A Kernel Multiple Change-point Algorithm via Model Selection
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Publication:80474
DOI10.48550/arXiv.1202.3878zbMath1446.62120arXiv1202.3878MaRDI QIDQ80474
Sylvain Arlot, Zaid Harchaoui, Alain Celisse, Zaid Harchaoui, Alain Celisse, Sylvain Arlot
Publication date: 17 February 2012
Full work available at URL: https://arxiv.org/abs/1202.3878
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Order statistics; empirical distribution functions (62G30)
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