Multiscale Change Point Inference

DOI10.1111/rssb.12047zbMath1411.62065arXiv1301.7212OpenAlexW1989016323WikidataQ105584116 ScholiaQ105584116MaRDI QIDQ5743255

Axel Munk, Klaus Frick, Hannes Sieling

Publication date: 9 May 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.7212

zbMATH Keywords

dynamic programmingexponential familiesmultiscale methodschange point regressionhonest confidence sets

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) General nonlinear regression (62J02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Uses Software

• ftnonpar
• unbalhaar
• SiZer

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