FDRSeg
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Software:28599
swMATH16730MaRDI QIDQ28599FDOQ28599
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Cited In (20)
- Detecting multiple generalized change-points by isolating single ones
- BayesProject: fast computation of a projection direction for multivariate changepoint detection
- Bivariate change point detection: Joint detection of changes in expectation and variance
- Multiscale change-point segmentation: beyond step functions
- Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
- Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020)
- Multiple change point detection and validation in autoregressive time series data
- Multiscale Quantile Segmentation
- On estimation of isotonic piecewise constant signals
- Multiple Testing of Local Extrema for Detection of Change Points
- Bootstrap confidence intervals for multiple change points based on moving sum procedures
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- FDR-control in multiscale change-point segmentation
- Bayesian sieve method for piece-wise smooth regression
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences
- Title not available (Why is that?)
- Consistency of a range of penalised cost approaches for detecting multiple changepoints
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection
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