Narrowest-over-threshold detection of multiple change points and change-point-like features-Reference-Cited by-同舟云学术

Narrowest-over-threshold detection of multiple change points and change-point-like features

Published:2019-05-30 Issue:3 Volume:81 Page:649-672
ISSN:1369-7412
Container-title:Journal of the Royal Statistical Society: Series B (Statistical Methodology)
language:en
Short-container-title:J. R. Stat. Soc. B

Author:

Baranowski Rafal¹,Chen Yining¹,Fryzlewicz Piotr¹

Affiliation:

1. London School of Economics and Political Science; UK

Funder

Engineering and Physical Sciences Research Council

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/rssb.12322/fullpdf

Reference61 articles.

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3. Computation and analysis of multiple structural change models;Bai;J. Appl. Econmetr.,2003

4. Baranowski , R. Chen , Y. Fryzlewicz , P. 2016a not: narrowest-over-threshold change-point detection R Package v1.0 https://cran.r-project.org/web/packages/not

5. Baranowski , R. Chen , Y. Fryzlewicz , P. 2016b Narrowest-over-threshold detection of multiple change-points and change-point-like features: simulation code https://github.com/rbaranowski/not-num-ex

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