A computationally efficient nonparametric approach for changepoint detection
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Publication:2361475
DOI10.1007/s11222-016-9687-5zbMath1505.62181arXiv1602.01254OpenAlexW2257742059WikidataQ59613653 ScholiaQ59613653MaRDI QIDQ2361475
Kaylea Haynes, Paul Fearnhead, Idris A. Eckley
Publication date: 30 June 2017
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.01254
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05)
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Uses Software
Cites Work
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