Localising change points in piecewise polynomials of general degrees
Author:
Affiliation:
1. Department of Statistics, University of Warwick, Coventry CV4 7AL, U.K
2. Department of Statistics, University of Illinois at Urbana-Champaign, Champaign, IL 61820, U.S.A
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability,Statistics, Probability and Uncertainty
Reference44 articles.
1. ANASTASIOU, A. and FRYZLEWICZ, P. (2021). Detecting multiple generalized change-points by isolating single ones. Metrika 1–34.
2. BAI, J. and PERRON, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica 47–78.
3. BARANOWSKI, R., CHEN, Y. and FRYZLEWICZ, P. (2019). Narrowest-over-threshold detection of multiple change points and change-point-like features. Journal of the Royal Statistical Society. Series B: Statistical Methodology 81 3.
4. BHATTACHARJEE, M., BANERJEE, M. and MICHAILIDIS, G. (2018). Change Point Estimation in a Dynamic Stochastic Block Model. arXiv preprint arXiv:1812.03090.
5. CHAN, H. P. and WALTHER, G. (2013). Detection with the scan and the average likelihood ratio. Statistica Sinica 1 409-428.
Cited by 8 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Change-point inference in high-dimensional regression models under temporal dependence;The Annals of Statistics;2024-06-01
2. Change-point analysis of time series with evolutionary spectra;Journal of Econometrics;2024-06
3. Recent advances on mechanisms of network generation: Community, exchangeability, and scale‐free properties;WIREs Computational Statistics;2024-03
4. Moving Sum Procedure for Change Point Detection under Piecewise Linearity;Technometrics;2024-02-26
5. cpop: Detecting Changes in Piecewise-Linear Signals;Journal of Statistical Software;2024
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3