chen","title":"Testing structural stability with endogenous breakpoint - A size comparison of analytic and bootstrap procedures","journal":"Journal of Econometrics","year":1996,"volume":70,"issue":"1","bpage":221,"epage":241,"type":"econometrics"}
{"author":"P Hackl, AH Westlund","title":"Demand for international telecommunication - Time-varying price elasticity","journal":"Journal of Econometrics","year":1996,"volume":70,"issue":"1","bpage":243,"epage":260,"type":"econometrics"}
{"author":"SD Oliner, GD Rudebusch, D Sichel","title":"The Lucas critique revisited - Assessing the stability of empirical Euler equations for investment","journal":"Journal of Econometrics","year":1996,"volume":70,"issue":"1","bpage":291,"epage":316,"type":"econometrics"}
{"author":"AW Gregory, JM Nason, DG Watt","title":"Testing for structural breaks in cointegrated relationships","journal":"Journal of Econometrics","year":1996,"volume":71,"issue":"1-2","bpage":321,"epage":341,"type":"econometrics"}
{"author":"Z Psaradakis, M Sola","title":"On the power of tests for superexogeneity and structural invariance","journal":"Journal of Econometrics","year":1996,"volume":72,"issue":"1-2","bpage":151,"epage":175,"type":"econometrics"}
{"author":"O Eitrheim, T Terasvirta","title":"Testing the adequacy of smooth transition autoregressive models","journal":"Journal of Econometrics","year":1996,"volume":74,"issue":"1","bpage":59,"epage":75,"type":"econometrics"}
{"author":"E Gombay, L Horvath","title":"On the rate of approximations for maximum likelihood tests in change-point models","journal":"Journal of Multivariate Analysis","year":1996,"volume":56,"issue":"1","bpage":120,"epage":152,"type":"statistics"}
{"author":"GS Maddala, IM Kim","title":"Structural change and unit roots","journal":"Journal of Statistical Planning and Inference","year":1996,"volume":49,"issue":"1","bpage":73,"epage":103,"type":"statistics"}
{"author":"E Gombay, L Horvath","title":"Approximations for the time of change and the power function in change-point models","journal":"Journal of Statistical Planning and Inference","year":1996,"volume":52,"issue":"1","bpage":43,"epage":66,"type":"statistics"}
{"author":"X Luo","title":"The asymptotic distribution of MLE of treatment lag threshold","journal":"Journal of Statistical Planning and Inference","year":1996,"volume":53,"issue":"1","bpage":33,"epage":61,"type":"statistics"}
{"author":"L Giraitis, R Leipus, D Surgailis","title":"The change-point problem for dependent observations","journal":"Journal of Statistical Planning and Inference","year":1996,"volume":53,"issue":"3","bpage":297,"epage":310,"type":"statistics"}
{"author":"W Bohm, P Hacki","title":"The effect of serial correlation on the in-control average run length of cumulative score charts","journal":"Journal of Statistical Planning and Inference","year":1996,"volume":54,"issue":"1","bpage":15,"epage":30,"type":"statistics"}
{"author":"F Kianifard, WH Swallow","title":"A review of the development and application of recursive residuals in linear models","journal":"Journal of the American Statistical Association","year":1996,"volume":91,"issue":"433","bpage":391,"epage":400,"type":"statistics"}
{"author":"CE Priebe","title":"Nonhomogeneity analysis using borrowed strength","journal":"Journal of the American Statistical Association","year":1996,"volume":91,"issue":"436","bpage":1497,"epage":1503,"type":"statistics"}
{"author":"YH Wu","title":"A less sensitive linear detector for the change point based on kernel smoothing method","journal":"Metrika","year":1996,"volume":43,"issue":"1","bpage":43,"epage":55,"type":"statistics"}
{"author":"V Dragalin","title":"A simple and effective scanning rule for a multi-channel system","journal":"Metrika","year":1996,"volume":43,"issue":"2","bpage":165,"epage":182,"type":"statistics"}
{"author":"AA Haug, RF Lucas","title":"Long-run money demand in Canada: In search of stability","journal":"Review of Economics and Statistics","year":1996,"volume":78,"issue":"2","bpage":345,"epage":348,"type":"econometrics"}
{"author":"M Huskova","title":"Estimation of a change in linear models","journal":"Statistics & Probability Letters","year":1996,"volume":26,"issue":"1","bpage":13,"epage":24,"type":"statistics"}
{"author":"M Csorgo, L Horvath","title":"A note on the change-point problem fbr angular data","journal":"Statistics & Probability Letters","year":1996,"volume":27,"issue":"1","bpage":61,"epage":65,"type":"statistics"}
{"author":"CB Lee","title":"Nonparametric multiple change-point estimators","journal":"Statistics & Probability Letters","year":1996,"volume":27,"issue":"4","bpage":295,"epage":304,"type":"statistics"}
{"author":"AL Rukhin","title":"The rates of convergence of Bayes estimators in change-point analysis","journal":"Statistics & Probability Letters","year":1996,"volume":27,"issue":"4","bpage":319,"epage":329,"type":"statistics"}
{"author":"IW Mckeague, YQ Sun","title":"Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests","journal":"Statistics & Probability Letters","year":1996,"volume":28,"issue":"4","bpage":311,"epage":319,"type":"statistics"}
{"author":"H Stryhn","title":"The location of the maximum of asymmetric two-sided Brownian motion with triangular drift","journal":"Statistics & Probability Letters","year":1996,"volume":29,"issue":"3","bpage":279,"epage":284,"type":"statistics"}
{"author":"HL Koul","title":"Asymptotics of some estimators and sequential residual empiricals in nonlinear time series","journal":"The Annals of Statistics","year":1996,"volume":24,"issue":"1","bpage":380,"epage":404,"type":"statistics"}
{"author":"B Yakir","title":"A lower bound on the ARL to detection of a change with a probability constraint on false alarm","journal":"The Annals of Statistics","year":1996,"volume":24,"issue":"1","bpage":431,"epage":435,"type":"statistics"}
{"author":"CR Loader","title":"Change point estimation using nonparametric regression","journal":"The Annals of Statistics","year":1996,"volume":24,"issue":"4","bpage":1667,"epage":1678,"type":"statistics"}
{"author":"M Beibel","title":"A note on Ritov's Bayes approach to the minimax property of the CUSUM procedure","journal":"The Annals of Statistics","year":1996,"volume":24,"issue":"4","bpage":1804,"epage":1812,"type":"statistics"}
{"author":"B Yakir","title":"Dynamic sampling policy for detecting a change in distribution, with a probability bound on false alarm","journal":"The Annals of Statistics","year":1996,"volume":24,"issue":"5","bpage":2199,"epage":2214,"type":"statistics"}
{"author":"L Horvath, QM Shao","title":"Limit theorem for maximum of standardized U-statistics with an application","journal":"The Annals of Statistics","year":1996,"volume":24,"issue":"5","bpage":2266,"epage":2279,"type":"statistics"}
{"author":"XL Luo, BW Turnbull, LC Clark","title":"Likelihood ratio tests for a changepoint with survival data","journal":"Biometrika","year":1997,"volume":84,"issue":"3","bpage":555,"epage":565,"type":"statistics"}
{"author":"A Antoniadis, I Gijbels, G Gregoire","title":"Model selection using wavelet decomposition and applications","journal":"Biometrika","year":1997,"volume":84,"issue":"4","bpage":751,"epage":763,"type":"statistics"}
{"author":"V Dragalin","title":"The design and analysis of 2-CUSUM procedure","journal":"Communications in Statistics: Simulation and Computation","year":1997,"volume":26,"issue":"1","bpage":67,"epage":81,"type":"statistics"}
{"author":"SJ Wiklund","title":"Parabolic CUSUM control charts","journal":"Communications in Statistics: Simulation and Computation","year":1997,"volume":26,"issue":"1","bpage":107,"epage":123,"type":"statistics"}
{"author":"SS Buhamra","title":"Testing for a change in repeated measures data","journal":"Communications in Statistics: Simulation and Computation","year":1997,"volume":26,"issue":"3","bpage":841,"epage":872,"type":"statistics"}
{"author":"LN Vanbrackle, MR Reynolds","title":"EWMA and CUSUM control charts in the presence of correlation","journal":"Communications in Statistics: Simulation and Computation","year":1997,"volume":26,"issue":"3","bpage":979,"epage":1008,"type":"statistics"}
{"author":"K Nishina","title":"An alternative approach for analysis of performance of one-sided Cusum charts with variable sampling intervals","journal":"Communications in Statistics: Simulation and Computation","year":1997,"volume":26,"issue":"4","bpage":1329,"epage":1345,"type":"statistics"}
{"author":"MS Srivastava, YH Wu","title":"Evaluation of optimum weights and average run length is in EWMA control schemes","journal":"Communications in Statistics: Theory and Methods","year":1997,"volume":26,"issue":"5","bpage":1253,"epage":1267,"type":"statistics"}
{"author":"PH Franses, M Mcaleer","title":"Testing nested and non-nested periodically integrated autoregressive models","journal":"Communications in Statistics: Theory and Methods","year":1997,"volume":26,"issue":"6","bpage":1461,"epage":1475,"type":"statistics"}
{"author":"DK Dey, S Purkayastha","title":"Bayesian approach to change point problems","journal":"Communications in Statistics: Theory and Methods","year":1997,"volume":26,"issue":"8","bpage":2035,"epage":2047,"type":"statistics"}
{"author":"XL Luo, JM Boyett","title":"Estimations of a threshold parameter in Cox regression","journal":"Communications in Statistics: Theory and Methods","year":1997,"volume":26,"issue":"10","bpage":2329,"epage":2346,"type":"statistics"}
{"author":"CT Jose, B Ismail","title":"Estimation of jump points in nonparametric regression through residual analysis","journal":"Communications in Statistics: Theory and Methods","year":1997,"volume":26,"issue":"11","bpage":2583,"epage":2607,"type":"statistics"}
{"author":"MS Srivastava","title":"Cusum procedure for monitoring variability","journal":"Communications in Statistics: Theory and Methods","year":1997,"volume":26,"issue":"12","bpage":2905,"epage":2926,"type":"statistics"}
{"author":"JB Chen, I Zurbenko","title":"Nonparametric boundary detection","journal":"Communications in Statistics: Theory and Methods","year":1997,"volume":26,"issue":"12","bpage":2999,"epage":3014,"type":"statistics"}
{"author":"JS Bai","title":"Estimating multiple breaks one at a time","journal":"Econometric Theory","year":1997,"volume":13,"issue":"3","bpage":315,"epage":352,"type":"econometrics"}
{"author":"TJ Vogelsang","title":"Wald-type tests for detecting breaks in the trend function of a dynamic time series","journal":"Econometric Theory","year":1997,"volume":13,"issue":"6","bpage":818,"epage":849,"type":"econometrics"}
{"author":"Z Eusufzai","title":"The Kuznets hypothesis: An indirect test","journal":"Economics Letters","year":1997,"volume":54,"issue":"1","bpage":81,"epage":85,"type":"econometrics"}
{"author":"J Lee, CJ Huang, Y Shin","title":"On stationary tests in the presence of structural breaks","journal":"Economics Letters","year":1997,"volume":55,"issue":"2","bpage":165,"epage":172,"type":"econometrics"}
{"author":"J Smith, J Otero","title":"Structural breaks and seasonal integration","journal":"Economics Letters","year":1997,"volume":56,"issue":"1","bpage":13,"epage":19,"type":"econometrics"}
{"author":"IM Kim","title":"Detecting the number of structural breaks","journal":"Economics Letters","year":1997,"volume":57,"issue":"2","bpage":145,"epage":148,"type":"econometrics"}
{"author":"S Hamori, A Tokihisa","title":"Testing for a unit root in the presence of a variance shift","journal":"Economics Letters","year":1997,"volume":57,"issue":"3","bpage":245,"epage":253,"type":"econometrics"}
{"author":"D Decrombrugghe, FC Palm, JP Urbain","title":"Statistical demand functions for food in the USA and the Netherlands","journal":"Journal of Applied Econometrics","year":1997,"volume":12,"issue":"5","bpage":615,"epage":637,"type":"econometrics"}
{"author":"EP Davis, G Fagan","title":"Are financial spreads useful indicators of future inflation and output growth in EU countries?","journal":"Journal of Applied Econometrics","year":1997,"volume":12,"issue":"6","bpage":701,"epage":714,"type":"econometrics"}
{"author":"BE Hansen","title":"Approximate asymptotic p values for structural-change tests","journal":"Journal of Business & Economic Statistics","year":1997,"volume":15,"issue":"1","bpage":60,"epage":67,"type":"econometrics"}
{"author":"PH Franses, H Hoek, R Paap","title":"Bayesian analysis of seasonal unit roots and seasonal mean shifts","journal":"Journal of Econometrics","year":1997,"volume":78,"issue":"2","bpage":359,"epage":380,"type":"econometrics"}
{"author":"JF Kiviet, JM Dufour","title":"Exact tests in single equation autoregressive distributed lag models","journal":"Journal of Econometrics","year":1997,"volume":80,"issue":"2","bpage":325,"epage":353,"type":"econometrics"}
{"author":"P Perron","title":"Further evidence on breaking trend functions in macroeconomic variables","journal":"Journal of Econometrics","year":1997,"volume":80,"issue":"2","bpage":355,"epage":385,"type":"econometrics"}
{"author":"AC Atkinson, SJ Koopman, N Shephard","title":"Detecting shocks: Outliers and breaks in time series","journal":"Journal of Econometrics","year":1997,"volume":80,"issue":"2","bpage":387,"epage":422,"type":"econometrics"}
{"author":"M Baron, AL Rukhin","title":"Asymptotic behavior of confidence regions in the change-point problem","journal":"Journal of Statistical Planning and Inference","year":1997,"volume":58,"issue":"2","bpage":263,"epage":282,"type":"statistics"}
{"author":"F Lyazrhi","title":"Bayesian criteria for discriminating among regression models with one possible change point","journal":"Journal of Statistical Planning and Inference","year":1997,"volume":59,"issue":"2","bpage":337,"epage":353,"type":"statistics"}
{"author":"J Antoch, M Huskova, Z Praskova","title":"Effect of dependence on statistics for determination of change","journal":"Journal of Statistical Planning and Inference","year":1997,"volume":60,"issue":"2","bpage":291,"epage":310,"type":"statistics"}
{"author":"KG Janardan, NR Mohan, R Vasudeva, HV Hebbar","title":"A stochastic model with random change point for the study of oviposition tactics of weevils on beans","journal":"Journal of Statistical Planning and Inference","year":1997,"volume":61,"issue":"2","bpage":193,"epage":201,"type":"statistics"}
{"author":"L Horvath, P Kokoszka","title":"The effect of long-range dependence on change-point estimators","journal":"Journal of Statistical Planning and Inference","year":1997,"volume":64,"issue":"1","bpage":57,"epage":81,"type":"statistics"}
{"author":"LY Ma","title":"The asymptotic distributions of maximum likelihood ratio test and maximally selected chi(2)-test in binomial observations","journal":"Journal of Statistical Planning and Inference","year":1997,"volume":65,"issue":"1","bpage":17,"epage":43,"type":"statistics"}
{"author":"TM Ng, WK Li","title":"F-tests for seasonal differencing with a break-point","journal":"Journal of Statistical Planning and Inference","year":1997,"volume":65,"issue":"1","bpage":87,"epage":107,"type":"statistics"}
{"author":"MJ Schell, B Singh","title":"The reduced monotonic regression method","journal":"Journal of the American Statistical Association","year":1997,"volume":92,"issue":"437","bpage":128,"epage":135,"type":"statistics"}
{"author":"YP Chang, WT Huang","title":"Inferences for the linear errors-in-variables with changepoint models","journal":"Journal of the American Statistical Association","year":1997,"volume":92,"issue":"437","bpage":171,"epage":178,"type":"statistics"}
{"author":"EM Crowley","title":"Product partition models for normal means","journal":"Journal of the American Statistical Association","year":1997,"volume":92,"issue":"437","bpage":192,"epage":198,"type":"statistics"}
{"author":"J Chen, AK Gupta","title":"Testing and locating variance changepoints with application to stock prices","journal":"Journal of the American Statistical Association","year":1997,"volume":92,"issue":"438","bpage":739,"epage":747,"type":"statistics"}
{"author":"G Brostrom","title":"A martingale approach to the changepoint problem","journal":"Journal of the American Statistical Association","year":1997,"volume":92,"issue":"439","bpage":1177,"epage":1183,"type":"statistics"}
