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Nonparametric data segmentation in multivariate time series via joint characteristic functions
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Nonparametric data segmentation in multivariate time series via joint characteristic functions (2025)Nonparametric data segmentation in multiv…Selective review of offline change point detection methods (2019)Selective review of offline c…New efficient algorithms for multiple change-point detection with reproducing kernels (2018)New efficient algorithms for …A MOSUM procedure for the estimation of multiple random change points (2017)A MOSUM procedure for the est…A computationally efficient nonparametric approach for changepoint detection (2016)A computationally efficient n…Wild binary segmentation for multiple change-point detection (2014)Wild binary segmentation for …Nonparametric maximum likelihood approach to multiple change-point problems (2014)Nonparametric maximum likelih…Multiscale Change Point Inference (2014)Multiscale Change Point Infer…Graph-based change-point detection (2014)Graph-based change-point dete…Detection of Multiple Structural Breaks in Multivariate Time Series (2014)Detection of Multiple Structu…A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data (2013)A Nonparametric Approach for …Optimal Detection of Changepoints With a Linear Computational Cost (2012)Optimal Detection of Changepo…Measuring nonlinear dependence in time‐series, a distance correlation approach (2012)Measuring nonlinear dependenc…Break detection in the covariance structure of multivariate time series models (2009)Break detection in the covari…Adaptive Detection of Multiple Change-Points in Asset Price Volatility (2006)Adaptive Detection of Multipl…Nonparametric Change-Point Estimation (1988)Nonparametric Change-Point Es…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESInference About the Change-Point in a Sequence of Random Variables (1970)A Bayesian approach to inference about a change-point in a sequence of random variables (1975)The Problem of the Nile: Conditional Solution to a Changepoint Problem (1978)Nonparametric Monitoring of Data Streams for Changes in Location and Scale (2011)Inference for single and multiple change‐points in time series (2013)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)changepoint : An R Package for Changepoint Analysis (2014)On optimal multiple changepoint algorithms for large data (2016)Changepoint Detection in the Presence of Outliers (2017)High Dimensional Change Point Estimation via Sparse Projection (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD (2011)Extensions of some classical methods in change point analysis (2014)Uniform change point tests in high dimension (2015)An online kernel change detection algorithm (2005)Inferring friendship network structure by using mobile phone data (2009)Real-Time Change Point Detection with Application to Smart Home Time Series Data (2018)Sequential change-point detection based on nearest neighbors (2019)Estimating the number of change-points via Schwarz' criterion (1988)ecp: AnRPackage for Nonparametric Multiple Change Point Analysis of Multivariate Data (2014)Genre-based L2 writing instruction and writing-specific psychological factors: The dynamics of change (2018)A Non-Parametric Approach to the Change-Point Problem (1979)Detecting multiple generalized change-points by isolating single ones (2021)Seeded binary segmentation: a general methodology for fast and optimal changepoint detection (2022)Testing for a Change in Mean after Changepoint Detection (2022)Rank Correlation Methods. (1957)Rank Correlation Methods (1973)A Survey on Concept Drift in Process Mining (2021)Sequential (Quickest) Change Detection: Classical Results and New Directions (2021)Time lag effects of COVID-19 policies on transportation systems: A comparative study of New York City and Seattle (2021)Procedures for Reacting to a Change in Distribution (1971)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 2012Optimal Detection of Changepoints With a Linear Computational Cost2,578 cited
  • 2019Selective review of offline change point detection methods1,361 cited
  • 2014Wild binary segmentation for multiple change-point detection721 cited
  • 2013A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data545 cited
  • 2014Multiscale Change Point Inference320 cited
  • 2009Break detection in the covariance structure of multivariate time series models247 cited
  • 1988Nonparametric Change-Point Estimation225 cited
  • 2014Graph-based change-point detection156 cited
  • 2016A computationally efficient nonparametric approach for changepoint detection150 cited
  • 2017A MOSUM procedure for the estimation of multiple random change points144 cited
  • 2014Nonparametric maximum likelihood approach to multiple change-point problems133 cited
  • 2012Measuring nonlinear dependence in time‐series, a distance correlation approach119 cited
  • 2014Detection of Multiple Structural Breaks in Multivariate Time Series107 cited
  • 2006Adaptive Detection of Multiple Change-Points in Asset Price Volatility82 cited

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  • 2018New efficient algorithms for multiple change-point detection with reproducing kernels74 cited
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