Appendix A: Proofs of main results. The proofs of Propositions 2.1, 2.2, Theorems 3.1, 4.1,
4.2, 5.1, 5.2, Corollaries 5.3, 5.4 and Corollaries 6.1, 6.2 are placed in Sections A. 1–A. 12 …

The aim of this research is to propose a binary segmentation algorithm to detect the change
points in financial time-series based on the Iterative Cumulative Sum of Squares (ICSS). The …

Change points indicate significant shifts in the statistical properties in data streams at some
time points. Detecting change points efficiently and effectively are essential for us to …

Detecting change-points in data is challenging because of the range of possible types of
change and types of behaviour of data when there is no change. Statistically efficient …

Accurate evaluation of liver viability during its procurement is a challenging issue and has
traditionally been addressed by taking an invasive biopsy of the liver. Recently, people have …

An asymptotically correct test for an abrupt break in functional variance function of
measurement error in the functional sequence and the confidence interval of change point is …

This article considers the problem of jointly monitoring the mean and variance of a process
by multi-chart schemes. Multi-chart is a combination of several single charts which detects …

Detecting change points in data is challenging because of the range of possible types of
change and types of behaviour of data when there is no change. Statistically efficient …

An asymptotic test for constancy of the variance under short-range dependence Page 1 The
Annals of Statistics 2021, Vol. 49, No. 6, 3460–3481 https://doi.org/10.1214/21-AOS2092 © …

Tests for structural breaks in time series should ideally be sensitive to breaks in the
parameter of interest, while being robust to nuisance changes. Statistical analysis thus …