Detection of multiple changes in a sequence of dependent variables
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- scientific article; zbMATH DE number 3766903 (Why is no real title available?)
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Cited in
(45)- Detecting changes in cross-sectional dependence in multivariate time series
- A strong convergence rate of estimator of variance change in linear processes and its applications
- Detection of multiple change-points in multivariate time series
- Estimating a changed segment in a sample
- Semiparametric method for detecting multiple change points model in financial time series
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- scientific article; zbMATH DE number 462637 (Why is no real title available?)
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes
- Time-based detection of changes to multivariate patterns
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- Application of modified information criterion to multiple change point problems
- Wild binary segmentation for multiple change-point detection
- Recursive computation of piecewise constant volatilities
- Strong convergence rates of multiple change-point estimator for ρ-mixing sequence
- Detection of multiple change points for linear processes under negatively super-additive dependence
- Change-point detection with rank statistics in long-memory time-series models
- Detecting change points in the stress-strength reliability \(P(X < Y)\)
- Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process
- Multi-scale detection of rate changes in spike trains with weak dependencies
- Testing for bubbles and change-points
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- Wavelet-based procedures for proteomic mass spectrometry data processing
- A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters
- Detecting changes in mean in the presence of time-varying autocovariance
- A framework of irregularity enlightenment for data pre-processing in data mining
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- On optimal segmentation and parameter tuning for multiple change-point detection and inference
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- segclust2d
- A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals
- Classification in postural style based on stochastic process modeling
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- Change point detection in time series using higher-order statistics: a heuristic approach
- Strong convergence rate of estimators of change point and its application
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