The multiple filter test for change point detection in time series
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Cites work
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- A MOSUM procedure for the estimation of multiple random change points
- A local method for estimating change points: the “Hat-function”
- A multiple filter test for the detection of rate changes in renewal processes with varying variance
- A nonparametric approach for multiple change point analysis of multivariate data
- Change-point analysis in nonstationary stochastic models
- Detection of abrupt changes: theory and application
- Heterogeneous change point inference
- Inference for single and multiple change-points in time series
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
- Multi-scale detection of rate changes in spike trains with weak dependencies
- Multi-scale detection of variance changes in renewal processes in the presence of rate change points
- Multiscale change point inference. With discussion and authors' reply
- Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
- Permutation tests for multiple changes.
- Segmentation of the mean of heteroscedastic data via cross-validation
- Structural breaks in time series
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
- Wild binary segmentation for multiple change-point detection
Cited in
(18)- A weighted U-statistic based change point test for multivariate time series
- A comparison of single and multiple changepoint techniques for time series data
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
- Multi-scale detection of variance changes in renewal processes in the presence of rate change points
- Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model
- Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum
- Improving detection of changepoints in short and noisy time series with local correlations: connecting the events in pixel neighbourhoods
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
- Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
- MFT
- A multi-scale approach for testing and detecting peaks in time series
- Special issue with papers from the ``3rd workshop on goodness-of-fit and change-point problems
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
- Multiscale spectral analysis for detecting short and long range change points in time series
- High dimensional change point inference: recent developments and extensions
- Nonparametric Anomaly Detection on Time Series of Graphs
- The CUSUM statistics of change-point models based on dependent sequences
- Detecting Multiple Change Points: The PULSE Criterion
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