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1. Randomized Repeated Significance Tests Based on Scan Statistics for Discrete Data. (2025). Qiao, Yong ; Glaz, Joseph.
   In: Methodology and Computing in Applied Probability.
   RePEc:spr:metcap:v:27:y:2025:i:1:d:10.1007_s11009-024-10132-8.

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2. On Finite Mixture Modeling of Change-point Processes. (2022). Melnykov, Yana ; Zhu, Xuwen.
   In: Journal of Classification.
   RePEc:spr:jclass:v:39:y:2022:i:1:d:10.1007_s00357-021-09385-6.

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3. Bivariate change point detection: Joint detection of changes in expectation and variance. (2022). Messer, Michael.
   In: Scandinavian Journal of Statistics.
   RePEc:bla:scjsta:v:49:y:2022:i:2:p:886-916.

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4. Approximations for the Boundary Crossing Probabilities of Moving Sums of Random Variables. (2021). Noonan, Jack ; Zhigljavsky, Anatoly.
   In: Methodology and Computing in Applied Probability.
   RePEc:spr:metcap:v:23:y:2021:i:3:d:10.1007_s11009-019-09769-7.

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5. Scan Statistics for Normal Data with Outliers. (2021). Wu, Qianzhu ; Glaz, Joseph.
   In: Methodology and Computing in Applied Probability.
   RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09837-3.

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6. .

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7. Robust Scan Statistics for Detecting a Local Change in Population Mean for Normal Data. (2019). Wu, Qianzhu ; Glaz, Joseph.
   In: Methodology and Computing in Applied Probability.
   RePEc:spr:metcap:v:21:y:2019:i:1:d:10.1007_s11009-018-9668-6.

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8. Nonparametric Bayesian volatility estimation. (2019). Gugushvili, Shota ; Spreij, Peter ; Schauer, Moritz ; van der Meulen, Frank .
   In: Papers.
   RePEc:arx:papers:1801.09956.

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9. Variance change point detection for fractional Brownian motion based on the likelihood ratio test. (2018). Kucharczyk, Daniel ; Wyomaska, Agnieszka ; Sikora, Grzegorz.
   In: Physica A: Statistical Mechanics and its Applications.
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10. Fourier methods for analyzing piecewise constant volatilities. (2017). Meintanis, Simos G ; Fried, Roland ; Wornowizki, Max .
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:101:y:2017:i:3:d:10.1007_s10182-017-0288-1.

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11. Multi-Scale Detection of Variance Changes in Renewal Processes in the Presence of Rate Change Points. (2017). Albert, Stefan ; Schneider, Gaby ; Roeper, Jochen ; Schiemann, Julia ; Messer, Michael.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:38:y:2017:i:6:p:1028-1052.

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12. Detecting Variance Change-Points for Blocked Time Series and Dependent Panel Data. (2016). Xu, Minya ; Wang, Wei ; Zhong, Ping-Shou .
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:34:y:2016:i:2:p:213-226.

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13. Scan Statistic Tail Probability Assessment Based on Process Covariance and Window Size. (2016). Reiner-Benaim, Anat.
    In: Methodology and Computing in Applied Probability.
    RePEc:spr:metcap:v:18:y:2016:i:3:d:10.1007_s11009-015-9447-6.

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14. Scan Statistics for Detecting a Local Change in Variance for Normal Data with Known Variance. (2016). Zhao, BO ; Glaz, Joseph.
    In: Methodology and Computing in Applied Probability.
    RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-015-9465-4.

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15. Scan statistics for detecting a local change in variance for normal data with unknown population variance. (2016). Zhao, BO ; Glaz, Joseph .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:110:y:2016:i:c:p:137-145.

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16. A new structural stochastic volatility model of asset pricing and its stylized facts. (2016). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria.
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    RePEc:arx:papers:1604.08824.

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17. A multiple window scan statistic for time series models. (2014). Zhao, BO ; Wang, Xiao ; Glaz, Joseph .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:94:y:2014:i:c:p:196-203.

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18. One dimensional scan statistics generated by some dependent stationary sequences. (2013). Preda, Cristian ; Haiman, George .
    In: Statistics & Probability Letters.
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19. A simple method for variance shift detection at unknown time points. (2011). Ureche-Rangau, Loredana ; Speeg, Franck ; ureche -Rangau, Loredana .
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20. An efficient algorithm for estimating a change-point. (2009). Cheng, Tsung-Lin.
    In: Statistics & Probability Letters.
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21. Change point estimation for the telegraph process observed at discrete times. (2007). Iacus, Stefano ; De Gregorio, Alessandro .
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22. Testing for cointegration in the presence of mis-specified structural change. (2006). Cook, Steven.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:76:y:2006:i:13:p:1380-1384.

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23. Testing for changes in volatility in heteroskedastic time series - a further examination. (2004). van Dijk, Dick ; De Pooter, Michiel ; van Dijk, D. J. C., .
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24. Variance changes detection in multivariate time series. (2004). Galeano, Pedro ; Pea, Daniel.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws041305.

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25. Unit root tests with a break in innovation variance. (2002). Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:109:y:2002:i:2:p:365-387.

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26. Detection and estimation of abrupt changes in the variability of a process. (2002). Fotopoulos, Stergios ; Hawkins, Douglas M. ; Jandhyala, Venkata K..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:40:y:2002:i:1:p:1-19.

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27. Dynamic and Stochastic Instability and the Unbiased Forward Rate Hypothesis: A Variable Mean Response Approach. (1999). Lin, Winston T..
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    RePEc:mfj:journl:v:3:y:1999:i:3:p:173-221.

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