Multiscale change point detection for dependent data
Author:
Affiliation:
1. Fakultät für Mathematik Ruhr‐Universität Bochum Germany
2. Mathematisches Seminar Christian‐Albrechts‐Universität zu Kiel Germany
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/sjos.12465
Reference48 articles.
1. Anastasiou A.&Fryzlewicz P.(2019).Detecting multiple generalized change‐points by isolating single ones. arXiv:1901.10852v1.
2. Estimating and Testing Linear Models with Multiple Structural Changes
3. Computation and analysis of multiple structural change models
4. Narrowest-over-threshold detection of multiple change points and change-point-like features
5. Baranowski R. Chen Y.&Fryzlewicz P.(2019b). Not: Narrowest‐over‐threshold change‐point detection. R package version 1.2.
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