Moving Sum Procedure for Change Point Detection under Piecewise Linearity
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Cites work
- A MOSUM procedure for the estimation of multiple random change points
- A multiple filter test for the detection of rate changes in renewal processes with varying variance
- Adaptive piecewise polynomial estimation via trend filtering
- Adaptive risk bounds in univariate total variation denoising and trend filtering
- Consistent selection of the number of change-points via sample-splitting
- Detecting Changes in Slope With an L0 Penalty
- Detecting multiple generalized change-points by isolating single ones
- Estimating and Testing Linear Models with Multiple Structural Changes
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- Extreme value asymptotics for multivariate renewal processes
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- Inference for multiple change points in time series via likelihood ratio scan statistics
- Knot selection for least-squares and penalized splines
- Localising change points in piecewise polynomials of general degrees
- Locally adaptive regression splines
- Minimax estimation of sharp change points
- Most Recent Changepoint Detection in Panel Data
- Moving Sum Data Segmentation for Stochastic Processes Based on Invariance
- Multiscale change point detection for dependent data
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- Online Structural Change-Point Detection of High-dimensional Streaming Data via Dynamic Sparse Subspace Learning
- Optimal detection of changepoints with a linear computational cost
- Optimal difference-based variance estimators in time series: a general framework
- Robust multiscale estimation of time-average variance for time series segmentation
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection
- The screening and ranking algorithm to detect DNA copy number variations
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
- Wild binary segmentation for multiple change-point detection
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