Change-point analysis with irregular signals

DOI10.1214/24-AOS2451MaRDI QIDQ7035860zbMATH OpenFDO

Authors Tobias Kley, Yuhan Philip Liu, Hongyuan Cao, Wei Biao Wu

Publication date 29 January 2025

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-52/issue-6/Change-point-analysis-with-irregular-signals/10.1214/24-AOS2451.full, https://resolver.sub.uni-goettingen.de/purl?gro-2/147712

zbMATH Keywords

change-point analysisCOVID-19invariance principleirregular signalslong-run variance estimatesmoothingweak convergence

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• A distribution free test for changes in the trend function of locally stationary processes
• A test for a change in a parameter occurring at an unknown point
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
• Asymptotic spectral theory for nonlinear time series
• Asymptotic theory for stationary processes
• Asymptotics for p-value based threshold estimation in regression settings
• Block length selection in the bootstrap for time series
• Change-Point Detection With Non-Parametric Regression
• Change-points in nonparametric regression analysis
• Changepoint estimation: another look at multiple testing problems
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Confidence Sets in Change-Point Problems
• Detecting gradual changes in locally stationary processes
• Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
• Estimation of the variance of partial sums for \(\rho\)-mixing random variables
• Heteroscedasticity and Autocorrelation Robust Structural Change Detection
• High-Dimensional, Multiscale Online Changepoint Detection
• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 194951 (Why is no real title available?)
• Inference about the change-point in a sequence of random variables
• Inference for single and multiple change-points in time series
• Komlós-Major-Tusnády approximation under dependence
• Multiple change-point detection: a selective overview
• Multiscale change point detection for dependent data
• Multiscale change point inference. With discussion and authors' reply
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
• Nonlinear system theory: Another look at dependence
• On problems in which a change in a parameter occurs at an unknown point
• On tests for detecting change in mean
• Optimal detection of changepoints with a linear computational cost
• Sequential Gaussian approximation for nonstationary time series in high dimensions
• Structural breaks in time series
• Tail-greedy bottom-up data decompositions and fast multiple change-point detection
• Testing a Sequence of Observations for a Shift in Location
• Testing and estimation for clustered signals
• Theoretical comparisons of block bootstrap methods
• Threshold estimation based on a p-value framework in dose-response and regression settings
• Wild binary segmentation for multiple change-point detection

Cited in

(1)

• A note on the Cox-model based partial likelihood for change-point detection in a covariate

This page was built for publication: Change-point analysis with irregular signals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7035860)