SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Kernel change-point detection
2 references·4 citing·25 second hop
Kernel change-point detection (2012)Kernel change-point detectionSegmentation of the mean of heteroscedastic data via cross-validation (2010)Segmentation of the mean of h…Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (2000)Least‐squares Estimation of a…Time series analysis of intensive longitudinal data in psychosomatic research: A methodological overview (2020)Time series analysis of inten…Sketching for sequential change-point detection (2019)Sketching for sequential chan…Capturing correlation changes by applying kernel change point detection on the running correlations (2018)Capturing correlation changes…Pruning and Nonparametric Multiple Change Point Detection (2017)Pruning and Nonparametric Mul…Inference About the Change-Point in a Sequence of Random Variables (1970)Estimating the number of change-points via Schwarz' criterion (1988)Nonparametric Methods in Change-Point Problems (1993)Detecting multiple breaks in financial market volatility dynamics (2002)Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model (2004)Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets (2013)CONTINUOUS INSPECTION SCHEMES (1954)Measures of emotion: A review (2009)changepoint : An R Package for Changepoint Analysis (2014)Greedy Kernel Change-Point Detection (2019)The relation between positive and negative affect becomes more negative in response to personally relevant events. (2019)Detecting Change in Data Streams (2004)Parametric Statistical Change Point Analysis (2011)Optimal Detection of Changepoints With a Linear Computational Cost (2012)A synchronous multiple change-point detecting method for manufacturing process (2022)Sequential Analysis (1985)Introduction to Statistical Quality Control (1992)Sequential Analysis (2014)Macroeconomics and Reality (1980)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Diary Methods: Capturing Life as it is Lived (2002)So You Want to Do ESM? 10 Essential Topics for Implementing the Experience-Sampling Method (2024)The Predictive Sample Reuse Method with Applications (1975)The multiple filter test for change point detection in time series (2018)A new approach to forecast market interest rates through the CIR model (2019)
this work references cited by second hop

References

  • 2000Least‐squares Estimation of an Unknown Number of Shifts in a Time Series276 cited
  • 2010Segmentation of the mean of heteroscedastic data via cross-validation42 cited

Cited by

  • 2020Time series analysis of intensive longitudinal data in psychosomatic research: A methodological overview68 cited
  • 2018Capturing correlation changes by applying kernel change point detection on the running correlations29 cited
  • 2017Pruning and Nonparametric Multiple Change Point Detection23 cited
  • 2019Sketching for sequential change-point detection15 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work