{"author":"R Durazo-Arvizu, D Mcgee, ZH Li, R Cooper","title":"Establishing the Nadir of the body mass index mortality relationship: A case study","journal":"Journal of the American Statistical Association","year":1997,"volume":92,"issue":"440","bpage":1312,"epage":1319,"type":"statistics"}
{"author":"JL Gastwirth","title":"Statistical evidence in discrimination cases","journal":"Journal of the Royal Statistical Society A","year":1997,"volume":160,"bpage":289,"epage":303,"type":"statistics"}
{"author":"VK Jandhyala, IB Macneill","title":"Iterated partial sum sequences of regression residuals and tests for changepoints with continuity constraints","journal":"Journal of the Royal Statistical Society B","year":1997,"volume":59,"issue":"1","bpage":147,"epage":156,"type":"statistics"}
{"author":"EEAA Aly, SC Kochar","title":"Change point tests based on U-statistics with applications in reliability","journal":"Metrika","year":1997,"volume":45,"issue":"3","bpage":259,"epage":269,"type":"statistics"}
{"author":"J Steinebach, VR Eastwood","title":"Detecting changes in a multivariate renewal process","journal":"Metrika","year":1997,"volume":46,"issue":"1","bpage":1,"epage":19,"type":"statistics"}
{"author":"RL Lumsdaine, DH Papell","title":"Multiple trend breaks and the unit-root hypothesis","journal":"Review of Economics and Statistics","year":1997,"volume":79,"issue":"2","bpage":212,"epage":218,"type":"econometrics"}
{"author":"J Bai","title":"Estimation of a change point in multiple regression models","journal":"Review of Economics and Statistics","year":1997,"volume":79,"issue":"4","bpage":551,"epage":563,"type":"econometrics"}
{"author":"W Schmid","title":"CUSUM control schemes for Gaussian processes","journal":"Statistical Papers","year":1997,"volume":38,"issue":"2","bpage":191,"epage":217,"type":"statistics"}
{"author":"M Huskova","title":"Limit theorems for rank statistics","journal":"Statistics & Probability Letters","year":1997,"volume":32,"issue":"1","bpage":45,"epage":55,"type":"statistics"}
{"author":"HG Muller, KS Song","title":"Two-stage change-point estimators in smooth regression models","journal":"Statistics & Probability Letters","year":1997,"volume":34,"issue":"4","bpage":323,"epage":335,"type":"statistics"}
{"author":"S Petrone, AE Raftery","title":"A note on the Dirichlet process prior in Bayesian nonparametric inference with partial exchangeability","journal":"Statistics & Probability Letters","year":1997,"volume":36,"issue":"1","bpage":69,"epage":83,"type":"statistics"}
{"author":"W Stute","title":"Nonparametric model checks for regression","journal":"The Annals of Statistics","year":1997,"volume":25,"issue":"2","bpage":613,"epage":641,"type":"statistics"}
{"author":"L Gordon, M Pollak","title":"Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution","journal":"The Annals of Statistics","year":1997,"volume":25,"issue":"3","bpage":1284,"epage":1310,"type":"statistics"}
{"author":"B Yakir","title":"A note on optimal detection of a change in distribution","journal":"The Annals of Statistics","year":1997,"volume":25,"issue":"5","bpage":2117,"epage":2126,"type":"statistics"}
{"author":"KS Riedel","title":"Piecewise convex function estimation: Pilot estimators","journal":"The Annals of Statistics","year":1997,"volume":25,"issue":"6","bpage":2592,"epage":2606,"type":"statistics"}
{"author":"P Belisle, L Joseph, B Macgibbon, DB Wolfson, R Du berger","title":"Change-point analysis of neuron spike train data","journal":"Biometrics","year":1998,"volume":54,"issue":"1","bpage":113,"epage":123,"type":"statistics"}
{"author":"MC Morais, A Pacheco","title":"Two stochastic properties of one-sided exponentially weighted moving average control charts","journal":"Communications in Statistics: Simulation and Computation","year":1998,"volume":27,"issue":"4","bpage":937,"epage":952,"type":"statistics"}
{"author":"JH Sullivan, WH Woodall","title":"Adapting control charts for the preliminary analysis of multivariate observations","journal":"Communications in Statistics: Simulation and Computation","year":1998,"volume":27,"issue":"4","bpage":953,"epage":979,"type":"statistics"}
{"author":"YJ Park, SG Pantula","title":"Variance estimators in the Chu-White test for structural change","journal":"Communications in Statistics: Simulation and Computation","year":1998,"volume":27,"issue":"4","bpage":1019,"epage":1029,"type":"statistics"}
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{"author":"XD Wang","title":"Bayesian forecasting and detecting structural changepoints in dynamic models","journal":"Communications in Statistics: Theory and Methods","year":1998,"volume":27,"issue":"6","bpage":1535,"epage":1546,"type":"statistics"}
{"author":"J Chen","title":"Testing for a change point in linear regression models","journal":"Communications in Statistics: Theory and Methods","year":1998,"volume":27,"issue":"10","bpage":2481,"epage":2493,"type":"statistics"}
{"author":"CB Lee","title":"Bayesian analysis of a change-point in exponential families with applications","journal":"Computational Statistics & Data Analysis","year":1998,"volume":27,"issue":"2","bpage":195,"epage":208,"type":"statistics"}
{"author":"B Seo","title":"Tests for structural change in cointegrated systems","journal":"Econometric Theory","year":1998,"volume":14,"issue":"2","bpage":222,"epage":259,"type":"econometrics"}
{"author":"A Montanes, M Reyes","title":"Effect of a shift in the trend function on Dickey-Fuller unit root tests","journal":"Econometric Theory","year":1998,"volume":14,"issue":"3","bpage":355,"epage":363,"type":"econometrics"}
{"author":"JS Bai","title":"A note on spurious break","journal":"Econometric Theory","year":1998,"volume":14,"issue":"5","bpage":663,"epage":669,"type":"econometrics"}
{"author":"JS Bai, P Perron","title":"Estimating and testing linear models with multiple structural changes","journal":"Econometrica","year":1998,"volume":66,"issue":"1","bpage":47,"epage":78,"type":"econometrics"}
{"author":"TJ Vogelsang","title":"Trend function hypothesis testing in the presence of serial correlation","journal":"Econometrica","year":1998,"volume":66,"issue":"1","bpage":123,"epage":148,"type":"econometrics"}
{"author":"J Clemente, A Montanes, M Reyes","title":"Testing for a unit root in variables with a double change in the mean","journal":"Economics Letters","year":1998,"volume":59,"issue":"2","bpage":175,"epage":182,"type":"econometrics"}
{"author":"A Beyer","title":"Modelling money demand in Germany","journal":"Journal of Applied Econometrics","year":1998,"volume":13,"issue":"1","bpage":57,"epage":76,"type":"econometrics"}
{"author":"D De la croix, JP Urbain","title":"Intertemporal substitution in import demand and habit formation","journal":"Journal of Applied Econometrics","year":1998,"volume":13,"issue":"6","bpage":589,"epage":612,"type":"econometrics"}
{"author":"TJ Vogelsang","title":"Testing for a shift in mean without having to estimate serial-correlation parameters","journal":"Journal of Business & Economic Statistics","year":1998,"volume":16,"issue":"1","bpage":73,"epage":80,"type":"econometrics"}
{"author":"HC Kongsted","title":"Modeling price and quantity relations for Danish manufacturing exports","journal":"Journal of Business & Economic Statistics","year":1998,"volume":16,"issue":"1","bpage":81,"epage":91,"type":"econometrics"}
{"author":"RJ Rossana","title":"Structural instability and the production-smoothing model of inventories","journal":"Journal of Business & Economic Statistics","year":1998,"volume":16,"issue":"2","bpage":206,"epage":215,"type":"econometrics"}
{"author":"PJF De lima","title":"Nonlinearities and nonstationarities in stock returns","journal":"Journal of Business & Economic Statistics","year":1998,"volume":16,"issue":"2","bpage":227,"epage":236,"type":"econometrics"}
{"author":"G De brouwer, NR Ericsson","title":"Modeling inflation in Australia","journal":"Journal of Business & Economic Statistics","year":1998,"volume":16,"issue":"4","bpage":433,"epage":449,"type":"econometrics"}
{"author":"PH Franses, A Lucas","title":"Outlier detection in cointegration analysis","journal":"Journal of Business & Economic Statistics","year":1998,"volume":16,"issue":"4","bpage":459,"epage":468,"type":"econometrics"}
{"author":"E Ghysels, A Guay, A Hall","title":"Predictive tests for structural change with unknown breakpoint","journal":"Journal of Econometrics","year":1998,"volume":82,"issue":"2","bpage":209,"epage":233,"type":"econometrics"}
{"author":"CE Quintos","title":"Stability tests in error correction models","journal":"Journal of Econometrics","year":1998,"volume":82,"issue":"2","bpage":289,"epage":315,"type":"econometrics"}
{"author":"CM Kuan","title":"Tests for changes in models with a polynomial trend","journal":"Journal of Econometrics","year":1998,"volume":84,"issue":"1","bpage":75,"epage":91,"type":"econometrics"}
{"author":"S Chib","title":"Estimation and comparison of multiple change-point models","journal":"Journal of Econometrics","year":1998,"volume":86,"issue":"2","bpage":221,"epage":241,"type":"econometrics"}
{"author":"BS Kuo","title":"Test for partial parameter instability in regressions with I(1) processes","journal":"Journal of Econometrics","year":1998,"volume":86,"issue":"2","bpage":337,"epage":368,"type":"econometrics"}
{"author":"SJ Leybourne, TC Mills, P Newbold","title":"Spurious rejections by Dickey-Fuller tests in the presence of a break under the null","journal":"Journal of Econometrics","year":1998,"volume":87,"issue":"1","bpage":191,"epage":203,"type":"econometrics"}
{"author":"E Gombay, M Huskova","title":"Rank, based estimators of the change-point","journal":"Journal of Statistical Planning and Inference","year":1998,"volume":67,"issue":"1","bpage":137,"epage":154,"type":"statistics"}
{"author":"L Horvath","title":"Tests for changes under random censorship","journal":"Journal of Statistical Planning and Inference","year":1998,"volume":69,"issue":"2","bpage":229,"epage":243,"type":"statistics"}
{"author":"D Jaruskova","title":"Testing appearance of linear trend","journal":"Journal of Statistical Planning and Inference","year":1998,"volume":70,"issue":"2","bpage":263,"epage":276,"type":"statistics"}
{"author":"EA Lamprecht, S Zacks","title":"Two armed bandits with change point in one arm","journal":"Journal of Statistical Planning and Inference","year":1998,"volume":73,"issue":"1-2","bpage":47,"epage":60,"type":"statistics"}
{"author":"JS Bai","title":"Estimation of multiple-regime regressions with least absolutes deviation","journal":"Journal of Statistical Planning and Inference","year":1998,"volume":74,"issue":"1","bpage":103,"epage":134,"type":"statistics"}
{"author":"EM Crowley","title":"Estimation of clustered parameters","journal":"Journal of Statistical Planning and Inference","year":1998,"volume":74,"issue":"2","bpage":273,"epage":291,"type":"statistics"}
{"author":"YZ Wang","title":"Change curve estimation via wavelets","journal":"Journal of the American Statistical Association","year":1998,"volume":93,"issue":"441","bpage":163,"epage":172,"type":"statistics"}
{"author":"JH Stock, MW Watson","title":"Median unbiased estimation of coefficient variance in a time-varying parameter model","journal":"Journal of the American Statistical Association","year":1998,"volume":93,"issue":"441","bpage":349,"epage":358,"type":"statistics"}
{"author":"CE Quintos","title":"Fully modified vector autoregressive inference in partially nonstationary models","journal":"Journal of the American Statistical Association","year":1998,"volume":93,"issue":"442","bpage":783,"epage":795,"type":"statistics"}
{"author":"JG Staniswalis, JJ Lee","title":"Nonparametric regression analysis of longitudinal data","journal":"Journal of the American Statistical Association","year":1998,"volume":93,"issue":"444","bpage":1403,"epage":1418,"type":"statistics"}
{"author":"SH Steiner","title":"Grouped data exponentially weighted moving average control charts","journal":"Journal of the Royal Statistical Society C","year":1998,"volume":47,"bpage":203,"epage":216,"type":"statistics"}
{"author":"SP Brooks","title":"Markov chain Monte Carlo method and its application","journal":"Journal of the Royal Statistical Society D","year":1998,"volume":47,"issue":"1","bpage":69,"epage":100,"type":"statistics"}
{"author":"S Knoth","title":"Quasi-stationarity of CUSUM schemes for Erlang distributions","journal":"Metrika","year":1998,"volume":48,"issue":"1","bpage":31,"epage":48,"type":"statistics"}
{"author":"J Wolters, T Terasvirta, H Lutkepohl","title":"Modeling the demand for M3 in the unified Germany","journal":"Review of Economics and Statistics","year":1998,"volume":80,"issue":"3","bpage":399,"epage":409,"type":"econometrics"}
{"author":"D Ben-David, DH Papell","title":"Slowdowns and meltdowns: Postwar growth evidence from 74 countries","journal":"Review of Economics and Statistics","year":1998,"volume":80,"issue":"4","bpage":561,"epage":571,"type":"econometrics"}
{"author":"P Kokoszka, R Leipus","title":"Change-point in the mean of dependent observations","journal":"Statistics & Probability Letters","year":1998,"volume":40,"issue":"4","bpage":385,"epage":393,"type":"statistics"}
{"author":"B Yakir","title":"On the average run length to false alarm in surveillance problems which possess an invariance structure","journal":"The Annals of Statistics","year":1998,"volume":26,"issue":"3","bpage":1198,"epage":1214,"type":"statistics"}
{"author":"VG Spokoiny","title":"Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice","journal":"The Annals of Statistics","year":1998,"volume":26,"issue":"4","bpage":1356,"epage":1378,"type":"statistics"}
{"author":"M Raimondo","title":"Minimax estimation of sharp change points","journal":"The Annals of Statistics","year":1998,"volume":26,"issue":"4","bpage":1379,"epage":1397,"type":"statistics"}
{"author":"W Bischoff","title":"A functional central limit theorem for regression models","journal":"The Annals of Statistics","year":1998,"volume":26,"issue":"4","bpage":1398,"epage":1410,"type":"statistics"}
{"author":"W Stute, S Thies, LX Zhu","title":"Model checks for regression: An innovation process approach","journal":"The Annals of Statistics","year":1998,"volume":26,"issue":"5","bpage":1916,"epage":1934,"type":"statistics"}
{"author":"HV Poor","title":"Quickest detection with exponential penalty for delay","journal":"The Annals of Statistics","year":1998,"volume":26,"issue":"6","bpage":2179,"epage":2205,"type":"statistics"}
{"author":"RJ Carroll, K Roeder, L Wasserman","title":"Flexible parametric measurement error models","journal":"Biometrics","year":1999,"volume":55,"issue":"1","bpage":44,"epage":54,"type":"statistics"}
{"author":"AL Halpern","title":"Minimally selected p and other tests for a single abrupt changepoint in a binary sequence","journal":"Biometrics","year":1999,"volume":55,"issue":"4","bpage":1044,"epage":1050,"type":"statistics"}
{"author":"VK Jandhyala, SB Fotopoulos","title":"Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint","journal":"Biometrika","year":1999,"volume":86,"issue":"1","bpage":129,"epage":140,"type":"statistics"}
{"author":"K Anraku","title":"An information criterion for parameters under a simple order restriction","journal":"Biometrika","year":1999,"volume":86,"issue":"1","bpage":141,"epage":152,"type":"statistics"}
{"author":"A Fasso","title":"One-sided MEWMA control charts","journal":"Communications in Statistics: Simulation and Computation","year":1999,"volume":28,"issue":"2","bpage":381,"epage":401,"type":"statistics"}
{"author":"M Frisen, P Wessman","title":"Evaluations of likelihood ratio methods for surveillance. Differences and robustness.","journal":"Communications in Statistics: Simulation and Computation","year":1999,"volume":28,"issue":"3","bpage":597,"epage":622,"type":"statistics"}
{"author":"F Lombard","title":"A rank test for constancy of a location or scale parameter","journal":"Communications in Statistics: Theory and Methods","year":1999,"volume":28,"issue":"3-4","bpage":537,"epage":547,"type":"statistics"}
