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Consistency of binary segmentation for multiple change-point estimation with functional data
9 references·0 citing·27 second hop
Consistency of binary segmentation for multiple change-point estimation with functional data (2021)Consistency of binary segmentation for mu…Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation (2019)Identifying multiple changes …Change-point detection and bootstrap for Hilbert space valued random fields (2017)Change-point detection and bo…A MOSUM procedure for the estimation of multiple random change points (2017)A MOSUM procedure for the est…Wild binary segmentation for multiple change-point detection (2014)Wild binary segmentation for …Optimal Detection of Changepoints With a Linear Computational Cost (2012)Optimal Detection of Changepo…Detecting and estimating changes in dependent functional data (2012)Detecting and estimating chan…Permutation tests for multiple changes (2001)Permutation tests for multipl…Limit theorems in change-point analysis (1997)Limit theorems in change-poin…Change-point problem and bootstrap (1995)Change-point problem and boot…Inference About the Change-Point in a Sequence of Random Variables (1970)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables (1986)Effect of dependence on statistics for determination of change (1997)On-Line Statistical Process Control (2002)Data segmentation algorithms: Univariate mean change and beyond (2021)Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (2000)Evaluating stationarity via change-point alternatives with applications to fMRI data (2012)Detection of Change in the Spatiotemporal Mean Function (2016)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Detection of Changes in Multivariate Time Series With Application to EEG Data (2014)Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (2015)Change-point detection in panel data via double CUSUM statistic (2016)TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES (2001)Estimating the number of change-points via Schwarz' criterion (1988)Scalable multiple changepoint detection for functional data sequences (2021)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)Structural breaks in time series (2012)A multiple filter test for the detection of rate changes in renewal processes with varying variance (2014)Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (2018)Inference of Breakpoints in High-dimensional Time Series (2021)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)Multiscale Change Point Inference (2014)On optimal multiple changepoint algorithms for large data (2016)High Dimensional Change Point Estimation via Sparse Projection (2017)
this work references cited by second hop

References

  • 2012Optimal Detection of Changepoints With a Linear Computational Cost2,578 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 2014Wild binary segmentation for multiple change-point detection721 cited
  • 2017A MOSUM procedure for the estimation of multiple random change points144 cited
  • 2012Detecting and estimating changes in dependent functional data101 cited
  • 1995Change-point problem and bootstrap76 cited
  • 2001Permutation tests for multiple changes49 cited
  • 2017Change-point detection and bootstrap for Hilbert space valued random fields30 cited
  • 2019Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation21 cited

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