Nonparametric change point detection for periodic time series

DOI10.1002/CJS.11545MaRDI QIDQ5094345zbMATH OpenOpenAlexFDO

Authors Lingzhe Guo, Reza Modarres

Publication date 2 August 2022

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.11545

zbMATH Keywords

clusteringhomogeneitymatrix distributionpartition

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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• Change detection in linear regression with time series errors
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Cited in

(5)

• Nuisance-parameter-free changepoint detection in non-stationary series
• Change-point detection in time-series data by relative density-ratio estimation
• Nonparametric changepoint detection for time series
• A Bayesian detection of structural changes in autoregressive time series models
• Micro–Macro Changepoint Inference for Periodic Data Sequences

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