{"author":"RT Ogden, GL Collier","title":"On detecting and modeling deterministic drift in long run sequences of tapping data","journal":"Communications in Statistics: Theory and Methods","year":1999,"volume":28,"issue":"3-4","bpage":977,"epage":987,"type":"statistics"}
{"author":"N Sugiura, N Takaoka","title":"Homogeneity of variances in normal linear regression with a change point","journal":"Communications in Statistics: Theory and Methods","year":1999,"volume":28,"issue":"12","bpage":2785,"epage":2801,"type":"statistics"}
{"author":"C Contal, J O'quigley","title":"An application of changepoint methods in studying the effect of age on survival in breast cancer","journal":"Computational Statistics & Data Analysis","year":1999,"volume":30,"issue":"3","bpage":253,"epage":270,"type":"statistics"}
{"author":"A Luceno","title":"Average run lengths and run length probability distributions for cuscore charts to control normal mean","journal":"Computational Statistics & Data Analysis","year":1999,"volume":32,"issue":"2","bpage":177,"epage":195,"type":"statistics"}
{"author":"A Sen","title":"Approximate p-values of predictive tests for structural stability","journal":"Economics Letters","year":1999,"volume":63,"issue":"3","bpage":245,"epage":253,"type":"econometrics"}
{"author":"JLCI Silvestre, ASI Rossello, MA Ortuno","title":"Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks","journal":"Economics Letters","year":1999,"volume":63,"issue":"3","bpage":279,"epage":283,"type":"econometrics"}
{"author":"CA Greene","title":"Testing for a break at an unknown change-point: a test with known size in small samples","journal":"Economics Letters","year":1999,"volume":64,"issue":"1","bpage":13,"epage":16,"type":"econometrics"}
{"author":"P Arestis, IBF Mariscal","title":"Unit roots and structural breaks in OECD unemployment","journal":"Economics Letters","year":1999,"volume":65,"issue":"2","bpage":149,"epage":156,"type":"econometrics"}
{"author":"CM Kuan","title":"A note on tests for partial parameter instability in the trend stationary model","journal":"Economics Letters","year":1999,"volume":65,"issue":"3","bpage":285,"epage":291,"type":"econometrics"}
{"author":"H Lutkepohl, T Terasvirta, J Wolters","title":"Investigating stability and linearity of a German M1 money demand function","journal":"Journal of Applied Econometrics","year":1999,"volume":14,"issue":"5","bpage":511,"epage":525,"type":"econometrics"}
{"author":"M Merz","title":"Time series evidence of unemployment flows: The sample period matters","journal":"Journal of Business & Economic Statistics","year":1999,"volume":17,"issue":"3","bpage":324,"epage":334,"type":"econometrics"}
{"author":"AR Hall","title":"Structural stability testing in models estimated by generalized method of moments","journal":"Journal of Business & Economic Statistics","year":1999,"volume":17,"issue":"3","bpage":335,"epage":348,"type":"econometrics"}
{"author":"TJ Vogelsang","title":"Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series","journal":"Journal of Econometrics","year":1999,"volume":88,"issue":"2","bpage":283,"epage":299,"type":"econometrics"}
{"author":"CFJ Lin, T Terasvirta","title":"Testing parameter constancy in linear models against stochastic stationary parameters","journal":"Journal of Econometrics","year":1999,"volume":90,"issue":"2","bpage":193,"epage":213,"type":"econometrics"}
{"author":"E Ghysels, A Guay, A Hall","title":"Predictive tests for structural change with unknown breakpoint (vol 82, pg 209, 1997)","journal":"Journal of Econometrics","year":1999,"volume":90,"issue":"2","bpage":337,"epage":343,"type":"econometrics"}
{"author":"J Bai","title":"Likelihood ratio tests for multiple structural changes","journal":"Journal of Econometrics","year":1999,"volume":91,"issue":"2","bpage":299,"epage":323,"type":"econometrics"}
{"author":"RL Lumsdaine, S Ng","title":"Testing for ARCH in the presence of a possibly misspecified conditional mean","journal":"Journal of Econometrics","year":1999,"volume":93,"issue":"2","bpage":257,"epage":279,"type":"econometrics"}
{"author":"L Horvath, P Kokoszka, J Steinebach","title":"Testing for changes in multivariate dependent observations with an application to temperature changes","journal":"Journal of Multivariate Analysis","year":1999,"volume":68,"issue":"1","bpage":96,"epage":119,"type":"statistics"}
{"author":"M Huskova","title":"Gradual changes versus abrupt changes","journal":"Journal of Statistical Planning and Inference","year":1999,"volume":76,"issue":"1-2","bpage":109,"epage":125,"type":"statistics"}
{"author":"PJ Avery, DA Henderson","title":"Detecting a changed segment in DNA sequences","journal":"Journal of the Royal Statistical Society C","year":1999,"volume":48,"bpage":489,"epage":503,"type":"statistics"}
{"author":"CS Leung, MS Patel, CA Mcgilchrist","title":"A distribution-free regional cumulative sum for identifying hyperendemic periods of disease incidence","journal":"Journal of the Royal Statistical Society D","year":1999,"volume":48,"bpage":215,"epage":225,"type":"statistics"}
{"author":"MF Omran, E Mckenzie","title":"Testing for covariance stationarity in the UK all-equity returns","journal":"Journal of the Royal Statistical Society D","year":1999,"volume":48,"bpage":361,"epage":369,"type":"statistics"}
{"author":"RF Engle, AD Smith","title":"Stochastic permanent breaks","journal":"Review of Economics and Statistics","year":1999,"volume":81,"issue":"4","bpage":553,"epage":574,"type":"econometrics"}
{"author":"CJ Kim, CR Nelson","title":"Has the US economy become more stable? A Bayesian approach based on a Markov-switching model of the business cycle","journal":"Review of Economics and Statistics","year":1999,"volume":81,"issue":"4","bpage":608,"epage":616,"type":"econometrics"}
{"author":"WR Parke","title":"What is fractional integration?","journal":"Review of Economics and Statistics","year":1999,"volume":81,"issue":"4","bpage":632,"epage":638,"type":"econometrics"}
{"author":"J Chen, AK Gupta","title":"Change point analysis of a Gaussian model","journal":"Statistical Papers","year":1999,"volume":40,"issue":"3","bpage":323,"epage":333,"type":"statistics"}
{"author":"HG Muller, U Stadtmuller","title":"Discontinuous versus smooth regression","journal":"The Annals of Statistics","year":1999,"volume":27,"issue":"1","bpage":299,"epage":337,"type":"statistics"}
{"author":"B Yakir, AM Krieger, M Pollak","title":"Detecting a change in regression: First-order optimality","journal":"The Annals of Statistics","year":1999,"volume":27,"issue":"6","bpage":1896,"epage":1913,"type":"statistics"}
{"author":"L Knorr-Held, G Rasser","title":"Bayesian detection of clusters and discontinuities in disease maps","journal":"Biometrics","year":2000,"volume":56,"issue":"1","bpage":13,"epage":21,"type":"statistics"}
{"author":"DK Pauler, NM Laird","title":"A mixture model for longitudinal data with application to assessment of noncompliance","journal":"Biometrics","year":2000,"volume":56,"issue":"2","bpage":464,"epage":472,"type":"statistics"}
{"author":"AL Halpern","title":"Multiple-changepoint testing for an alternating segments model of a binary sequence","journal":"Biometrics","year":2000,"volume":56,"issue":"3","bpage":903,"epage":908,"type":"statistics"}
{"author":"H Kozumi","title":"Bayesian analysis of discrete survival data with a hidden Markov chain","journal":"Biometrics","year":2000,"volume":56,"issue":"4","bpage":1002,"epage":1006,"type":"statistics"}
{"author":"JV Braun, RK Braun, HG Muller","title":"Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation","journal":"Biometrika","year":2000,"volume":87,"issue":"2","bpage":301,"epage":314,"type":"statistics"}
{"author":"MC Morais, A Pacheco","title":"On the performance of combined EWMA schemes for mu and sigma: A Markovian approach","journal":"Communications in Statistics: Simulation and Computation","year":2000,"volume":29,"issue":"1","bpage":153,"epage":174,"type":"statistics"}
{"author":"E Jarpe, P Wessman","title":"Some power aspects of methods for detecting different shifts in the mean","journal":"Communications in Statistics: Simulation and Computation","year":2000,"volume":29,"issue":"2","bpage":633,"epage":646,"type":"statistics"}
{"author":"CJ Xiong, GA Milliken","title":"Changepoints in stochastic ordering","journal":"Communications in Statistics: Theory and Methods","year":2000,"volume":29,"issue":"2","bpage":381,"epage":400,"type":"statistics"}
{"author":"S Kim, S Cho, S Lee","title":"On the cusum test for parameter changes in GARCH(1,1) models","journal":"Communications in Statistics: Theory and Methods","year":2000,"volume":29,"issue":"2","bpage":445,"epage":462,"type":"statistics"}
{"author":"LC Alwan","title":"Designing an effective exponential CUSUM chart without the use of nomographs","journal":"Communications in Statistics: Theory and Methods","year":2000,"volume":29,"issue":"12","bpage":2879,"epage":2893,"type":"statistics"}
{"author":"VK Jandhyala, SB Fotopoulos, NE Evaggelopoulos","title":"A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point","journal":"Computational Statistics & Data Analysis","year":2000,"volume":34,"issue":"3","bpage":315,"epage":334,"type":"statistics"}
{"author":"P Lavergne, Q Vuong","title":"Nonparametric significance testing","journal":"Econometric Theory","year":2000,"volume":16,"issue":"4","bpage":576,"epage":601,"type":"econometrics"}
{"author":"F Leisch, K Hornik, CM Kuan","title":"Monitoring structural changes with the generalized fluctuation test","journal":"Econometric Theory","year":2000,"volume":16,"issue":"6","bpage":835,"epage":854,"type":"econometrics"}
{"author":"BE Hansen","title":"Sample splitting and threshold estimation","journal":"Econometrica","year":2000,"volume":68,"issue":"3","bpage":575,"epage":603,"type":"econometrics"}
{"author":"H White","title":"A reality check for data snooping","journal":"Econometrica","year":2000,"volume":68,"issue":"5","bpage":1097,"epage":1126,"type":"econometrics"}
{"author":"M Bahmani-Oskooee, MT Bohl","title":"German monetary unification and the stability of the German M3 money demand function","journal":"Economics Letters","year":2000,"volume":66,"issue":"2","bpage":203,"epage":208,"type":"econometrics"}
{"author":"J Lee","title":"On the end-point issue in unit root tests in the presence of a structural break","journal":"Economics Letters","year":2000,"volume":68,"issue":"1","bpage":7,"epage":11,"type":"econometrics"}
{"author":"M Funk, J Strauss","title":"The long-run relationship between productivity and capital","journal":"Economics Letters","year":2000,"volume":69,"issue":"2","bpage":213,"epage":217,"type":"econometrics"}
{"author":"GM Martin","title":"US deficit sustainability: A new approach based on multiple endogenous breaks","journal":"Journal of Applied Econometrics","year":2000,"volume":15,"issue":"1","bpage":83,"epage":105,"type":"econometrics"}
{"author":"AC Arize","title":"Exchange-rate volatility and foreign trade: Evidence from thirteen LDC's","journal":"Journal of Business & Economic Statistics","year":2000,"volume":18,"issue":"1","bpage":10,"epage":17,"type":"econometrics"}
{"author":"B Freidlin, JL Gastwirth","title":"Changepoint tests designed for the analysis of hiring data arising in employment discrimination cases","journal":"Journal of Business & Economic Statistics","year":2000,"volume":18,"issue":"3","bpage":315,"epage":322,"type":"econometrics"}
{"author":"JH Wang, E Zivot","title":"A Bayesian time series model of multiple structural changes in level, trend, and variance","journal":"Journal of Business & Economic Statistics","year":2000,"volume":18,"issue":"3","bpage":374,"epage":386,"type":"econometrics"}
{"author":"P Saikkonen, H Lutkepohl","title":"Testing for the cointegrating rank of a VAR process with structural shifts","journal":"Journal of Business & Economic Statistics","year":2000,"volume":18,"issue":"4","bpage":451,"epage":464,"type":"econometrics"}
{"author":"JY Kim","title":"Detection of change in persistence of a linear time series","journal":"Journal of Econometrics","year":2000,"volume":95,"issue":"1","bpage":97,"epage":116,"type":"econometrics"}
{"author":"A Timmermann","title":"Moments of Markov switching models","journal":"Journal of Econometrics","year":2000,"volume":96,"issue":"1","bpage":75,"epage":111,"type":"econometrics"}
{"author":"MA Delgado, J Hidalgo","title":"Nonparametric inference on structural breaks","journal":"Journal of Econometrics","year":2000,"volume":96,"issue":"1","bpage":113,"epage":144,"type":"econometrics"}
{"author":"BE Hansen","title":"Testing for structural change in conditional models","journal":"Journal of Econometrics","year":2000,"volume":97,"issue":"1","bpage":93,"epage":115,"type":"econometrics"}
{"author":"J Marriott, P Newbold","title":"The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective","journal":"Journal of Econometrics","year":2000,"volume":98,"issue":"1","bpage":1,"epage":25,"type":"econometrics"}
{"author":"D Ferger","title":"Optimal tests for the general two-sample problem","journal":"Journal of Multivariate Analysis","year":2000,"volume":74,"issue":"1","bpage":1,"epage":35,"type":"statistics"}
{"author":"D Conniffe, JE Spencer","title":"Approximating the distribution of the maximum partial sum of normal deviates","journal":"Journal of Statistical Planning and Inference","year":2000,"volume":88,"issue":"1","bpage":19,"epage":27,"type":"statistics"}
{"author":"I Grabovsky, L Horvath, M Huskova","title":"Limit theorems for kernel-type estimators for the time of change","journal":"Journal of Statistical Planning and Inference","year":2000,"volume":89,"issue":"1-2","bpage":25,"epage":56,"type":"statistics"}
{"author":"M Huskova, J Steinebach","title":"Limit theorems for a class of tests of gradual changes","journal":"Journal of Statistical Planning and Inference","year":2000,"volume":89,"issue":"1-2","bpage":57,"epage":77,"type":"statistics"}
{"author":"J Antoch, M Huskova","title":"Bayesian-type estimators of change points","journal":"Journal of Statistical Planning and Inference","year":2000,"volume":91,"issue":"2","bpage":195,"epage":208,"type":"statistics"}
{"author":"L Horvath, J Steinebach","title":"Testing for changes in the mean or variance of a stochastic process under weak invariance","journal":"Journal of Statistical Planning and Inference","year":2000,"volume":91,"issue":"2","bpage":365,"epage":376,"type":"statistics"}
{"author":"ZG Stoumbos, MR Reynolds, TP Ryan, WH Woodall","title":"The state of statistical process control as we proceed into the 21st century","journal":"Journal of the American Statistical Association","year":2000,"volume":95,"issue":"451","bpage":992,"epage":998,"type":"statistics"}
{"author":"J Polzehl, VG Spokoiny","title":"Adaptive weights smoothing with applications to image restoration","journal":"Journal of the Royal Statistical Society B","year":2000,"volume":62,"bpage":335,"epage":354,"type":"statistics"}
{"author":"A Pievatolo, R Rotondi","title":"Analysing the interevent time distribution to identify seismicity phases: a Bayesian nonparametric approach to the multiple-changepoint problem","journal":"Journal of the Royal Statistical Society C","year":2000,"volume":49,"bpage":543,"epage":562,"type":"statistics"}
{"author":"F Abramovich, TC Bailey, T Sapatinas","title":"Wavelet analysis and its statistical applications","journal":"Journal of the Royal Statistical Society D","year":2000,"volume":49,"bpage":1,"epage":29,"type":"statistics"}
{"author":"OO Atienza, LC Tang, BW Ang","title":"A uniformly most powerful cumulative sum scheme based on symmetry","journal":"Journal of the Royal Statistical Society D","year":2000,"volume":49,"bpage":209,"epage":217,"type":"statistics"}
{"author":"Y Fan, SP Brooks","title":"Bayesian modelling of prehistoric corbelled domes","journal":"Journal of the Royal Statistical Society D","year":2000,"volume":49,"bpage":339,"epage":354,"type":"statistics"}
{"author":"E Gombay","title":"U-statistics for sequential change detection","journal":"Metrika","year":2000,"volume":52,"issue":"2","bpage":133,"epage":145,"type":"statistics"}
