hdbinseg (Q115571)
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Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | hdbinseg |
Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation |
Statements
17 August 2023
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Binary segmentation methods for detecting and estimating multiple change-points in the mean or second-order structure of high-dimensional time series as described in Cho and Fryzlewicz (2014) <doi:10.1111/rssb.12079> and Cho (2016) <doi:10.1214/16-EJS1155>.
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