hdbinseg

MaRDI QIDQ115571CRANFDO

Authors Piotr Fryzlewicz, Haeran Cho

Last update 17 August 2023

Copyright license GNU General Public License

Software version identifier 1.0.1, 1.0.2

Description

Binary segmentation methods for detecting and estimating multiple change-points in the mean or second-order structure of high-dimensional time series as described in Cho and Fryzlewicz (2014) <doi:10.1111/rssb.12079> and Cho (2016) <doi:10.1214/16-EJS1155>.

Cites work

• Change-point detection in panel data via double CUSUM statistic
• Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation

This page was built for software: hdbinseg