{"author":"DH Papell, CJ Murray, H Ghiblawi","title":"The structure of unemployment","journal":"Review of Economics and Statistics","year":2000,"volume":82,"issue":"2","bpage":309,"epage":315,"type":"econometrics"}
{"author":"L Horvath, P Kokoszka, J Steinebach","title":"Approximations for weighted bootstrap processes with an application","journal":"Statistics & Probability Letters","year":2000,"volume":48,"issue":"1","bpage":59,"epage":70,"type":"statistics"}
{"author":"A Montanes, M Reyes","title":"Structural breaks, unit roots and methods for removing the autocorrelation pattern","journal":"Statistics & Probability Letters","year":2000,"volume":48,"issue":"4","bpage":401,"epage":409,"type":"statistics"}
{"author":"E Gombay","title":"Sequential change-point detection with likelihood ratios","journal":"Statistics & Probability Letters","year":2000,"volume":49,"issue":"2","bpage":195,"epage":204,"type":"statistics"}
{"author":"P Hall, C Rau","title":"Tracking a smooth fault line in a response surface","journal":"The Annals of Statistics","year":2000,"volume":28,"issue":"3","bpage":713,"epage":733,"type":"statistics"}
{"author":"M Beibel","title":"A note on sequential detection with exponential penalty for the delay","journal":"The Annals of Statistics","year":2000,"volume":28,"issue":"6","bpage":1696,"epage":1701,"type":"statistics"}
{"author":"JC Liechty, GO Roberts","title":"Markov chain Monte Carlo methods for switching diffusion models","journal":"Biometrika","year":2001,"volume":88,"issue":"2","bpage":299,"epage":315,"type":"statistics"}
{"author":"WB Wu, M Woodroofe, G Mentz","title":"Isotonic regression: Another look at the changepoint problem","journal":"Biometrika","year":2001,"volume":88,"issue":"3","bpage":793,"epage":804,"type":"statistics"}
{"author":"PJ Green, A Mira","title":"Delayed rejection in reversible jump Metropolis-Hastings","journal":"Biometrika","year":2001,"volume":88,"issue":"4","bpage":1035,"epage":1053,"type":"statistics"}
{"author":"MS Srivastava, TKS Solanky, AK Sen","title":"Power comparison of some tests for detecting a change in the multivariate mean","journal":"Communications in Statistics: Simulation and Computation","year":2001,"volume":30,"issue":"1","bpage":19,"epage":36,"type":"statistics"}
{"author":"YP Chang","title":"Estimation of parameters for nonhomogeneous Poisson process: Software reliability with change-point model","journal":"Communications in Statistics: Simulation and Computation","year":2001,"volume":30,"issue":"3","bpage":623,"epage":635,"type":"statistics"}
{"author":"J Chen, AK Gupta","title":"On change point detection and estimation","journal":"Communications in Statistics: Simulation and Computation","year":2001,"volume":30,"issue":"3","bpage":665,"epage":697,"type":"statistics"}
{"author":"H Boudjellaba, B Macgibbon, P Sawyer","title":"On exact inference for change in a poisson sequence","journal":"Communications in Statistics: Theory and Methods","year":2001,"volume":30,"issue":"3","bpage":407,"epage":434,"type":"statistics"}
{"author":"KY Ding","title":"Properties of the minimum point of an unbalanced two-sided random walk","journal":"Communications in Statistics: Theory and Methods","year":2001,"volume":30,"issue":"11","bpage":2393,"epage":2414,"type":"statistics"}
{"author":"D Barry","title":"Bayesian smoothing with occasional jumps","journal":"Communications in Statistics: Theory and Methods","year":2001,"volume":30,"issue":"12","bpage":2707,"epage":2719,"type":"statistics"}
{"author":"T Friede, F Miller, W Bischoff, M Kieser","title":"A note on change point estimation in dose-response trials","journal":"Computational Statistics & Data Analysis","year":2001,"volume":37,"issue":"2","bpage":219,"epage":232,"type":"statistics"}
{"author":"DM Hawkins","title":"Fitting multiple change-point models to data","journal":"Computational Statistics & Data Analysis","year":2001,"volume":37,"issue":"3","bpage":323,"epage":341,"type":"statistics"}
{"author":"TTL Chong","title":"Structural change in AR(1) models","journal":"Econometric Theory","year":2001,"volume":17,"issue":"1","bpage":87,"epage":155,"type":"econometrics"}
{"author":"A Inoue","title":"Testing for distributional change in time series","journal":"Econometric Theory","year":2001,"volume":17,"issue":"1","bpage":156,"epage":187,"type":"econometrics"}
{"author":"M Caner, BE Hansen","title":"Threshold autoregression with a unit root","journal":"Econometrica","year":2001,"volume":69,"issue":"6","bpage":1555,"epage":1596,"type":"econometrics"}
{"author":"CC Hsu","title":"Change point estimation in regressions with I(d) variables","journal":"Economics Letters","year":2001,"volume":70,"issue":"2","bpage":147,"epage":155,"type":"econometrics"}
{"author":"J Yang","title":"Structural change tests under regression misspecifications","journal":"Economics Letters","year":2001,"volume":70,"issue":"3","bpage":311,"epage":317,"type":"econometrics"}
{"author":"ACBD Lopes","title":"The robustness of tests for seasonal differencing to structural breaks","journal":"Economics Letters","year":2001,"volume":71,"issue":"2","bpage":173,"epage":179,"type":"econometrics"}
{"author":"MY Chen, CM Kuan","title":"Testing parameter constancy in models with infinite variance errors","journal":"Economics Letters","year":2001,"volume":72,"issue":"1","bpage":11,"epage":18,"type":"econometrics"}
{"author":"B Candelon, H Lutkepohl","title":"On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models","journal":"Economics Letters","year":2001,"volume":73,"issue":"2","bpage":155,"epage":160,"type":"econometrics"}
{"author":"H Berger, H Jensen, G Schjelderup","title":"To peg or not to peg? A simple model of exchange rate regime choice in small economies","journal":"Economics Letters","year":2001,"volume":73,"issue":"2","bpage":161,"epage":167,"type":"econometrics"}
{"author":"R Luger","title":"A modified CUSUM test for orthogonal structural changes","journal":"Economics Letters","year":2001,"volume":73,"issue":"3","bpage":301,"epage":306,"type":"econometrics"}
{"author":"WA Bartley, JS Lee, MC Strazicich","title":"Testing the null of cointegration in the presence of a structural break","journal":"Economics Letters","year":2001,"volume":73,"issue":"3","bpage":315,"epage":323,"type":"econometrics"}
{"author":"J Strauss, T Yigit","title":"Present value model, heteroscedasticity and parameter stability tests","journal":"Economics Letters","year":2001,"volume":73,"issue":"3","bpage":375,"epage":378,"type":"econometrics"}
{"author":"M Marcellino, GE Mizon","title":"Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994","journal":"Journal of Applied Econometrics","year":2001,"volume":16,"issue":"3","bpage":359,"epage":370,"type":"econometrics"}
{"author":"CJ O'donnell, AN Rambaldi, HE Doran","title":"Estimating economic relationships subject to firm- and time-varying equality and inequality constraints","journal":"Journal of Applied Econometrics","year":2001,"volume":16,"issue":"6","bpage":709,"epage":726,"type":"econometrics"}
{"author":"G Coenen, JL Vega","title":"The demand for M3 in the euro area","journal":"Journal of Applied Econometrics","year":2001,"volume":16,"issue":"6","bpage":727,"epage":748,"type":"econometrics"}
{"author":"AK Tahmiscioglu","title":"Intertemporal variation in financial constraints on investment: A time-varying parameter approach using panel data","journal":"Journal of Business & Economic Statistics","year":2001,"volume":19,"issue":"2","bpage":153,"epage":165,"type":"econometrics"}
{"author":"A Timmermann","title":"Structural breaks, incomplete information, and stock prices","journal":"Journal of Business & Economic Statistics","year":2001,"volume":19,"issue":"3","bpage":299,"epage":314,"type":"econometrics"}
{"author":"DWK Andrews, B Lu","title":"Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models","journal":"Journal of Econometrics","year":2001,"volume":101,"issue":"1","bpage":123,"epage":164,"type":"econometrics"}
{"author":"MYJ Zhang, JR Russell, RS Tsay","title":"A nonlinear autoregressive conditional duration model with applications to financial transaction data","journal":"Journal of Econometrics","year":2001,"volume":104,"issue":"1","bpage":179,"epage":207,"type":"econometrics"}
{"author":"FX Diebold, A Inoue","title":"Long memory and regime switching","journal":"Journal of Econometrics","year":2001,"volume":105,"issue":"1","bpage":131,"epage":159,"type":"econometrics"}
{"author":"E Gombay","title":"U-statistics for change under alternatives","journal":"Journal of Multivariate Analysis","year":2001,"volume":78,"issue":"1","bpage":139,"epage":158,"type":"statistics"}
{"author":"L Horvath","title":"Change-point detection in long-memory processes","journal":"Journal of Multivariate Analysis","year":2001,"volume":78,"issue":"2","bpage":218,"epage":234,"type":"statistics"}
{"author":"D Ferger","title":"Exponential and polynomial tailbounds for change-point estimators","journal":"Journal of Statistical Planning and Inference","year":2001,"volume":92,"issue":"1-2","bpage":73,"epage":109,"type":"statistics"}
{"author":"Y Rozenholc","title":"Nonparametric tests of change-points with tapered data","journal":"Journal of Time Series Analysis","year":2001,"volume":22,"issue":"1","bpage":13,"epage":43,"type":"statistics"}
{"author":"F Busetti, A Harvey","title":"Testing for the presence of a random walk in series with structural breaks","journal":"Journal of Time Series Analysis","year":2001,"volume":22,"issue":"2","bpage":127,"epage":150,"type":"statistics"}
{"author":"SJ Skates, DK Pauler, IJ Jacobs","title":"Screening based on the risk of cancer calculation from Bayesian hierarchical changepoint and mixture models of longitudinal markers","journal":"Journal of the American Statistical Association","year":2001,"volume":96,"issue":"454","bpage":429,"epage":439,"type":"statistics"}
{"author":"C Han, BP Carlin","title":"Markov chain Monte Carlo methods for computing Bayes factors: A comparative review","journal":"Journal of the American Statistical Association","year":2001,"volume":96,"issue":"455","bpage":1122,"epage":1132,"type":"statistics"}
{"author":"PA Rogerson","title":"Monitoring point patterns for the development of space-time clusters","journal":"Journal of the Royal Statistical Society A","year":2001,"volume":164,"bpage":87,"epage":96,"type":"statistics"}
{"author":"P Hall, L Peng, C Rau","title":"Local likelihood tracking of fault lines and boundaries","journal":"Journal of the Royal Statistical Society B","year":2001,"volume":63,"bpage":569,"epage":582,"type":"statistics"}
{"author":"R Perez-Ocon, JE Ruiz-Castro, ML Gamiz-Perez","title":"Non-homogeneous Markov models in the analysis of survival after breast cancer","journal":"Journal of the Royal Statistical Society C","year":2001,"volume":50,"bpage":111,"epage":124,"type":"statistics"}
{"author":"PJ Avery","title":"The effect of dependence in a binary sequence on tests for a changepoint or a changed segment","journal":"Journal of the Royal Statistical Society C","year":2001,"volume":50,"bpage":243,"epage":246,"type":"statistics"}
{"author":"SA Julious","title":"Inference and estimation in a changepoint regression problem","journal":"Journal of the Royal Statistical Society D","year":2001,"volume":50,"bpage":51,"epage":61,"type":"statistics"}
{"author":"ZM Chen, D Ferger, J Mi","title":"Estimation of the change point of a distribution based on the number of failed test items","journal":"Metrika","year":2001,"volume":53,"issue":"1","bpage":31,"epage":38,"type":"statistics"}
{"author":"PD Bourke","title":"Sample size and the Binomial CUSUM Control Chart: the case of 100% inspection","journal":"Metrika","year":2001,"volume":53,"issue":"1","bpage":51,"epage":70,"type":"statistics"}
{"author":"MN Baily, EJ Bartelsman, J Haltiwanger","title":"Labor productivity: Structural change and cyclical dynamics","journal":"Review of Economics and Statistics","year":2001,"volume":83,"issue":"3","bpage":420,"epage":433,"type":"econometrics"}
{"author":"TTL Chong","title":"Estimating the locations and number of change points by the sample-splitting method","journal":"Statistical Papers","year":2001,"volume":42,"issue":"1","bpage":53,"epage":79,"type":"statistics"}
{"author":"S Fotopoulos, V Jandhyala","title":"Maximum likelihood estimation of a change-point for exponentially distributed random variables","journal":"Statistics & Probability Letters","year":2001,"volume":51,"issue":"4","bpage":423,"epage":429,"type":"statistics"}
{"author":"J Antoch, M Huskova","title":"Permutation tests in change point analysis","journal":"Statistics & Probability Letters","year":2001,"volume":53,"issue":"1","bpage":37,"epage":46,"type":"statistics"}
{"author":"M Baron, AL Rukhin","title":"Perpetuities and asymptotic change-point analysis","journal":"Statistics & Probability Letters","year":2001,"volume":55,"issue":"1","bpage":29,"epage":38,"type":"statistics"}
{"author":"CL Faucett, N Schenker, JMG Taylor","title":"Survival analysis using auxiliary variables via multiple imputation, with application to AIDS clinical trial data","journal":"Biometrics","year":2002,"volume":58,"issue":"1","bpage":37,"epage":47,"type":"statistics"}
{"author":"J Staudenmayer, D Spiegelman","title":"Segmented regression in the presence of covariate measurement error in main study/validation study designs","journal":"Biometrics","year":2002,"volume":58,"issue":"4","bpage":871,"epage":877,"type":"statistics"}
{"author":"RB Davies","title":"Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case","journal":"Biometrika","year":2002,"volume":89,"issue":"2","bpage":484,"epage":489,"type":"statistics"}
{"author":"YQ Chen, CA Rohde, MC Wang","title":"Additive hazards models with latent treatment effectiveness lag time","journal":"Biometrika","year":2002,"volume":89,"issue":"4","bpage":917,"epage":931,"type":"statistics"}
{"author":"N Balakrishnan, MR Brito, AJ Quiroz","title":"Using large order statistics of runs for tracking a changing Bernoulli probability","journal":"Communications in Statistics: Theory and Methods","year":2002,"volume":31,"issue":"5","bpage":719,"epage":732,"type":"statistics"}
{"author":"R Noorossana, WH Woodall, S Amiriparian","title":"On the economic design of multivariate control charts","journal":"Communications in Statistics: Theory and Methods","year":2002,"volume":31,"issue":"9","bpage":1665,"epage":1673,"type":"statistics"}
{"author":"PE Maravelakis, S Bersimis, J Panaretos, S Psarakis","title":"Identifying the out of control variable in a multivariate control chart","journal":"Communications in Statistics: Theory and Methods","year":2002,"volume":31,"issue":"12","bpage":2391,"epage":2408,"type":"statistics"}
{"author":"A Luceno, J Puig-Pey","title":"An accurate algorithm to compute the run length probability distribution, and its convolutions, for a Cusum chart to control normal mean","journal":"Computational Statistics & Data Analysis","year":2002,"volume":38,"issue":"3","bpage":249,"epage":261,"type":"statistics"}
{"author":"RH Loschi, FRB Cruz","title":"An analysis of the influence of some prior specifications in the identification of change points via product partition model","journal":"Computational Statistics & Data Analysis","year":2002,"volume":39,"issue":"4","bpage":477,"epage":501,"type":"statistics"}
{"author":"VK Jandhyala, SB Fotopoulos, DM Hawkins","title":"Detection and estimation of abrupt changes in the variability of a process","journal":"Computational Statistics & Data Analysis","year":2002,"volume":40,"issue":"1","bpage":1,"epage":19,"type":"statistics"}
{"author":"P Saikkonen, H Lutkepohl","title":"Testing for a unit root in a time series with a level shift at unknown time","journal":"Econometric Theory","year":2002,"volume":18,"issue":"2","bpage":313,"epage":348,"type":"econometrics"}
{"author":"I Fiteni","title":"Robust estimation of structural break points","journal":"Econometric Theory","year":2002,"volume":18,"issue":"2","bpage":349,"epage":386,"type":"econometrics"}
{"author":"G Forchini","title":"Optimal similar tests for structural change for the linear regression model","journal":"Econometric Theory","year":2002,"volume":18,"issue":"4","bpage":853,"epage":867,"type":"econometrics"}
