Bootstrap-based inference for multiple variance changepoint models
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Cites work
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
- Bootstrapping confidence intervals for the change-point of time series
- Change point analysis of functional variance function with stationary error
- Conditional independence, conditional mixing and conditional association
- Consistent selection of the number of change-points via sample-splitting
- Detection of a change-point in variance by a weighted sum of powers of variances test
- Estimation and accuracy after model selection
- Estimation of multiple-regime regressions with least absolutes deviation
- Generalization of an inequality of Kolmogorov
- scientific article; zbMATH DE number 3782216 (Why is no real title available?)
- Multiple change-point detection: a selective overview
- Multiscale change point inference. With discussion and authors' reply
- Optimal detection of changepoints with a linear computational cost
- Post‐selection inference for changepoint detection algorithms with application to copy number variation data
- Robust inference for change points in high dimension
- Statistical inference for multiple change‐point models
- Testing and Locating Variance Changepoints with Application to Stock Prices
- The screening and ranking algorithm to detect DNA copy number variations
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- Variance change point detection under a smoothly-changing mean trend with application to liver procurement
- Weak convergence and empirical processes. With applications to statistics
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