An efficient algorithm for estimating a change-point
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Publication:1007338
DOI10.1016/J.SPL.2008.09.031zbMATH Open1156.62376OpenAlexW2072928931MaRDI QIDQ1007338FDOQ1007338
Publication date: 20 March 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.09.031
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Cited In (8)
- A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models
- A computationally efficient approach on detecting star-shaped change boundaries in random fields with heavy-tailed distributions
- An algorithm for detecting a change in a stochastic process
- On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process
- A strong convergence rate of estimator of variance change in linear processes and its applications
- Strong convergence rate of robust estimator of change point
- An Algorithm Based on Singular Spectrum Analysis for Change-Point Detection
- An efficient algorithm to estimate the change in variance
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