On optimal segmentation and parameter tuning for multiple change-point detection and inference-Reference-Cited by-同舟云学术

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On optimal segmentation and parameter tuning for multiple change-point detection and inference

Published:2022-06-13 Issue:18 Volume:92 Page:3789-3816
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Parpoula Christina¹^ORCID,Karagrigoriou Alex²^ORCID

Affiliation:

1. Department of Psychology, Panteion University of Social and Political Sciences, Athens, Greece

2. Lab of Statistics and Data Analysis, Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Karlovasi, Samos, Greece

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2022.2083127

Reference68 articles.

1. A Non-Parametric Approach to the Change-Point Problem

2. Structural breaks in time series

3. Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

4. Variance Change Point Detection Under a Smoothly-Changing Mean Trend with Application to Liver Procurement

5. Structural Break Estimation for Nonstationary Time Series Models

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