Multiple change-point detection for non-stationary time series using wild binary segmentation
DOI10.5705/SS.202015.0262zbMATH Open1356.62143OpenAlexW2189029542MaRDI QIDQ137162FDOQ137162
Authors: Karolos Korkas, Piotr Fryzlewicz, Karolos K. Korkas, P. Fryzlewicz 
Publication date: 2017
Published in: STATISTICA SINICA (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/64863/8/Fryzlewicz_Multiple%20change-point%20detection_2017_published%20LSERO.pdf
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Cited In (15)
- Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
- Multiple change point detection and validation in autoregressive time series data
- Change-point analysis of time series with evolutionary spectra
- Detection of Multiple Structural Breaks in Large Covariance Matrices
- wbsts
- Ensemble binary segmentation for irregularly spaced data with change-points
- Wild binary segmentation for multiple change-point detection
- Detection of multiple change points for linear processes under negatively super-additive dependence
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Data-driven estimation of change-points with mean shift
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Seeded binary segmentation: a general methodology for fast and optimal changepoint detection
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