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Publication:3166519
zbMath1264.62038MaRDI QIDQ3166519
Publication date: 12 October 2012
Full work available at URL: https://eudml.org/doc/33554
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Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection ⋮ Tests for continuity of regression functions ⋮ Moving Sum Data Segmentation for Stochastic Processes Based on Invariance ⋮ Inference of Breakpoints in High-dimensional Time Series ⋮ Multiscale change point detection via gradual bandwidth adjustment in moving sum processes ⋮ Convergence in distribution of multiple change point estimators ⋮ Weighted Dickey-Fuller processes for detecting stationarity ⋮ Wild binary segmentation for multiple change-point detection ⋮ Consistency of binary segmentation for multiple change-point estimation with functional data ⋮ Tail-greedy bottom-up data decompositions and fast multiple change-point detection ⋮ Testing for changes using permutations of U-statistics ⋮ Optimal sequential kernel detection for dependent processes ⋮ A multiple filter test for the detection of rate changes in renewal processes with varying variance ⋮ The multiple filter test for change point detection in time series ⋮ Change-point analysis using logarithmic quantile estimation ⋮ Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series
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- Change-Point Detection With Non-Parametric Regression
- Detecting Changes in Linear Regressions
- Permutation tests in change point analysis
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