{"author":"M Jansson, N Haldrup","title":"Regression theory for nearly cointegrated time series","journal":"Econometric Theory","year":2002,"volume":18,"issue":"6","bpage":1309,"epage":1335,"type":"econometrics"}
{"author":"VJ Gabriel, Z Psaradakis, M Sola","title":"A simple method of testing for cointegration subject to mutiple regime changes","journal":"Economics Letters","year":2002,"volume":76,"issue":"2","bpage":213,"epage":221,"type":"econometrics"}
{"author":"DI Harvey, SJ Leybourne, P Newbold","title":"Seasonal unit root tests with seasonal mean shifts","journal":"Economics Letters","year":2002,"volume":76,"issue":"2","bpage":295,"epage":302,"type":"econometrics"}
{"author":"LA Gil-Alana","title":"Structural breaks and fractional integration in the US output and unemployment rate","journal":"Economics Letters","year":2002,"volume":77,"issue":"1","bpage":79,"epage":84,"type":"econometrics"}
{"author":"M Chauvet, S Potter","title":"Predicting a recession: evidence from the yield curve in the presence of structural breaks","journal":"Economics Letters","year":2002,"volume":77,"issue":"2","bpage":245,"epage":253,"type":"econometrics"}
{"author":"LA Gil-Alana","title":"A mean shift break in the US interest rate","journal":"Economics Letters","year":2002,"volume":77,"issue":"3","bpage":357,"epage":363,"type":"econometrics"}
{"author":"E Andreou, E Ghysels","title":"Detecting multiple breaks in financial market volatility dynamics","journal":"Journal of Applied Econometrics","year":2002,"volume":17,"issue":"5","bpage":579,"epage":600,"type":"econometrics"}
{"author":"E Zivot, DWK Andrews","title":"Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis (Reprinted)","journal":"Journal of Business & Economic Statistics","year":2002,"volume":20,"issue":"1","bpage":25,"epage":44,"type":"econometrics"}
{"author":"BE Hansen","title":"Tests for parameter instability in regressions with I(1) processes (Reprinted)","journal":"Journal of Business & Economic Statistics","year":2002,"volume":20,"issue":"1","bpage":45,"epage":59,"type":"econometrics"}
{"author":"N Gospodinov","title":"Bootstrap-based inference in models with a nearly noninvertible moving average component","journal":"Journal of Business & Economic Statistics","year":2002,"volume":20,"issue":"2","bpage":254,"epage":268,"type":"econometrics"}
{"author":"ZJ Xiao, PCB Phillips","title":"A CUSUM test for cointegration using regression residuals","journal":"Journal of Econometrics","year":2002,"volume":108,"issue":"1","bpage":43,"epage":61,"type":"econometrics"}
{"author":"E Kurozumi","title":"Testing for stationarity with a break","journal":"Journal of Econometrics","year":2002,"volume":108,"issue":"1","bpage":63,"epage":99,"type":"econometrics"}
{"author":"J Breitung","title":"Nonparametric tests for unit roots and cointegration","journal":"Journal of Econometrics","year":2002,"volume":108,"issue":"2","bpage":343,"epage":363,"type":"econometrics"}
{"author":"M Carrasco","title":"Misspecified structural change, threshold, and Markov-switching models","journal":"Journal of Econometrics","year":2002,"volume":109,"issue":"2","bpage":239,"epage":273,"type":"econometrics"}
{"author":"MA Delgado, I Fiteni","title":"External bootstrap tests for parameter stability","journal":"Journal of Econometrics","year":2002,"volume":109,"issue":"2","bpage":275,"epage":303,"type":"econometrics"}
{"author":"TH Kim, S Leybourne, P Newbold","title":"Unit root tests with a break in innovation variance","journal":"Journal of Econometrics","year":2002,"volume":109,"issue":"2","bpage":365,"epage":387,"type":"econometrics"}
{"author":"BE Hansen, B Seo","title":"Testing for two-regime threshold cointegration in vector error-correction models","journal":"Journal of Econometrics","year":2002,"volume":110,"issue":"2","bpage":293,"epage":318,"type":"econometrics"}
{"author":"S Lundbergh, T Terasvirta","title":"Evaluating GARCH models","journal":"Journal of Econometrics","year":2002,"volume":110,"issue":"2","bpage":417,"epage":435,"type":"econometrics"}
{"author":"G Gregoire, Z Hamrouni","title":"Change point estimation by local linear smoothing","journal":"Journal of Multivariate Analysis","year":2002,"volume":83,"issue":"1","bpage":56,"epage":83,"type":"statistics"}
{"author":"E Gombay, L Horvath","title":"Rates of convergence for U-statistic processes and their bootstrapped versions","journal":"Journal of Statistical Planning and Inference","year":2002,"volume":102,"issue":"2","bpage":247,"epage":272,"type":"statistics"}
{"author":"AL Rukhin","title":"Asymptotic behavior of posterior distribution of the change-point parameter","journal":"Journal of Statistical Planning and Inference","year":2002,"volume":105,"issue":"2","bpage":327,"epage":345,"type":"statistics"}
{"author":"HL Koul, L Qian","title":"Asymptotics of maximum likelihood estimator in a two-phase linear regression model","journal":"Journal of Statistical Planning and Inference","year":2002,"volume":108,"issue":"1-2","bpage":99,"epage":119,"type":"statistics"}
{"author":"BK Ray, RS Tsay","title":"Bayesian methods for change-point detection in long-range dependent processes","journal":"Journal of Time Series Analysis","year":2002,"volume":23,"issue":"6","bpage":687,"epage":705,"type":"statistics"}
{"author":"P Hall, L Simar","title":"Estimating a changepoint, boundary, or frontier in the presence of observation error","journal":"Journal of the American Statistical Association","year":2002,"volume":97,"issue":"458","bpage":523,"epage":534,"type":"statistics"}
{"author":"VK Jandhyala, DM Hawkins, SB Fotopoulos","title":"Testing and locating variance changepoints with applications to stock prices (vol 92, pg 738)","journal":"Journal of the American Statistical Association","year":2002,"volume":97,"issue":"458","bpage":661,"epage":661,"type":"statistics"}
{"author":"B Larget, DL Simon, JB Kadane","title":"Bayesian phylogenetic inference from animal mitochondrial genome arrangements","journal":"Journal of the Royal Statistical Society B","year":2002,"volume":64,"bpage":681,"epage":693,"type":"statistics"}
{"author":"K Moeltner, DF Layton","title":"A censored random coefficients model for pooled survey data with application to the estimation of power outage costs","journal":"Review of Economics and Statistics","year":2002,"volume":84,"issue":"3","bpage":552,"epage":561,"type":"econometrics"}
{"author":"A Steland","title":"Nonparametric monitoring of financial time series by jump-preserving control charts","journal":"Statistical Papers","year":2002,"volume":43,"issue":"3","bpage":401,"epage":422,"type":"statistics"}
{"author":"A Aue, J Steinebach","title":"A note on estimating the change-point of a gradually changing stochastic process","journal":"Statistics & Probability Letters","year":2002,"volume":56,"issue":"2","bpage":177,"epage":191,"type":"statistics"}
{"author":"J Huh, KC Carriere","title":"Estimation of regression functions with a discontinuity in a derivative with local polynomial fits","journal":"Statistics & Probability Letters","year":2002,"volume":56,"issue":"3","bpage":329,"epage":343,"type":"statistics"}
{"author":"JC Fu, FA Spiring, HS Xie","title":"On the average run lengths of quality control schemes using a Markov chain approach","journal":"Statistics & Probability Letters","year":2002,"volume":56,"issue":"4","bpage":369,"epage":380,"type":"statistics"}
{"author":"Z Psaradakis","title":"On the asymptotic behaviour of unit-root tests in the presence of a Markov trend","journal":"Statistics & Probability Letters","year":2002,"volume":57,"issue":"1","bpage":101,"epage":109,"type":"statistics"}
{"author":"LC Zhao, LM Peng","title":"Model selection under order restriction","journal":"Statistics & Probability Letters","year":2002,"volume":57,"issue":"4","bpage":301,"epage":306,"type":"statistics"}
{"author":"G Chiu, R Lockhart, R Routledge","title":"Bent-cable asymptotics when the bend is missing","journal":"Statistics & Probability Letters","year":2002,"volume":59,"issue":"1","bpage":9,"epage":16,"type":"statistics"}
{"author":"S Cook","title":"Correcting size distortion of the Dickey-Fuller test via recursive mean adjustment","journal":"Statistics & Probability Letters","year":2002,"volume":60,"issue":"1","bpage":75,"epage":79,"type":"statistics"}
{"author":"V Moskvina, A Zhigljavsky","title":"An algorithm based on singular spectrum analysis for change-point detection","journal":"Communications in Statistics: Simulation and Computation","year":2003,"volume":32,"issue":"2","bpage":319,"epage":352,"type":"statistics"}
{"author":"S Lee, S Lee","title":"Testing heterogeneity for frailty distribution in shared frailty model","journal":"Communications in Statistics: Theory and Methods","year":2003,"volume":32,"issue":"11","bpage":2245,"epage":2253,"type":"statistics"}
{"author":"CB Hall, J Ying, L Kuo, RB Lipton","title":"Bayesian and profile likelihood change point methods for modeling cognitive function over time","journal":"Computational Statistics & Data Analysis","year":2003,"volume":42,"issue":"1-2","bpage":91,"epage":109,"type":"statistics"}
{"author":"T Hothorn, B Lausen","title":"On the exact distribution of maximally selected rank statistics","journal":"Computational Statistics & Data Analysis","year":2003,"volume":43,"issue":"2","bpage":121,"epage":137,"type":"statistics"}
{"author":"A Zeileis, C Kleiber, W Kramer, K Hornik","title":"Testing and dating of structural changes in practice","journal":"Computational Statistics & Data Analysis","year":2003,"volume":44,"issue":"1-2","bpage":109,"epage":123,"type":"statistics"}
{"author":"AR Hall, A Inoue, FPM Peixe","title":"Covariance matrix estimation and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability","journal":"Econometric Theory","year":2003,"volume":19,"issue":"6","bpage":962,"epage":983,"type":"econometrics"}
{"author":"A Estrella","title":"Critical values and p values of bessel process distributions: Computation and application to structural break tests","journal":"Econometric Theory","year":2003,"volume":19,"issue":"6","bpage":1128,"epage":1143,"type":"econometrics"}
{"author":"DWK Andrews","title":"Tests for parameter instability and structural change with unknown change point (vol 71, pg 395, 2003)","journal":"Econometrica","year":2003,"volume":71,"issue":"1","bpage":395,"epage":397,"type":"econometrics"}
{"author":"DWK Andrews","title":"End-of-sample instability tests","journal":"Econometrica","year":2003,"volume":71,"issue":"6","bpage":1661,"epage":1694,"type":"econometrics"}
{"author":"DA Peel, C Ioannidis","title":"Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes","journal":"Economics Letters","year":2003,"volume":78,"issue":"2","bpage":147,"epage":152,"type":"econometrics"}
{"author":"IM Kim","title":"Operational time of the Korea stock markets","journal":"Economics Letters","year":2003,"volume":78,"issue":"2","bpage":181,"epage":185,"type":"econometrics"}
{"author":"MJ Presno, AJ Lopez","title":"Response surface estimates of stationarity tests with a structural break","journal":"Economics Letters","year":2003,"volume":78,"issue":"3","bpage":395,"epage":399,"type":"econometrics"}
{"author":"JF Lamarche","title":"A robust bootstrap test under heteroskedasticity","journal":"Economics Letters","year":2003,"volume":79,"issue":"3","bpage":353,"epage":359,"type":"econometrics"}
{"author":"RS Higgins, PA Johnson","title":"The mean effect of structural change on the dependent variable is accurately measured by the intercept change alone","journal":"Economics Letters","year":2003,"volume":80,"issue":"2","bpage":255,"epage":259,"type":"econometrics"}
{"author":"GM Caporale, N Pittis, P Sakellis","title":"Testing for PPP: the erratic behaviour of unit root tests","journal":"Economics Letters","year":2003,"volume":80,"issue":"2","bpage":277,"epage":284,"type":"econometrics"}
{"author":"A Datta","title":"Time-series tests of convergence and transitional dynamics","journal":"Economics Letters","year":2003,"volume":81,"issue":"2","bpage":233,"epage":240,"type":"econometrics"}
{"author":"JL Carrion-i-Silvestre","title":"Breaking date misspecification error for the level shift KPSS test","journal":"Economics Letters","year":2003,"volume":81,"issue":"3","bpage":365,"epage":371,"type":"econometrics"}
{"author":"J Bai, P Perron","title":"Computation and analysis of multiple structural change models","journal":"Journal of Applied Econometrics","year":2003,"volume":18,"issue":"1","bpage":1,"epage":22,"type":"econometrics"}
{"author":"S Lundbergh, T Terasvirta, D Van dijk","title":"Time-varying smooth transition autoregressive models","journal":"Journal of Business & Economic Statistics","year":2003,"volume":21,"issue":"1","bpage":104,"epage":121,"type":"econometrics"}
{"author":"A Guay, O Scaillet","title":"Indirect inference, nuisance parameter, and threshold moving average models","journal":"Journal of Business & Economic Statistics","year":2003,"volume":21,"issue":"1","bpage":122,"epage":132,"type":"econometrics"}
{"author":"F Busetti, A Harvey","title":"Seasonality tests","journal":"Journal of Business & Economic Statistics","year":2003,"volume":21,"issue":"3","bpage":420,"epage":436,"type":"econometrics"}
{"author":"F Busetti, AMR Taylor","title":"Variance shifts, structural breaks, and stationarity tests","journal":"Journal of Business & Economic Statistics","year":2003,"volume":21,"issue":"4","bpage":510,"epage":531,"type":"econometrics"}
{"author":"JD Hamilton","title":"What is an oil shock?","journal":"Journal of Econometrics","year":2003,"volume":113,"issue":"2","bpage":363,"epage":398,"type":"econometrics"}
{"author":"PR Hansen","title":"Structural changes in the cointegrated vector autoregressive model","journal":"Journal of Econometrics","year":2003,"volume":114,"issue":"2","bpage":261,"epage":295,"type":"econometrics"}
{"author":"P Perron, G Rodriguez","title":"GLS detrending, efficient unit root tests and structural change","journal":"Journal of Econometrics","year":2003,"volume":115,"issue":"1","bpage":1,"epage":27,"type":"econometrics"}
{"author":"E Ghysels, A Guay","title":"Structural change tests for simulated method of moments","journal":"Journal of Econometrics","year":2003,"volume":115,"issue":"1","bpage":91,"epage":123,"type":"econometrics"}
{"author":"F Busetti, AMR Taylor","title":"Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots","journal":"Journal of Econometrics","year":2003,"volume":117,"issue":"1","bpage":21,"epage":53,"type":"econometrics"}
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{"author":"T Visek","title":"The likelihood ratio method for testing changes in the parameters of double exponential observations","journal":"Journal of Statistical Planning and Inference","year":2003,"volume":113,"issue":"1","bpage":79,"epage":111,"type":"statistics"}
{"author":"KY Ding","title":"A lower confidence bound for the change point after a sequential CUSUM test","journal":"Journal of Statistical Planning and Inference","year":2003,"volume":115,"issue":"1","bpage":311,"epage":326,"type":"statistics"}
{"author":"F Busetti, A Harvey","title":"Further comments on stationarity tests in series with structural breaks at unknown points","journal":"Journal of Time Series Analysis","year":2003,"volume":24,"issue":"2","bpage":137,"epage":140,"type":"statistics"}
{"author":"DI Harvey, TC Mills","title":"A note on Busetti-Harvey tests for stationarity in series with structural breaks","journal":"Journal of Time Series Analysis","year":2003,"volume":24,"issue":"2","bpage":159,"epage":164,"type":"statistics"}
{"author":"MC Medeiros, A Veiga","title":"Diagnostic checking in a flexible nonlinear time series model","journal":"Journal of Time Series Analysis","year":2003,"volume":24,"issue":"4","bpage":461,"epage":482,"type":"statistics"}
{"author":"HP Zhang, CY Yu, HT Zhu, J Shi","title":"Identification of linear directions in multivariate adaptive spline models","journal":"Journal of the American Statistical Association","year":2003,"volume":98,"issue":"462","bpage":369,"epage":376,"type":"statistics"}
