Detection of multiple change-points in multivariate data
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Publication:5129088
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Cited in
(53)- Fitting multiple change-point models to data
- Nonparametric change point detection in multivariate piecewise stationary time series
- A general procedure for change-point detection in multivariate time series
- Multiple change-point detection: a selective overview
- Change-point detection in multinomial data with a large number of categories
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- A nonparametric approach for multiple change point analysis of multivariate data
- Inference for multiple change points in time series via likelihood ratio scan statistics
- Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
- Detecting change-points in extremes
- Directional change-point detection for process control with multivariate categorical data
- Bivariate change point detection: Joint detection of changes in expectation and variance
- Multivariate changepoint problem
- Change point detection using bootstrap methods
- Change-point estimation in the multivariate model taking into account the dependence: application to the vegetative development of oilseed rape
- Multiscale change point detection
- Extensions of some classical methods in change point analysis
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- Detecting Multiple Change Points: The PULSE Criterion
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