Drift versus Shift: Decoupling Trends and Changepoint Analysis
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Cites work
- scientific article; zbMATH DE number 3942813 (Why is no real title available?)
- A nonparametric approach for multiple change point analysis of multivariate data
- Achieving shrinkage in a time-varying parameter model framework
- Bayesian Analysis of Latent Threshold Dynamic Models
- Changepoint Detection in the Presence of Outliers
- Cusum techniques for timeslot sequences with applications to network surveillance
- Decoupling shrinkage and selection in Bayesian linear models: a posterior summary perspective
- Default Bayesian analysis with global-local shrinkage priors
- Dynamic shrinkage processes
- Dynamic variable selection with spike-and-slab process priors
- Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
- Jump detection in time series nonparametric regression models: a polynomial spline approach
- Model Interpretation Through Lower-Dimensional Posterior Summarization
- On optimal multiple changepoint algorithms for large data
- Optimal detection of changepoints with a linear computational cost
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- The Adaptive Lasso and Its Oracle Properties
- Weighted least squares fitting using ordinary least squares algorithms
- Wild binary segmentation for multiple change-point detection
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