{"author":"MA Suchard, RE Weiss, KS Dorman, JS Sinsheimer","title":"Inferring spatial phylogenetic variation along nucleotide sequences: A multiple changepoint model","journal":"Journal of the American Statistical Association","year":2003,"volume":98,"issue":"462","bpage":427,"epage":437,"type":"statistics"}
{"author":"AM Krieger, M Pollak, B Yakir","title":"Surveillance of a simple linear regression","journal":"Journal of the American Statistical Association","year":2003,"volume":98,"issue":"462","bpage":456,"epage":469,"type":"statistics"}
{"author":"P Hall, HG Muller","title":"Order-preserving nonparametric regression, with applications to conditional distribution and quantile function estimation","journal":"Journal of the American Statistical Association","year":2003,"volume":98,"issue":"463","bpage":598,"epage":608,"type":"statistics"}
{"author":"XM He, LX Zhu","title":"A lack-of-fit test for quantile regression","journal":"Journal of the American Statistical Association","year":2003,"volume":98,"issue":"464","bpage":1013,"epage":1022,"type":"statistics"}
{"author":"C Sonesson, D Bock","title":"A review and discussion of prospective statistical surveillance in public health","journal":"Journal of the Royal Statistical Society A","year":2003,"volume":166,"bpage":5,"epage":21,"type":"statistics"}
{"author":"F Carsoule, PH Franses","title":"A note on monitoring time-varying parameters in an autoregression","journal":"Metrika","year":2003,"volume":57,"issue":"1","bpage":51,"epage":62,"type":"statistics"}
{"author":"EEAA Aly, AES Abd-Rabou, NM Al-Kandari","title":"Tests for multiple change points under ordered alternatives","journal":"Metrika","year":2003,"volume":57,"issue":"3","bpage":209,"epage":221,"type":"statistics"}
{"author":"A Estrella, JC Fuhrer","title":"Monetary policy shifts and the stability of monetary policy models","journal":"Review of Economics and Statistics","year":2003,"volume":85,"issue":"1","bpage":94,"epage":104,"type":"econometrics"}
{"author":"AM Piehl, SJ Cooper, AA Braga, DM Kennedy","title":"Testing for structural breaks in the evaluation of programs","journal":"Review of Economics and Statistics","year":2003,"volume":85,"issue":"3","bpage":550,"epage":558,"type":"econometrics"}
{"author":"A Estrella, AP Rodrigues, S Schich","title":"How stable is the predictive power of the yield curve? Evidence from Germany and the United States","journal":"Review of Economics and Statistics","year":2003,"volume":85,"issue":"3","bpage":629,"epage":644,"type":"econometrics"}
{"author":"J Lee, MC Strazicich","title":"Minimum Lagrange multiplier unit root test with two structural breaks","journal":"Review of Economics and Statistics","year":2003,"volume":85,"issue":"4","bpage":1082,"epage":1089,"type":"econometrics"}
{"author":"R Hoglund, R Ostermark","title":"Size and power of some cointegration tests under structural breaks and heteroskedastic noise","journal":"Statistical Papers","year":2003,"volume":44,"issue":"1","bpage":1,"epage":22,"type":"statistics"}
{"author":"U Hassler","title":"Nonsense regressions due to neglected time-varying means","journal":"Statistical Papers","year":2003,"volume":44,"issue":"2","bpage":169,"epage":182,"type":"statistics"}
{"author":"AS Dabye, C Farinetto, YA Kutoyants","title":"On Bayesian estimators in misspecified change-point problems for Poisson process","journal":"Statistics & Probability Letters","year":2003,"volume":61,"issue":"1","bpage":17,"epage":30,"type":"statistics"}
{"author":"M Huskova","title":"Serial rank statistics for detection of changes","journal":"Statistics & Probability Letters","year":2003,"volume":61,"issue":"2","bpage":199,"epage":213,"type":"statistics"}
{"author":"CQ Wu, LC Zhao, YH Wu","title":"Estimation in change-point hazard function models","journal":"Statistics & Probability Letters","year":2003,"volume":63,"issue":"1","bpage":41,"epage":48,"type":"statistics"}
{"author":"JC Fu, G Shmueli, YM Chang","title":"A unified Markov chain approach for computing the run length distribution in control charts with simple or compound rules","journal":"Statistics & Probability Letters","year":2003,"volume":65,"issue":"4","bpage":457,"epage":466,"type":"statistics"}
{"author":"O Pons","title":"Estimation in a Cox regression model with a change-point according to a threshold in a covariate","journal":"The Annals of Statistics","year":2003,"volume":31,"issue":"2","bpage":442,"epage":463,"type":"statistics"}
{"author":"P Hall, I Molchanov","title":"Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces","journal":"The Annals of Statistics","year":2003,"volume":31,"issue":"3","bpage":921,"epage":941,"type":"statistics"}
{"author":"CD Fuh","title":"SPRT and CUSUM in hidden Markov models","journal":"The Annals of Statistics","year":2003,"volume":31,"issue":"3","bpage":942,"epage":977,"type":"statistics"}
{"author":"J O'quigley, L Natarajan","title":"Erosion of regression effect in a survival study","journal":"Biometrics","year":2004,"volume":60,"issue":"2","bpage":344,"epage":351,"type":"statistics"}
{"author":"SM O'brien","title":"Cutpoint selection for categorizing a continuous predictor","journal":"Biometrics","year":2004,"volume":60,"issue":"2","bpage":504,"epage":509,"type":"statistics"}
{"author":"HJ Kim, MP Fay, BB Yu, MJ Barrett, EJ Feuer","title":"Comparability of segmented line regression models","journal":"Biometrics","year":2004,"volume":60,"issue":"4","bpage":1005,"epage":1014,"type":"statistics"}
{"author":"D Siegmund","title":"Model selection in irregular problems: Applications to mapping quantitative trait loci","journal":"Biometrika","year":2004,"volume":91,"issue":"4","bpage":785,"epage":800,"type":"statistics"}
{"author":"Z Guan","title":"A semiparametric changepoint model","journal":"Biometrika","year":2004,"volume":91,"issue":"4","bpage":849,"epage":862,"type":"statistics"}
{"author":"S Cook, N Manning","title":"The disappointing properties of GLS-based unit root tests in the presence of structural breaks","journal":"Communications in Statistics: Simulation and Computation","year":2004,"volume":33,"issue":"3","bpage":585,"epage":596,"type":"statistics"}
{"author":"E Andersson","title":"The impact of intensity in surveillance of cyclical processes","journal":"Communications in Statistics: Simulation and Computation","year":2004,"volume":33,"issue":"4","bpage":889,"epage":913,"type":"statistics"}
{"author":"J Park, S Park","title":"Estimation of the change point in the (X)over-bar and S control charts","journal":"Communications in Statistics: Simulation and Computation","year":2004,"volume":33,"issue":"4","bpage":1115,"epage":1132,"type":"statistics"}
{"author":"YD Lee","title":"Unified solutions of integral equations of SPRT for exponential random variables","journal":"Communications in Statistics: Theory and Methods","year":2004,"volume":33,"issue":"1","bpage":65,"epage":74,"type":"statistics"}
{"author":"A Ramanayake","title":"Tests for a change point in the shape parameter of gamma random variables","journal":"Communications in Statistics: Theory and Methods","year":2004,"volume":33,"issue":"4","bpage":821,"epage":833,"type":"statistics"}
{"author":"I Gijbels, AC Goderniaux","title":"Data-driven discontinuity detection in derivatives of a regression function","journal":"Communications in Statistics: Theory and Methods","year":2004,"volume":33,"issue":"4","bpage":851,"epage":871,"type":"statistics"}
{"author":"B Kezim, Z Abdelli","title":"A Bayesian analysis of a structural change in the parameters of a time series","journal":"Communications in Statistics: Theory and Methods","year":2004,"volume":33,"issue":"8","bpage":1863,"epage":1876,"type":"statistics"}
{"author":"LY Kim, M Woodroofe, YH Wu","title":"Testing for a change inn the hazard rate with staggered entry","journal":"Communications in Statistics: Theory and Methods","year":2004,"volume":33,"issue":"9","bpage":2041,"epage":2058,"type":"statistics"}
{"author":"A Ramanayake, AK Gupta","title":"Epidemic change model for the exponential family","journal":"Communications in Statistics: Theory and Methods","year":2004,"volume":33,"issue":"9","bpage":2175,"epage":2198,"type":"statistics"}
{"author":"YS Shih, HW Tsai","title":"Variable selection bias in regression trees with constant fits","journal":"Computational Statistics & Data Analysis","year":2004,"volume":45,"issue":"3","bpage":595,"epage":607,"type":"statistics"}
{"author":"CS Li, D Hunt","title":"Regression splines for threshold selection with application to a random-effects logistic dose-response model","journal":"Computational Statistics & Data Analysis","year":2004,"volume":46,"issue":"1","bpage":1,"epage":9,"type":"statistics"}
{"author":"I Berkes, E Gombay, L Horvath, P Kokoszka","title":"Sequential change-point detection in GARCH(p,q) models","journal":"Econometric Theory","year":2004,"volume":20,"issue":"6","bpage":1140,"epage":1167,"type":"econometrics"}
{"author":"E Ghysels, A Guay","title":"Testing for structural change in the presence of auxiliary models","journal":"Econometric Theory","year":2004,"volume":20,"issue":"6","bpage":1168,"epage":1202,"type":"econometrics"}
{"author":"H Lutkepohl, P Saikkonen, C Trenkler","title":"Testing for the cointegrating rank of a VAR process with level shift at unknown time","journal":"Econometrica","year":2004,"volume":72,"issue":"2","bpage":647,"epage":662,"type":"econometrics"}
{"author":"G Cavaliere","title":"Testing stationarity under a permanent variance shift","journal":"Economics Letters","year":2004,"volume":82,"issue":"3","bpage":403,"epage":408,"type":"econometrics"}
{"author":"PM Summers","title":"Bayesian evidence on the structure of unemployment","journal":"Economics Letters","year":2004,"volume":83,"issue":"3","bpage":299,"epage":306,"type":"econometrics"}
{"author":"JT Lafrance","title":"Integrability of the linear approximate almost ideal demand system","journal":"Economics Letters","year":2004,"volume":84,"issue":"3","bpage":297,"epage":303,"type":"econometrics"}
{"author":"P Keblowski, A Welfe","title":"The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root","journal":"Economics Letters","year":2004,"volume":85,"issue":"2","bpage":257,"epage":263,"type":"econometrics"}
{"author":"Z Psaradakis, M Sola, F Spagnolo","title":"On Markov error-correction models, with an application to stock prices and dividends","journal":"Journal of Applied Econometrics","year":2004,"volume":19,"issue":"1","bpage":69,"epage":88,"type":"econometrics"}
{"author":"R Becker, W Enders, S Hurn","title":"A general test for time dependence in parameters","journal":"Journal of Applied Econometrics","year":2004,"volume":19,"issue":"7","bpage":899,"epage":906,"type":"econometrics"}
{"author":"CJ Kim","title":"The less-volatile US economy: A Bayesian investigation of timing, breadth, and potential explanations","journal":"Journal of Business & Economic Statistics","year":2004,"volume":22,"issue":"1","bpage":80,"epage":93,"type":"econometrics"}
{"author":"E Jondeau, H Le bihan, C Galles","title":"Assessing generalized method-of-moments estimates of the Federal Reserve reaction function","journal":"Journal of Business & Economic Statistics","year":2004,"volume":22,"issue":"2","bpage":225,"epage":238,"type":"econometrics"}
{"author":"I Fiteni","title":"tau-estimators of regression models with structural change of unknown location","journal":"Journal of Econometrics","year":2004,"volume":119,"issue":"1","bpage":19,"epage":44,"type":"econometrics"}
{"author":"JM Dufour, L Khalaf, JT Bernard, I Genest","title":"Simulation-based finite-sample tests for heteroskedasticity and ARCH effects","journal":"Journal of Econometrics","year":2004,"volume":122,"issue":"2","bpage":317,"epage":347,"type":"econometrics"}
{"author":"F Busetti, AMR Taylor","title":"Tests of stationarity against a change in persistence","journal":"Journal of Econometrics","year":2004,"volume":123,"issue":"1","bpage":33,"epage":66,"type":"econometrics"}
{"author":"Y Ninomiya","title":"Construction of conservative test for change-point problem in two-dimensional random fields","journal":"Journal of Multivariate Analysis","year":2004,"volume":89,"issue":"2","bpage":219,"epage":242,"type":"statistics"}
{"author":"D Scholtens, A Miron, FM Merchant, A Miller, PL Miron, JD Iglehart, R Gentleman","title":"Analyzing factorial designed microarray experiments","journal":"Journal of Multivariate Analysis","year":2004,"volume":90,"issue":"1","bpage":19,"epage":43,"type":"statistics"}
{"author":"M Huskova, G Neuhaus","title":"Change point analysis for censored data","journal":"Journal of Statistical Planning and Inference","year":2004,"volume":126,"issue":"1","bpage":207,"epage":223,"type":"statistics"}
{"author":"L Horvath, M Huskova, P Kokoszka, J Steinebach","title":"Monitoring changes in linear models","journal":"Journal of Statistical Planning and Inference","year":2004,"volume":126,"issue":"1","bpage":225,"epage":251,"type":"statistics"}
{"author":"R Gill, M Baron","title":"Consistent estimation in generalized broken-line regression","journal":"Journal of Statistical Planning and Inference","year":2004,"volume":126,"issue":"2","bpage":441,"epage":460,"type":"statistics"}
{"author":"A Rackauskas, C Suquet","title":"Holder norm test statistics for epidemic change","journal":"Journal of Statistical Planning and Inference","year":2004,"volume":126,"issue":"2","bpage":495,"epage":520,"type":"statistics"}
{"author":"U Hassler, PMM Rodrigues","title":"Seasonal unit root tests under structural breaks","journal":"Journal of Time Series Analysis","year":2004,"volume":25,"issue":"1","bpage":33,"epage":53,"type":"statistics"}
{"author":"LA Gil-Alana","title":"A joint test of fractional integration and structural breaks at a known period of time","journal":"Journal of Time Series Analysis","year":2004,"volume":25,"issue":"5","bpage":691,"epage":700,"type":"statistics"}
{"author":"TH Kim, S Leybourne, P Newbold","title":"Behaviour of Dickey-Fuller unit-root tests under trend misspecification","journal":"Journal of Time Series Analysis","year":2004,"volume":25,"issue":"5","bpage":755,"epage":764,"type":"statistics"}
{"author":"O Grigg, V Farewell","title":"An overview of risk-adjusted charts","journal":"Journal of the Royal Statistical Society A","year":2004,"volume":167,"bpage":523,"epage":539,"type":"statistics"}
{"author":"TY Yang","title":"Bayesian binary segmentation procedure for detecting streakiness in sports","journal":"Journal of the Royal Statistical Society A","year":2004,"volume":167,"bpage":627,"epage":637,"type":"statistics"}
{"author":"CH Jackson, LD Sharples","title":"Models for longitudinal data with censored changepoints","journal":"Journal of the Royal Statistical Society C","year":2004,"volume":53,"bpage":149,"epage":162,"type":"statistics"}
{"author":"H Caussinus, O Mestre","title":"Detection and correction of artificial shifts in climate series","journal":"Journal of the Royal Statistical Society C","year":2004,"volume":53,"bpage":405,"epage":425,"type":"statistics"}
{"author":"MA Scott, RG Norman, KI Berger","title":"Modelling growth and decline in lung function in Duchenne's muscular dystrophy with an augmented linear mixed effects model","journal":"Journal of the Royal Statistical Society C","year":2004,"volume":53,"bpage":507,"epage":521,"type":"statistics"}
{"author":"T Mikosch, C Starica","title":"Nonstationarities in financial time series, the long-range dependence, and the IGARCH effects","journal":"Review of Economics and Statistics","year":2004,"volume":86,"issue":"1","bpage":378,"epage":390,"type":"econometrics"}
{"author":"M Sensier, D Van dijk","title":"Testing for volatility changes in US macroeconomic time series","journal":"Review of Economics and Statistics","year":2004,"volume":86,"issue":"3","bpage":833,"epage":839,"type":"econometrics"}
{"author":"A Zeileis","title":"Alternative boundaries for CUSUM tests","journal":"Statistical Papers","year":2004,"volume":45,"issue":"1","bpage":123,"epage":131,"type":"statistics"}
{"author":"P Sibbertsen","title":"Long memory versus structural breaks: An overview","journal":"Statistical Papers","year":2004,"volume":45,"issue":"4","bpage":465,"epage":515,"type":"statistics"}
