Finding multiple abrupt change points
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Publication:671476
DOI10.1016/0167-9473(96)00007-2zbMATH Open0900.62230OpenAlexW2165853647MaRDI QIDQ671476FDOQ671476
Authors: J. H. Venter, S. J. Steel 
Publication date: 27 February 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(96)00007-2
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Cites Work
- Title not available (Why is that?)
- Estimating the number of change-points via Schwarz' criterion
- Rank tests for changepoint problems
- Testing for change-points with rank and sign statistics
- Testing for the number of change points in a sequence of exponential random variables
- Non-parametric testing for the number of change points in a sequence of independent random variables
- Detecting Change Points by Fourier Analysis
Cited In (13)
- Fitting multiple change-point models to data
- Discrete wavelet entropy aided detection of abrupt change: A case study in the Haihe river basin, China
- A Bayesian approach to the statistical analysis of a smooth-abrupt change point model
- Detecting change-points for shifts in mean and variance using fuzzy classification maximum likelihood change-point algorithms
- Multiple‐Changepoint Testing for an Alternating Segments Model of a Binary Sequence
- Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo
- Greedy Gaussian segmentation of multivariate time series
- Detection of multiple change-points in multivariate data
- Estimating the locations and number of change points by the sample-splitting method
- Multiple change-point detection of multivariate mean vectors with the Bayesian approach
- Bayesian time series analysis of structural changes in level and trend
- Robust singular value decomposition analysis of microarray data
- A heuristic, iterative algorithm for change-point detection in abrupt change models
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