Change-point analysis in increasing dimension
From MaRDI portal
Recommendations
- Detecting change-points in multidimensional stochastic processes
- Change-point analysis in nonstationary stochastic models
- High dimensional change point inference: recent developments and extensions
- Asymptotic methods in change-point analysis
- Change-points in nonparametric regression analysis
- scientific article; zbMATH DE number 5587083
- Change-point inference for high-dimensional heteroscedastic data
- Extensions of some classical methods in change point analysis
- On high-dimensional change point problem
Cites work
- scientific article; zbMATH DE number 3131354 (Why is no real title available?)
- scientific article; zbMATH DE number 5734462 (Why is no real title available?)
- scientific article; zbMATH DE number 3736845 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 3533830 (Why is no real title available?)
- scientific article; zbMATH DE number 3567666 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- scientific article; zbMATH DE number 272681 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- A limit theorem for quadratic forms and its applications
- A new covariance inequality and applications.
- An approximation of partial sums of independent RV's, and the sample DF. II
- An asymptotic theory for sample covariances of Bernoulli shifts
- An invariance principle for weakly dependent stationary general models
- Analysis of Financial Time Series
- Approximation theorems for independent and weakly dependent random vectors
- Asymptotic results for the empirical process of stationary sequences
- Asymptotic spectral theory for nonlinear time series
- Break detection in the covariance structure of multivariate time series models
- Change detection in autoregressive time series
- Change‐point monitoring in linear models
- Convergence analysis of generalized iterative methods for some variational inequalities involving pseudomonotone operators in Banach spaces
- Covariance matrix estimation for stationary time series
- Crossing probabilities for a square root boundary by a bessel process
- Current developments in time series modelling
- Detecting Changes in the Mean of Functional Observations
- Estimation of a change-point in the mean function of functional data
- Generalized autoregressive conditional heteroscedasticity
- Modelling structural breaks, long memory and stock market volatility: an overview
- Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
- Nonlinear Time Series
- Nonlinear system theory: Another look at dependence
- On the Continuity of the Generalized Inverse
- On the Probability of Exit from a Square-Root Boundary by the Norm of a Brownian Motion
- On the detection of changes in autoregressive time series. II: Resampling procedures
- On the maximum of covariance estimators
- Recursive estimation of time-average variance constants
- Revisiting two strong approximation results of Dudley and Philipp
- Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
- Strong invariance principles for dependent random variables
- Testing for changes in the covariance structure of linear processes
- Testing the stability of the functional autoregressive process
- The Cusum Test for Parameter Change in Time Series Models
- The asymptotic distributions of the largest entries of sample correlation matrices.
- The limiting distributions of eigenvalues of sample correlation matrices
- Time series: theory and methods.
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
Cited in
(7)- Inference for change points in high-dimensional data via selfnormalization
- scientific article; zbMATH DE number 5587083 (Why is no real title available?)
- Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
- scientific article; zbMATH DE number 806804 (Why is no real title available?)
- Sequential Gaussian approximation for nonstationary time series in high dimensions
- High dimensional change point inference: recent developments and extensions
- Uniform change point tests in high dimension
This page was built for publication: Change-point analysis in increasing dimension
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q444964)