{"author":"S Lee, S Na","title":"A nonparametric test for the change of the density function in strong mixing processes","journal":"Statistics & Probability Letters","year":2004,"volume":66,"issue":"1","bpage":25,"epage":34,"type":"statistics"}
{"author":"W Bischoff, E Hashorva, K Husler, F Miller","title":"On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models","journal":"Statistics & Probability Letters","year":2004,"volume":66,"issue":"2","bpage":105,"epage":115,"type":"statistics"}
{"author":"CW Park, WC Kim","title":"Estimation of a regression function with a sharp change point using boundary wavelets","journal":"Statistics & Probability Letters","year":2004,"volume":66,"issue":"4","bpage":435,"epage":448,"type":"statistics"}
{"author":"A Aue, L Horvath","title":"Delay time in sequential detection of change","journal":"Statistics & Probability Letters","year":2004,"volume":67,"issue":"3","bpage":221,"epage":231,"type":"statistics"}
{"author":"A Aue","title":"Strong approximation for RCA(1) time series with applications","journal":"Statistics & Probability Letters","year":2004,"volume":68,"issue":"4","bpage":369,"epage":382,"type":"statistics"}
{"author":"S Cook, D Vougas","title":"On the finite-sample size distortion of smooth transition unit root tests","journal":"Statistics & Probability Letters","year":2004,"volume":70,"issue":"3","bpage":175,"epage":182,"type":"statistics"}
{"author":"I Berkes, L Horvath, P Kokoszka","title":"Testing for parameter constancy in GARCH(p,q) models","journal":"Statistics & Probability Letters","year":2004,"volume":70,"issue":"4","bpage":263,"epage":273,"type":"statistics"}
{"author":"GV Moustakides","title":"Optimality of the CUSUM procedure in continuous time","journal":"The Annals of Statistics","year":2004,"volume":32,"issue":"1","bpage":302,"epage":315,"type":"statistics"}
{"author":"D Han, F Tsung","title":"A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes","journal":"The Annals of Statistics","year":2004,"volume":32,"issue":"1","bpage":316,"epage":339,"type":"statistics"}
{"author":"CD Fuh","title":"Asymptotic operating characteristics of an optimal change point detection in hidden Markov models","journal":"The Annals of Statistics","year":2004,"volume":32,"issue":"5","bpage":2305,"epage":2339,"type":"statistics"}
{"author":"C Hans, DB Dunson","title":"Bayesian inferences on umbrella orderings","journal":"Biometrics","year":2005,"volume":61,"issue":"4","bpage":1018,"epage":1026,"type":"statistics"}
{"author":"ZG Wang, JD Wang","title":"Parameter estimation of some NHPP software reliability models with change-point","journal":"Communications in Statistics: Simulation and Computation","year":2005,"volume":34,"issue":"1","bpage":121,"epage":134,"type":"statistics"}
{"author":"JH Lee, BF Qaqish","title":"A latent changepoint model using a generalized estimating equations approach","journal":"Communications in Statistics: Theory and Methods","year":2005,"volume":34,"issue":"5","bpage":1233,"epage":1242,"type":"statistics"}
{"author":"R Habibi, SM Sadooghi-Alvandi, AR Nematollahi","title":"Change point detection in a general class of distributions","journal":"Communications in Statistics: Theory and Methods","year":2005,"volume":34,"issue":"9-10","bpage":1935,"epage":1938,"type":"statistics"}
{"author":"Y Chung, DK Dey, M Kim, C Kim","title":"Bayesian model choice in exponential survival models","journal":"Communications in Statistics: Theory and Methods","year":2005,"volume":34,"issue":"12","bpage":2311,"epage":2330,"type":"statistics"}
{"author":"RH Loschi, FRB Cruz","title":"Extension to the product partition model: computing the probability of a change","journal":"Computational Statistics & Data Analysis","year":2005,"volume":48,"issue":"2","bpage":255,"epage":268,"type":"statistics"}
{"author":"L Khalaf, M Kichian","title":"Exact tests of the stability of the Phillips curve: the Canadian case","journal":"Computational Statistics & Data Analysis","year":2005,"volume":49,"issue":"2","bpage":445,"epage":460,"type":"statistics"}
{"author":"ACBS Lopes, A Montanes","title":"The behavior of Hegy tests for quarterly time series with seasonal mean shifts","journal":"Econometric Reviews","year":2005,"volume":24,"issue":"1","bpage":83,"epage":108,"type":"econometrics"}
{"author":"D Guegan","title":"How can we define the concept of long memory? An econometric survey","journal":"Econometric Reviews","year":2005,"volume":24,"issue":"2","bpage":113,"epage":149,"type":"econometrics"}
{"author":"A Zeileis","title":"A unified approach to structural change tests based on ML scores, F statistics, and OLS residuals","journal":"Econometric Reviews","year":2005,"volume":24,"issue":"4","bpage":445,"epage":466,"type":"econometrics"}
{"author":"B Rossi","title":"Optimal tests for nested model selection with underlying parameter instability","journal":"Econometric Theory","year":2005,"volume":21,"issue":"5","bpage":962,"epage":990,"type":"econometrics"}
{"author":"G Cavaliere, AMR Taylor","title":"Stationarity tests under time-varying second moments","journal":"Econometric Theory","year":2005,"volume":21,"issue":"6","bpage":1112,"epage":1129,"type":"econometrics"}
{"author":"J Belaire-Franch","title":"A proof of the power of Kim's test against stationary processes with structural breaks","journal":"Econometric Theory","year":2005,"volume":21,"issue":"6","bpage":1172,"epage":1176,"type":"econometrics"}
{"author":"JR Magnus, AK Sinha","title":"On Theil's errors","journal":"Econometrics Journal","year":2005,"volume":8,"issue":"1","bpage":39,"epage":54,"type":"econometrics"}
{"author":"JL Carrion-i-Silvestre, T Del barrio-Castro, E Lopez-Bazo","title":"Breaking the panels: An application to the GDP per capita","journal":"Econometrics Journal","year":2005,"volume":8,"issue":"2","bpage":159,"epage":175,"type":"econometrics"}
{"author":"G Yoon","title":"Long-memory property of nonlinear transformations of break processes","journal":"Economics Letters","year":2005,"volume":87,"issue":"3","bpage":373,"epage":377,"type":"econometrics"}
{"author":"JJ Kruger","title":"Structural change in US manufacturing: Stationarity and intra-distributional changes","journal":"Economics Letters","year":2005,"volume":87,"issue":"3","bpage":387,"epage":392,"type":"econometrics"}
{"author":"S De wachter, E Tzavalis","title":"Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models","journal":"Economics Letters","year":2005,"volume":88,"issue":"1","bpage":91,"epage":96,"type":"econometrics"}
{"author":"CC Hsu","title":"Long memory or structural changes: An empirical examination on inflation rates","journal":"Economics Letters","year":2005,"volume":88,"issue":"2","bpage":289,"epage":294,"type":"econometrics"}
{"author":"S Cook","title":"The stationarity of consumption-income ratios: Evidence from minimum LM unit root testing","journal":"Economics Letters","year":2005,"volume":89,"issue":"1","bpage":55,"epage":60,"type":"econometrics"}
{"author":"D Van dijk, DR Osborn, M Sensier","title":"Testing for causality in variance in the presence of breaks","journal":"Economics Letters","year":2005,"volume":89,"issue":"2","bpage":193,"epage":199,"type":"econometrics"}
{"author":"E Gaffeo, M Gallegati, M Gallegati","title":"Requiem for the unit root in per capita real GDP? Additional evidence from historical data","journal":"Empirical Economics","year":2005,"volume":30,"issue":"1","bpage":37,"epage":63,"type":"econometrics"}
{"author":"A Zeileis, F Leisch, C Kleiber, K Hornik","title":"Monitoring structural change in dynamic econometric models","journal":"Journal of Applied Econometrics","year":2005,"volume":20,"issue":"1","bpage":99,"epage":121,"type":"econometrics"}
{"author":"A Zeileis, C Kleiber","title":"Validating multiple structural change models - A case study","journal":"Journal of Applied Econometrics","year":2005,"volume":20,"issue":"5","bpage":685,"epage":690,"type":"econometrics"}
{"author":"CJ Kim, JC Morley, CR Nelson","title":"The structural break in the equity premium","journal":"Journal of Business & Economic Statistics","year":2005,"volume":23,"issue":"2","bpage":181,"epage":191,"type":"econometrics"}
{"author":"A Smith","title":"Level shifts and the illusion of long memory in economic time series","journal":"Journal of Business & Economic Statistics","year":2005,"volume":23,"issue":"3","bpage":321,"epage":335,"type":"econometrics"}
{"author":"A Inoue, B Rossi","title":"Recursive predictability tests for real-time data","journal":"Journal of Business & Economic Statistics","year":2005,"volume":23,"issue":"3","bpage":336,"epage":345,"type":"econometrics"}
{"author":"D Harris, S Leybourne, B Mccabe","title":"Panel stationarity tests for purchasing power parity with cross-sectional dependence","journal":"Journal of Business & Economic Statistics","year":2005,"volume":23,"issue":"4","bpage":395,"epage":409,"type":"econometrics"}
{"author":"AM Herrera, E Pesavento","title":"The decline in US output volatility: Structural changes and inventory investment","journal":"Journal of Business & Economic Statistics","year":2005,"volume":23,"issue":"4","bpage":462,"epage":472,"type":"econometrics"}
{"author":"TE Clark, MW Mccracken","title":"The power of tests of predictive ability in the presence of structural breaks","journal":"Journal of Econometrics","year":2005,"volume":124,"issue":"1","bpage":1,"epage":31,"type":"econometrics"}
{"author":"P Andrade, C Bruneau, S Gregoir","title":"Testing for the cointegration rank when some cointegrating directions are changing","journal":"Journal of Econometrics","year":2005,"volume":124,"issue":"2","bpage":269,"epage":310,"type":"econometrics"}
{"author":"GM Chen, YK Choi, Y Zhou","title":"Nonparametric estimation of structural change points in volatility models for time series","journal":"Journal of Econometrics","year":2005,"volume":126,"issue":"1","bpage":79,"epage":114,"type":"econometrics"}
{"author":"CJM Paula, R Nehring","title":"Product diversification, production systems, and economic performance in US agricultural production","journal":"Journal of Econometrics","year":2005,"volume":126,"issue":"2","bpage":525,"epage":548,"type":"econometrics"}
{"author":"T Juhl, ZJ Xiao","title":"A nonparametric test for changing trends","journal":"Journal of Econometrics","year":2005,"volume":127,"issue":"2","bpage":179,"epage":199,"type":"econometrics"}
{"author":"A Banerjee, G Urga","title":"Modelling structural breaks, long memory and stock market volatility: an overview","journal":"Journal of Econometrics","year":2005,"volume":129,"issue":"1-2","bpage":1,"epage":34,"type":"econometrics"}
{"author":"A Montanes, I Olloqui, E Calvo","title":"Selection of the break in the Perron-type tests","journal":"Journal of Econometrics","year":2005,"volume":129,"issue":"1-2","bpage":41,"epage":64,"type":"econometrics"}
{"author":"P Perron, XK Zhu","title":"Structural breaks with deterministic and stochastic trends","journal":"Journal of Econometrics","year":2005,"volume":129,"issue":"1-2","bpage":65,"epage":119,"type":"econometrics"}
{"author":"P Gagliardini, F Trojani, G Urga","title":"Robust GMM tests for structural breaks","journal":"Journal of Econometrics","year":2005,"volume":129,"issue":"1-2","bpage":139,"epage":182,"type":"econometrics"}
{"author":"MH Pesaran, A Timmermann","title":"Small sample properties of forecasts from autoregressive models under structural breaks","journal":"Journal of Econometrics","year":2005,"volume":129,"issue":"1-2","bpage":183,"epage":217,"type":"econometrics"}
{"author":"S Lazarova","title":"Testing for structural change in regression with long memory processes","journal":"Journal of Econometrics","year":2005,"volume":129,"issue":"1-2","bpage":329,"epage":372,"type":"econometrics"}
{"author":"S Lee, O Na","title":"Test for parameter change in stochastic processes based on conditional least-squares estimator","journal":"Journal of Multivariate Analysis","year":2005,"volume":93,"issue":"2","bpage":375,"epage":393,"type":"statistics"}
{"author":"G Chiu, R Lockhart, R Routledge","title":"Asymptotic theory for bent-cable regression - the basic case","journal":"Journal of Statistical Planning and Inference","year":2005,"volume":127,"issue":"1-2","bpage":143,"epage":156,"type":"statistics"}
{"author":"L Horvath, M Huskova","title":"Testing for changes using permutations of U-statistics","journal":"Journal of Statistical Planning and Inference","year":2005,"volume":128,"issue":"2","bpage":351,"epage":371,"type":"statistics"}
{"author":"A Majumdar, AE Gelfand, S Banerjee","title":"Spatio-temporal change-point modeling","journal":"Journal of Statistical Planning and Inference","year":2005,"volume":130,"issue":"1-2","bpage":149,"epage":166,"type":"statistics"}
{"author":"G Gurevich, A Vexler","title":"Change point problems in the model of logistic regression","journal":"Journal of Statistical Planning and Inference","year":2005,"volume":131,"issue":"2","bpage":313,"epage":331,"type":"statistics"}
{"author":"B Brodsky, B Darkhovsky","title":"Asymptotically optimal methods of change-point detection for composite hypotheses","journal":"Journal of Statistical Planning and Inference","year":2005,"volume":133,"issue":"1","bpage":123,"epage":138,"type":"statistics"}
{"author":"G Kapetanios","title":"Unit-root testing against the alternative hypothesis of up to m structural breaks","journal":"Journal of Time Series Analysis","year":2005,"volume":26,"issue":"1","bpage":123,"epage":133,"type":"statistics"}
{"author":"CP Wang, CH Brown, K Bandeen-Roche","title":"Residual diagnostics for growth mixture models: Examining the impact of a preventive intervention on multiple trajectories of aggressive behavior","journal":"Journal of the American Statistical Association","year":2005,"volume":100,"issue":"471","bpage":1054,"epage":1076,"type":"statistics"}
{"author":"W Bischoff, E Hashorva, J Husler, F Miller","title":"Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests","journal":"Metrika","year":2005,"volume":62,"issue":"1","bpage":85,"epage":98,"type":"statistics"}
{"author":"C Starica, C Granger","title":"Nonstationarities in stock returns","journal":"Review of Economics and Statistics","year":2005,"volume":87,"issue":"3","bpage":503,"epage":522,"type":"econometrics"}
{"author":"P Gottschalk","title":"Downward nominal-wage flexibility: Real or measurement error?","journal":"Review of Economics and Statistics","year":2005,"volume":87,"issue":"3","bpage":556,"epage":568,"type":"econometrics"}
{"author":"JM Campa, LS Goldberg","title":"Exchange rate pass-through into import prices","journal":"Review of Economics and Statistics","year":2005,"volume":87,"issue":"4","bpage":679,"epage":690,"type":"econometrics"}
{"author":"G O'reilly, K Whelan","title":"Has EURO-area inflation persistence changed over time?","journal":"Review of Economics and Statistics","year":2005,"volume":87,"issue":"4","bpage":709,"epage":720,"type":"econometrics"}
{"author":"S Knoth","title":"Fast initial response features for EWMA control charts","journal":"Statistical Papers","year":2005,"volume":46,"issue":"1","bpage":47,"epage":64,"type":"statistics"}
{"author":"A Steland","title":"On the distribution of the clipping median under a mixture model","journal":"Statistics & Probability Letters","year":2005,"volume":71,"issue":"1","bpage":1,"epage":13,"type":"statistics"}
{"author":"Y Ninomiya","title":"Information criterion for Gaussian change-point model","journal":"Statistics & Probability Letters","year":2005,"volume":72,"issue":"3","bpage":237,"epage":247,"type":"statistics"}
{"author":"S Ben hariz, JJ Wylie","title":"Rates of convergence for the change-point estimator for long-range dependent sequences","journal":"Statistics & Probability Letters","year":2005,"volume":73,"issue":"2","bpage":155,"epage":164,"type":"statistics"}
{"author":"G Lorden, M Pollak","title":"Nonanticipating estimation applied to sequential analysis and changepoint detection","journal":"The Annals of Statistics","year":2005,"volume":33,"issue":"3","bpage":1422,"epage":1454,"type":"statistics"}
{"author":"R Kulperger, H Yu","title":"High moment partial sum processes of residuals in GARCH models and their applications","journal":"The Annals of Statistics","year":2005,"volume":33,"issue":"5","bpage":2395,"epage":2422,"type":"statistics"}
