A comparison of single and multiple changepoint techniques for time series data (Q2129576): Difference between revisions

@@ Property / DOI @@
-.1016/j.csda.2022.107433
@@ Property / DOI: 10.1016/j.csda.2022.107433 / rank @@
-Normal rank
@@ Property / author @@
-Colin M. Gallagher
@@ Property / author: Colin M. Gallagher / rank @@
-Normal rank
@@ Property / author @@
-Robert B. Lund
@@ Property / author: Robert B. Lund / rank @@
-Normal rank
@@ Property / author @@
-Rebecca Killick
@@ Property / author: Rebecca Killick / rank @@
-Normal rank
@@ Property / author @@
+Colin M. Gallagher
@@ Property / author: Colin M. Gallagher / rank @@
+Normal rank
@@ Property / author @@
+Robert B. Lund
@@ Property / author: Robert B. Lund / rank @@
+Normal rank
@@ Property / author @@
+Rebecca Killick
@@ Property / author: Rebecca Killick / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+GA
@@ Property / describes a project that uses: GA / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+wbs
@@ Property / describes a project that uses: wbs / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+AR1seg
@@ Property / describes a project that uses: AR1seg / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3120983897
@@ Property / OpenAlex ID: W3120983897 / rank @@
+Normal rank
@@ Property / cites work @@
+Effect of dependence on statistics for determination of change
+Normal rank
@@ Property / cites work @@
+Structural breaks in time series
@@ Property / cites work: Structural breaks in time series / rank @@
+Normal rank
@@ Property / cites work @@
+Algorithms for the optimal identification of segment neighborhoods
+Normal rank
@@ Property / cites work @@
+ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process
+Normal rank
@@ Property / cites work @@
+Detection with the scan and the average likelihood ratio
+Normal rank
@@ Property / cites work @@
+Robust monitoring of CAPM portfolio betas
@@ Property / cites work: Robust monitoring of CAPM portfolio betas / rank @@
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+Structural Break Estimation for Nonstationary Time Series Models
+Normal rank
@@ Property / cites work @@
+Change-Point Detection Under Dependence Based on Two-Sample U-Statistics
+Normal rank
@@ Property / cites work @@
+A MOSUM procedure for the estimation of multiple random change points
+Normal rank
@@ Property / cites work @@
+Wild binary segmentation for multiple change-point detection
+Normal rank
@@ Property / cites work @@
+Multiple Change-Point Estimation With a Total Variation Penalty
+Normal rank
@@ Property / cites work @@
+Bootstrapping confidence intervals for the change-point of time series
+Normal rank
@@ Property / cites work @@
+Bootstrapping sequential change-point tests for linear regression
+Normal rank
@@ Property / cites work @@
+M-Procedures for Detection of Changes for Dependent Observations
+Normal rank
@@ Property / cites work @@
+Change point analysis based on empirical characteristic functions
+Normal rank
@@ Property / cites work @@
+Inference for single and multiple change-points in time series
+Normal rank
@@ Property / cites work @@
+Optimal Detection of Changepoints With a Linear Computational Cost
+Normal rank
@@ Property / cites work @@
+Resampling in the frequency domain of time series to determine critical values for change-point tests
+Normal rank
@@ Property / cites work @@
+Bootstrapping Sequential Change-Point Tests
@@ Property / cites work: Bootstrapping Sequential Change-Point Tests / rank @@
+Normal rank
@@ Property / cites work @@
+Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
+Normal rank
@@ Property / cites work @@
+Simple linear regression with multiple level shifts
+Normal rank
@@ Property / cites work @@
+Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
+Normal rank
@@ Property / cites work @@
+Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
+Normal rank
@@ Property / cites work @@
+On optimal multiple changepoint algorithms for large data
+Normal rank
@@ Property / cites work @@
+A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
+Normal rank
@@ Property / cites work @@
+Circular binary segmentation for the analysis of array-based DNA copy number data
+Normal rank
@@ Property / cites work @@
+A test for a change in a parameter occurring at an unknown point
+Normal rank
@@ Property / cites work @@
+Testing and estimating change-points in time series
+Normal rank
@@ Property / cites work @@
+\(M\)-procedures for detection of a change under weak dependence
+Normal rank
@@ Property / cites work @@
+Mean shift testing in correlated data
@@ Property / cites work: Mean shift testing in correlated data / rank @@
+Normal rank
@@ Property / cites work @@
+A Cluster Analysis Method for Grouping Means in the Analysis of Variance
+Normal rank
@@ Property / cites work @@
+Detection of multiple undocumented change-points using adaptive Lasso
+Normal rank
@@ Property / cites work @@
+Spectral Analysis of Signals: The Missing Data Case
+Normal rank
@@ Property / cites work @@
+On the distribution of the square integral of the Brownian bridge
+Normal rank
@@ Property / cites work @@
+Estimating the number of change-points via Schwarz' criterion
+Normal rank
@@ Property / cites work @@
+A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
+Normal rank
@@ Property / DOI @@
+.1016/J.CSDA.2022.107433
@@ Property / DOI: 10.1016/J.CSDA.2022.107433 / rank @@
+Normal rank