Fitting multiple change-point models to data

DOI10.1016/S0167-9473(00)00068-2zbMath0990.62019OpenAlexW2171304305WikidataQ127771449 ScholiaQ127771449MaRDI QIDQ1606472

Douglas M. Hawkins

Publication date: 24 July 2002

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(00)00068-2

Mathematics Subject Classification ID

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Cites Work

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• Finding multiple abrupt change points
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• Testing and Locating Variance Changepoints with Application to Stock Prices
• Multiple‐Changepoint Testing for an Alternating Segments Model of a Binary Sequence
• Inference about the change-point in a sequence of random variables
• On the Choice of Segments in Piecewise Approximation

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