Statistical inference for multiple change‐point models
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Recommendations
- Estimation and comparison of multiple change-point models
- Estimation of change-point models
- Maximum likelihood estimation of multiple change points
- Semiparametric multivariate and multiple change-point modeling
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
- Fitting multiple change-point models to data
Cited in
(13)- Fitting multiple change-point models to data
- Seeded intervals and noise level estimation in change point detection: a discussion of Fryzlewicz (2020)
- Inference for a mean-reverting stochastic process with multiple change points
- A note on Studentized confidence intervals for the change-point
- Maximum likelihood estimation of multiple change points
- scientific article; zbMATH DE number 7625319 (Why is no real title available?)
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
- HYBRID RESAMPLING CONFIDENCE INTERVALS FOR CHANGE-POINT OR STATIONARY HIGH-DIMENSIONAL STOCHASTIC REGRESSION MODELS
- Multiple Change-Point Estimation With a Total Variation Penalty
- Bootstrap-based inference for multiple variance changepoint models
- Bootstrap-based inference for multiple mean-variance changepoint models
- A MOSUM procedure for the estimation of multiple random change points
- Bootstrap confidence intervals for multiple change points based on moving sum procedures
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