Editorial for the special issue: Change point detection (Q2208371): Difference between revisions

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+https://doi.org/10.1007/s00362-020-01199-9
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+W3040889785
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+Order patterns, their variation and change points in financial time series and Brownian motion
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+On the problems of sequential statistical inference for Wiener processes with delayed observations
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+Change-point methods for multivariate time-series: paired vectorial observations
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+Multiple change point detection and validation in autoregressive time series data
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+Changepoint estimation for dependent and non-stationary panels.
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+Estimating change points in nonparametric time series regression models
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+Rationalization of detection of the multiple disorders
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+Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment
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+Change point detection for nonparametric regression under strongly mixing process
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