A local method for estimating change points: the “Hat-function”

DOI10.1080/02331880008802714zbMath0955.62031OpenAlexW2087593204MaRDI QIDQ4505970

Pierre R. Bertrand

Publication date: 27 February 2001

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880008802714

zbMATH Keywords

change point estimationmore than one changetest of existence of abrupt changes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (7)

High-dimensional change-point estimation: combining filtering with convex optimization ⋮ A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion ⋮ The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points ⋮ Temporal dynamics of inter-limb coordination in ice climbing revealed through change-point analysis of the geodesic mean of circular data ⋮ Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method ⋮ 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

Cites Work

• Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
• Probabilistic-statistical methods of detecting spontaneously occurring effects
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A local method for estimating change points: the “Hat-function”