Asymptotic of the number of false change points of the fused lasso signal approximator
Author:
Funder
Ministry of Education, Science and Technology
Inha University
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s42952-023-00250-3.pdf
Reference17 articles.
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3. Frick, K., Munk, A., & Sieling, H. (2014). Multiscale change point inference. Journal of the Royal Statistical Society Series B: Statistical Methodology, 76(3), 495–580.
4. Friedman, J., Hastie, T., Höfling, H., & Tibshirani, R. (2007). Pathwise coordinate optimization. The Annals of Applied Statistics, 1(2), 302–332.
5. Fryzlewicz, P. (2014). Wild binary segmentation for multiple change-point detection. The Annals of Statistics, 42(6), 2243–2281.
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