Editorial for the special issue: Change point detection

DOI10.1007/s00362-020-01199-9zbMath1445.00028OpenAlexW3040889785MaRDI QIDQ2208371

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Publication date: 2 November 2020

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-020-01199-9

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25)

Cites Work

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

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