Exploring the ability of the Pettitt method for detecting change point by Monte Carlo simulation

By H. Xie, Dingfang Li, Lihua Xiong. Stochastic environmental research and risk assessment (Print), 2014

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The importance of prewhitening in change point analysis under persistence (2016, background): “Theoretical arguments (Hawkins 1977) and extensive Monte Carlo experiments reported in the literature (Gurevich 2009; Gurevich and Raz 2010; Xie et al. 2014) showed that the Pettitt test can detect change points located in the middle of a time series more”
A framework of change‐point detection for multivariate hydrological series (2015, background): “…and McMahon, 1993; Moraes et al., 1998; Perreault et al., 1999; Rasmussen, 2001; Strupczewski and Kaczmarek, 2001; Strupczewski et al., 2001a,b; Yue et al., 2002; Wong et al., 2006; El Adlouni et al., 2007; Villarini et al., 2009; Villarini and Serinaldi, 2012; Xie et al., 2014; Du et al., 2015].”