Detection of multiple change-points in multivariate time series
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Publication:2471636
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Cites work
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Cited in
(66)- Multiscale spectral analysis for detecting short and long range change points in time series
- Detection of multiple changes in a sequence of dependent variables
- Detecting changes in cross-sectional dependence in multivariate time series
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- Change-point methods for multivariate time-series: paired vectorial observations
- Testing for multiple change points
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- Multiple changepoint detection in categorical data streams
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- High dimensional change point estimation via sparse projection
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- Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method
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