Mean change point detection based on jump information criterion

DOI10.3969/J.ISSN.1001-4268.2024.03.004MaRDI QIDQ6615092zbMATH OpenFDO

Authors Wanyao Zhang, Zhiming Xia

Publication date 8 October 2024

Published in Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2024.03.004

zbMATH Keywords

consistencyjump information criterionmean single change-point modelpenalty item

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cites work

• A MOSUM procedure for the estimation of multiple random change points
• A robust method for shift detection in time series
• BayesProject: fast computation of a projection direction for multivariate changepoint detection
• Change-point problems for multivariate time series using pseudo-observations
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• Information criterion for Gaussian change-point model
• Jump information criterion for statistical inference in estimating discontinuous curves
• Jump or kink: on super-efficiency in segmented linear regression breakpoint estimation
• Modified information criterion for linear regression change-point model with its applications
• On the Likelihood Ratio Test for a Shift in Location of Normal Populations
• Testing a Sequence of Observations for a Shift in Location
• Tests for Parameter Instability and Structural Change With Unknown Change Point

Cited in

(1)

• Change point detection via feedforward neural networks with theoretical guarantees

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