The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
DOI10.1007/s11203-016-9138-0zbMath1380.60082arXiv1409.1025OpenAlexW2963315965MaRDI QIDQ2412766
Gaby Schneider, Michael Messer
Publication date: 27 October 2017
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.1025
point processesrenewal processesalternativechange point detectionfiltered derivativenon-stationary rate
Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Renewal theory (60K05)
Related Items (2)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A multiple filter test for the detection of rate changes in renewal processes with varying variance
- Wild binary segmentation for multiple change-point detection
- Truncated sequential change-point detection based on renewal counting processes. II
- Nonparametric change-point estimation
- The asymptotic behavior of some nonparametric change-point estimators
- Effect of dependence on statistics for determination of change
- On extreme value asymptotics for increments of renewal processes
- Structural breaks in time series
- Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
- Truncated Sequential Change‐point Detection based on Renewal Counting Processes
- A local method for estimating change points: the “Hat-function”
- A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
- Multiscale Change Point Inference
This page was built for publication: The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