{"author":"H Jacqmin-Gadda, D Commenges, JF Dartigues","title":"Random changepoint model for joint modeling of cognitive decline and dementia","journal":"Biometrics","year":2006,"volume":62,"issue":"1","bpage":254,"epage":260,"type":"statistics"}
{"author":"MP Gadre, RN Rattihalli","title":"Modified Group Runs control charts to detect increases in fraction non conforming and shifts in the process mean","journal":"Communications in Statistics: Simulation and Computation","year":2006,"volume":35,"issue":"1","bpage":225,"epage":240,"type":"statistics"}
{"author":"S Khedhiri","title":"Alternative tests for parameter stability","journal":"Communications in Statistics: Simulation and Computation","year":2006,"volume":35,"issue":"2","bpage":347,"epage":360,"type":"statistics"}
{"author":"S Lee, S Park, K Maekawa, KI Kawai","title":"Test for parameter change in ARIMA models","journal":"Communications in Statistics: Simulation and Computation","year":2006,"volume":35,"issue":"2","bpage":429,"epage":439,"type":"statistics"}
{"author":"P Besse, C Le gall","title":"Application and reliability of change-point analyses for detecting a defective stage in integrated circuit manufacturing","journal":"Communications in Statistics: Simulation and Computation","year":2006,"volume":35,"issue":"2","bpage":479,"epage":496,"type":"statistics"}
{"author":"X Pan","title":"A simple method using CuScore to monitor changes in ARMA coefficients","journal":"Communications in Statistics: Simulation and Computation","year":2006,"volume":35,"issue":"2","bpage":515,"epage":530,"type":"statistics"}
{"author":"A Escribano, AE Sipols, F Aparicio","title":"Nonlinear cointegration and nonlinear error correction: Record counting cointegration tests","journal":"Communications in Statistics: Simulation and Computation","year":2006,"volume":35,"issue":"4","bpage":939,"epage":956,"type":"statistics"}
{"author":"S Han, Z Tian","title":"Truncating estimation for the mean change-point in heavy-tailed dependent observations","journal":"Communications in Statistics: Theory and Methods","year":2006,"volume":35,"issue":"1","bpage":43,"epage":52,"type":"statistics"}
{"author":"PA Rogerson","title":"Formulas for the design of CUSUM quality control charts","journal":"Communications in Statistics: Theory and Methods","year":2006,"volume":35,"issue":"2","bpage":373,"epage":383,"type":"statistics"}
{"author":"A Vexler, G Gurevich","title":"Guaranteed local maximum likelihood detection of a change point in nonparametric logistic regression","journal":"Communications in Statistics: Theory and Methods","year":2006,"volume":35,"issue":"4","bpage":711,"epage":726,"type":"statistics"}
{"author":"RS Gill, JP Keating, MI Baron","title":"Detecting abrupt leaks in blended underground storage tanks","journal":"Communications in Statistics: Theory and Methods","year":2006,"volume":35,"issue":"4","bpage":727,"epage":742,"type":"statistics"}
{"author":"G Gurevich","title":"Nonparametric AMOC changepoint tests for stochastically ordered alternatives","journal":"Communications in Statistics: Theory and Methods","year":2006,"volume":35,"issue":"5","bpage":887,"epage":903,"type":"statistics"}
{"author":"A Delaigle, I Gijbels","title":"Data-driven boundary estimation in deconvolution problems","journal":"Computational Statistics & Data Analysis","year":2006,"volume":50,"issue":"8","bpage":1965,"epage":1994,"type":"statistics"}
{"author":"E Deschepper, O Thas, JP Ottoy","title":"Regional residual plots for assessing the fit of linear regression models","journal":"Computational Statistics & Data Analysis","year":2006,"volume":50,"issue":"8","bpage":1995,"epage":2013,"type":"statistics"}
{"author":"M Mazzocchi","title":"Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm","journal":"Computational Statistics & Data Analysis","year":2006,"volume":50,"issue":"9","bpage":2191,"epage":2205,"type":"statistics"}
{"author":"A Zeileis","title":"Implementing a class of structural change tests: An econometric computing approach","journal":"Computational Statistics & Data Analysis","year":2006,"volume":50,"issue":"11","bpage":2987,"epage":3008,"type":"statistics"}
{"author":"P Saikkonen, H Lutkepohl, C Trenkler","title":"Break date estimation for var processes with level shift with an application to cointegration testing","journal":"Econometric Theory","year":2006,"volume":22,"issue":"1","bpage":15,"epage":68,"type":"econometrics"}
{"author":"L Horvath, P Kokoszka, AN Zhang","title":"Monitoring constancy of variance in conditionally heteroskedastic time series","journal":"Econometric Theory","year":2006,"volume":22,"issue":"3","bpage":373,"epage":402,"type":"econometrics"}
{"author":"JL Carrion-Silvestre, A Sanso","title":"Joint hypothesis specification for unit root tests with a structural break","journal":"Econometrics Journal","year":2006,"volume":9,"issue":"2","bpage":196,"epage":224,"type":"econometrics"}
{"author":"H Liu, G Rodriguez","title":"Unit root tests and structural change when the initial observation is drawn from its unconditional distribution","journal":"Econometrics Journal","year":2006,"volume":9,"issue":"2","bpage":225,"epage":251,"type":"econometrics"}
{"author":"A Aue, L Horvath, M Huskova, P Kokoszka","title":"Change-point monitoring in linear models","journal":"Econometrics Journal","year":2006,"volume":9,"issue":"3","bpage":373,"epage":403,"type":"econometrics"}
{"author":"A Deng, P Perron","title":"A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend","journal":"Econometrics Journal","year":2006,"volume":9,"issue":"3","bpage":423,"epage":447,"type":"econometrics"}
{"author":"J Westerlund","title":"Testing for panel cointegration with a level break","journal":"Economics Letters","year":2006,"volume":91,"issue":"1","bpage":27,"epage":33,"type":"econometrics"}
{"author":"JL Carrion-i-Silvestre, A Sanso","title":"A guide to the computation of stationarity tests","journal":"Empirical Economics","year":2006,"volume":31,"issue":"2","bpage":433,"epage":448,"type":"econometrics"}
{"author":"DN Dejong, R Liesenfeld, JF Richard","title":"Timing structural change: A conditional probabilistic approach","journal":"Journal of Applied Econometrics","year":2006,"volume":21,"issue":"2","bpage":175,"epage":190,"type":"econometrics"}
{"author":"ABC Galvao","title":"Structural break threshold VARs for predicting us recessions using the spread","journal":"Journal of Applied Econometrics","year":2006,"volume":21,"issue":"4","bpage":463,"epage":487,"type":"econometrics"}
{"author":"TE Clark","title":"Disaggregate evidence on the persistence of consumer price inflation","journal":"Journal of Applied Econometrics","year":2006,"volume":21,"issue":"5","bpage":563,"epage":587,"type":"econometrics"}
{"author":"NR Swanson, D Van dijk","title":"Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry","journal":"Journal of Business & Economic Statistics","year":2006,"volume":24,"issue":"1","bpage":24,"epage":42,"type":"econometrics"}
{"author":"M Meitz, T Terasvirta","title":"Evaluating models of autoregressive conditional duration","journal":"Journal of Business & Economic Statistics","year":2006,"volume":24,"issue":"1","bpage":104,"epage":124,"type":"econometrics"}
{"author":"DWK Andrews, JY Kim","title":"Tests for cointegration breakdown over a short time period","journal":"Journal of Business & Economic Statistics","year":2006,"volume":24,"issue":"4","bpage":379,"epage":394,"type":"econometrics"}
{"author":"K Carstensen","title":"Stock market downswing and the stability of European monetary union money demand","journal":"Journal of Business & Economic Statistics","year":2006,"volume":24,"issue":"4","bpage":395,"epage":402,"type":"econometrics"}
{"author":"A Beltratti, C Morana","title":"Breaks and persistency: macroeconomic causes of stock market volatility","journal":"Journal of Econometrics","year":2006,"volume":131,"issue":"1-2","bpage":151,"epage":177,"type":"econometrics"}
{"author":"JM Dufour, D Pelletier, E Renault","title":"Short run and long run causality in time series: inference","journal":"Journal of Econometrics","year":2006,"volume":132,"issue":"2","bpage":337,"epage":362,"type":"econometrics"}
{"author":"P Perron, ZJ Qu","title":"Estimating restricted structural change models","journal":"Journal of Econometrics","year":2006,"volume":134,"issue":"2","bpage":373,"epage":399,"type":"econometrics"}
{"author":"E Andreou, E Ghysels","title":"Monitoring disruptions in financial markets","journal":"Journal of Econometrics","year":2006,"volume":135,"issue":"1-2","bpage":77,"epage":124,"type":"econometrics"}
{"author":"DF Hendry","title":"Robustifying forecasts from equilibrium-correction systems","journal":"Journal of Econometrics","year":2006,"volume":135,"issue":"1-2","bpage":399,"epage":426,"type":"econometrics"}
{"author":"JM Pan, JH Chen","title":"Application of modified information criterion to multiple change point problems","journal":"Journal of Multivariate Analysis","year":2006,"volume":97,"issue":"10","bpage":2221,"epage":2241,"type":"statistics"}
{"author":"A Slaby","title":"Expectation of rank statistics under setup of stochastic inequalities","journal":"Journal of Statistical Planning and Inference","year":2006,"volume":136,"issue":"2","bpage":311,"epage":319,"type":"statistics"}
{"author":"KY Ding, YH Wu","title":"On the biases of change point and change magnitude estimation after CUSUM test","journal":"Journal of Statistical Planning and Inference","year":2006,"volume":136,"issue":"4","bpage":1258,"epage":1280,"type":"statistics"}
{"author":"C Park, WC Kim","title":"Wavelet estimation of a regression function with a sharp change point in a random design","journal":"Journal of Statistical Planning and Inference","year":2006,"volume":136,"issue":"7","bpage":2381,"epage":2394,"type":"statistics"}
{"author":"FA Quintana","title":"A predictive view of Bayesian clustering","journal":"Journal of Statistical Planning and Inference","year":2006,"volume":136,"issue":"8","bpage":2407,"epage":2429,"type":"statistics"}
{"author":"A Aue","title":"Testing for parameter stability in RCA(1) time series","journal":"Journal of Statistical Planning and Inference","year":2006,"volume":136,"issue":"9","bpage":3070,"epage":3089,"type":"statistics"}
{"author":"A Vexler","title":"Guaranteed testing for epidemic changes of a linear regression model","journal":"Journal of Statistical Planning and Inference","year":2006,"volume":136,"issue":"9","bpage":3101,"epage":3120,"type":"statistics"}
{"author":"YH Wu","title":"Inference for post-change mean by a CUSUM procedure","journal":"Journal of Statistical Planning and Inference","year":2006,"volume":136,"issue":"10","bpage":3625,"epage":3646,"type":"statistics"}
{"author":"S Na, S Lee, H Park","title":"Sequential empirical process in autoregressive models with measurement errors","journal":"Journal of Statistical Planning and Inference","year":2006,"volume":136,"issue":"12","bpage":4204,"epage":4216,"type":"statistics"}
{"author":"G Pons","title":"Testing monthly seasonal unit roots with monthly and quarterly information","journal":"Journal of Time Series Analysis","year":2006,"volume":27,"issue":"2","bpage":191,"epage":209,"type":"statistics"}
{"author":"R Becker, W Enders, J Lee","title":"A stationarity test in the presence of an unknown number of smooth breaks","journal":"Journal of Time Series Analysis","year":2006,"volume":27,"issue":"3","bpage":381,"epage":409,"type":"statistics"}
{"author":"F Aparicio, A Escribano, AE Sipols","title":"Range unit-root (RUR) tests: Robust against nonlinearities, error distributions, structural breaks and outliers","journal":"Journal of Time Series Analysis","year":2006,"volume":27,"issue":"4","bpage":545,"epage":576,"type":"statistics"}
{"author":"AE Noriega, D Ventosa-Santaularia","title":"Spurious regression under broken-trend stationarity","journal":"Journal of Time Series Analysis","year":2006,"volume":27,"issue":"5","bpage":671,"epage":684,"type":"statistics"}
{"author":"RA Davis, TCM Lee, GA Rodriguez-Yam","title":"Structural break estimation for nonstationary time series models","journal":"Journal of the American Statistical Association","year":2006,"volume":101,"issue":"473","bpage":223,"epage":239,"type":"statistics"}
{"author":"D Han, FG Tsung","title":"A reference-free Cuscore chart for dynamic mean change detection and a unified framework for charting performance comparison","journal":"Journal of the American Statistical Association","year":2006,"volume":101,"issue":"473","bpage":368,"epage":386,"type":"statistics"}
{"author":"G Chiu, R Lockhart, R Routledge","title":"Bent-cable regression theory and applications","journal":"Journal of the American Statistical Association","year":2006,"volume":101,"issue":"474","bpage":542,"epage":553,"type":"statistics"}
{"author":"M Huskova, SG Meintanis","title":"Change point analysis based on empirical characteristic functions - Empirical characteristic functions","journal":"Metrika","year":2006,"volume":63,"issue":"2","bpage":145,"epage":168,"type":"statistics"}
{"author":"VK Jandhyala, SB Fotopoulos, DM Hawkins","title":"On the inconsistency of the change-point estimator for the NE family","journal":"Metrika","year":2006,"volume":63,"issue":"3","bpage":309,"epage":315,"type":"statistics"}
{"author":"EL Grinols, R Perrelli","title":"The WTO impact on international trade disputes: An event history analysis","journal":"Review of Economics and Statistics","year":2006,"volume":88,"issue":"4","bpage":613,"epage":624,"type":"econometrics"}
{"author":"F Osorio, M Galea","title":"Detection of a change-point in student-t linear regression models","journal":"Statistical Papers","year":2006,"volume":47,"issue":"1","bpage":31,"epage":48,"type":"statistics"}
{"author":"G Bruno, E Otranto","title":"The choice of time interval in seasonal adjustment: A heuristic approach","journal":"Statistical Papers","year":2006,"volume":47,"issue":"3","bpage":393,"epage":417,"type":"statistics"}
{"author":"M Rosolowski, W Schmid","title":"EWNA charts for monitoring the mean and the autocovariances of stationary processes","journal":"Statistical Papers","year":2006,"volume":47,"issue":"4","bpage":595,"epage":630,"type":"statistics"}
{"author":"JF Dupuy","title":"Estimation in a change-point hazard regression model","journal":"Statistics & Probability Letters","year":2006,"volume":76,"issue":"2","bpage":182,"epage":190,"type":"statistics"}
{"author":"HG Muller, N Wai","title":"Asymptotic fluctuations of mutagrams","journal":"Statistics & Probability Letters","year":2006,"volume":76,"issue":"12","bpage":1201,"epage":1210,"type":"statistics"}
{"author":"S Cook","title":"Testing for cointegration in the presence of mis-specified structural change","journal":"Statistics & Probability Letters","year":2006,"volume":76,"issue":"13","bpage":1380,"epage":1384,"type":"statistics"}
{"author":"M Brown, S Zacks","title":"A note on optimal stopping for possible change in the intensity of an ordinary Poisson process","journal":"Statistics & Probability Letters","year":2006,"volume":76,"issue":"13","bpage":1417,"epage":1425,"type":"statistics"}
{"author":"YJ Mei","title":"Sequential change-point detection when unknown parameters are present in the pre-change distribution","journal":"The Annals of Statistics","year":2006,"volume":34,"issue":"1","bpage":92,"epage":122,"type":"statistics"}
{"author":"A Goldenshluger, A Tsybakov, A Zeevi","title":"Optimal change-point estimation from indirect observations","journal":"The Annals of Statistics","year":2006,"volume":34,"issue":"1","bpage":350,"epage":372,"type":"statistics"}
{"author":"I Berkes, L Horvath, P Kokoszka, QM Shao","title":"On discriminating between long-range dependence and changes in mean","journal":"The Annals of Statistics","year":2006,"volume":34,"issue":"3","bpage":1140,"epage":1165,"type":"statistics"}
{"author":"A Goldenshluger, A Zeevi","title":"Recovering convex boundaries from blurred and noisy observations","journal":"The Annals of Statistics","year":2006,"volume":34,"issue":"3","bpage":1375,"epage":1394,"type":"statistics"}