LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES

A new look at the statistical model identification

1974 • 46,507 citations

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

Martingale Limit Theory and its Application.

1984 • 2,982 citations

A Course in Probability Theory

1974 • 2,847 citations

Spectral Analysis and Time Series.

1984 • 1,166 citations

Asymptotics for Linear Processes

1992 • 933 citations

Inference about the change-point in a sequence of random variables

1970 • 780 citations

Cube Root Asymptotics

1990 • 641 citations

On Tests for Detecting Change in Mean

1975 • 347 citations

Testing a Sequence of Observations for a Shift in Location

1977 • 314 citations

Testing and estimating change-points in time series

1985 • 302 citations

Confidence regions and tests for a change-point in a sequence of exponential family random variables

1986 • 245 citations

Tests for a change-point

1987 • 226 citations

On the Likelihood Ratio Test for a Shift in Location of Normal Populations

1979 • 181 citations

Generalization of an inequality of Kolmogorov

1955 • 150 citations

Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables

1987 • 144 citations

Crossing probabilities for a square root boundary by a bessel process

1981 • 140 citations

Likelihood Ratio Tests for a Change in the Multivariate Normal Mean

1986 • 122 citations

Inference about the change-point in a sequence of binomial variables

1970 • 89 citations

Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case

1987 • 86 citations

Some One-Sided Tests for Change in Level

1975 • 70 citations

Some Multivariate Chebyshev Inequalities with Extensions to Continuous Parameter Processes

1961 • 64 citations

Testing and estimating change-points in time series

1985 • 62 citations

Time Series Analysis: Theory and Practice 2

1983 • 44 citations

Tests for Parameter Instability and Structural Change with Unknown Change Point

1990 • 24 citations

Some One-Sided Tests for Change in Level

1975 • 22 citations

A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables

1989 • 19 citations

A simple least squares method for estimating a change in mean

1986 • 18 citations