Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences

DOI10.1007/s11222-023-10261-zzbMath1517.62004arXiv2211.06856OpenAlexW4382722365MaRDI QIDQ6172150

Angelos Papanastasiou, Andreas Anastasiou

Publication date: 16 August 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.06856

zbMATH Keywords

change-point detectionhigh-dimensional settingpiecewise-linear structurepiecewise-constant structure

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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