Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation (Q5378126)
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scientific article; zbMATH DE number 7064945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation |
scientific article; zbMATH DE number 7064945 |
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Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation (English)
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12 June 2019
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binary segmentation
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cumulative sum statistic
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high dimensional time series
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locally stationary wavelet model
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multiple-change-point detection
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thresholding
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