Consistent two‐stage multiple change‐point detection in linear models
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Publication:5507352
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Cites work
- scientific article; zbMATH DE number 4169866 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Adaptive Lasso for sparse high-dimensional regression models
- Almost sure invariance principles for partial sums of mixing B-valued random variables
- Bayesian analysis of isochores
- Multiple Change-Point Estimation With a Total Variation Penalty
- Nearly unbiased variable selection under minimax concave penalty
- On-Line Inference for Hidden Markov Models via Particle Filters
- Product partition models for change point problems
- Structural Break Estimation for Nonstationary Time Series Models
- Testing for a change in the parameter values and order of an autoregressive model
- The Adaptive Lasso and Its Oracle Properties
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(8)- Oracle efficient estimation of structural breaks in cointegrating regressions
- Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters
- Multi-threshold proportional hazards model and subgroup identification
- Detection of a change-point in variance by a weighted sum of powers of variances test
- A novel group VIF regression for group variable selection with application to multiple change-point detection
- Consistent multiple testing for change points
- Two multivariate online change detection models
- Beta approximation and its applications
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