swMATH29265MaRDI QIDQ40979FDOQ40979
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Official website: http://stats.lse.ac.uk/fryzlewicz/basta/basta.html
Cited In (28)
- Piecewise autoregression for general integer-valued time series
- ocd
- Oracally efficient estimation for dense functional data with holiday effects
- Comments on: ``Extensions of some classical methods in change point analysis
- Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models
- wbs
- unbalhaar
- CAPUSHE
- Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
- Dating multiple change points in the correlation matrix
- factorcpt
- IndependenceTests
- wbsts
- capushe
- IDetect
- eNchange
- Ensemble binary segmentation for irregularly spaced data with change-points
- Wild binary segmentation for multiple change-point detection
- fChange
- Monitoring procedure for parameter change in causal time series
- Inference on a structural break in trend with mildly integrated errors
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Relevant parameter changes in structural break models
- jointseg
- Estimating multiple breaks in nonstationary autoregressive models
- Simultaneous multiple change-point and factor analysis for high-dimensional time series
- Multiple changepoint detection with partial information on changepoint times
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection
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