Inference for change points in high dimensional mean shift models

Cites work

A MOSUM procedure for the estimation of multiple random change points
Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
Bootstrap confidence intervals for multiple change points based on moving sum procedures
BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
Change point estimation in a dynamic stochastic block model
Change-point detection in panel data via double CUSUM statistic
Change-point problem and bootstrap
De-noising by soft-thresholding
Estimating and Testing Linear Models with Multiple Structural Changes
High dimensional change point estimation via sparse projection
scientific article; zbMATH DE number 7626763 (Why is no real title available?)
Inference of Breakpoints in High-dimensional Time Series
Inference on the change point under a high dimensional sparse mean shift
LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
Minimax rates in sparse, high-dimensional change point detection
Multiple change-point detection: a selective overview
Multiple Change-Point Estimation With a Total Variation Penalty
Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
Multiscale change point inference. With discussion and authors' reply
On adaptive estimation
Optimal change-point detection and localization
Square-root lasso: pivotal recovery of sparse signals via conic programming
Uniform change point tests in high dimension
Wild binary segmentation for multiple change-point detection

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