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

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-.1016/j.csda.2022.107433
@@ Property / DOI: 10.1016/j.csda.2022.107433 / rank @@
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-Colin M. Gallagher
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-Robert B. Lund
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-Rebecca Killick
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+Colin M. Gallagher
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+Robert B. Lund
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+Rebecca Killick
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+W3120983897
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@@ Property / cites work @@
+Effect of dependence on statistics for determination of change
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+Structural breaks in time series
@@ Property / cites work: Structural breaks in time series / rank @@
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+Algorithms for the optimal identification of segment neighborhoods
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+ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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+A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process
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+Detection with the scan and the average likelihood ratio
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+Robust monitoring of CAPM portfolio betas
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+Q4348180
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+Structural Break Estimation for Nonstationary Time Series Models
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+Change-Point Detection Under Dependence Based on Two-Sample U-Statistics
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+A MOSUM procedure for the estimation of multiple random change points
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+Wild binary segmentation for multiple change-point detection
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+Multiple Change-Point Estimation With a Total Variation Penalty
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+Bootstrapping confidence intervals for the change-point of time series
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+Bootstrapping sequential change-point tests for linear regression
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+M-Procedures for Detection of Changes for Dependent Observations
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+Change point analysis based on empirical characteristic functions
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+Inference for single and multiple change-points in time series
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+Optimal Detection of Changepoints With a Linear Computational Cost
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+Resampling in the frequency domain of time series to determine critical values for change-point tests
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+Bootstrapping Sequential Change-Point Tests
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+Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
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+Simple linear regression with multiple level shifts
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+Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
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+Tests for change of parameter at unknown times and distributions of some related functionals on Brownian motion
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+On optimal multiple changepoint algorithms for large data
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+A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
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+Circular binary segmentation for the analysis of array-based DNA copy number data
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+A test for a change in a parameter occurring at an unknown point
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+Testing and estimating change-points in time series
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+\(M\)-procedures for detection of a change under weak dependence
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+Mean shift testing in correlated data
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+A Cluster Analysis Method for Grouping Means in the Analysis of Variance
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+Detection of multiple undocumented change-points using adaptive Lasso
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+Spectral Analysis of Signals: The Missing Data Case
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+On the distribution of the square integral of the Brownian bridge
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+Estimating the number of change-points via Schwarz' criterion
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+A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
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@@ Property / DOI @@
+.1016/J.CSDA.2022.107433
@@ Property / DOI: 10.1016/J.CSDA.2022.107433 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2129576