Detection of multiple structural breaks in multivariate time series

5 September 2013

Papers citing "Detection of multiple structural breaks in multivariate time series"

12 / 12 papers shown

Title
Functional estimation and change detection for nonstationary time series Fabian Mies 15 7 0 01 Dec 2022
Detecting Abrupt Changes in Sequential Pairwise Comparison Data Wanshan Li Daren Wang Alessandro Rinaldo 46 1 0 25 May 2022
Change-Point Analysis of Time Series with Evolutionary Spectra A. Casini Pierre Perron 14 11 0 03 Jun 2021
Frequency Detection and Change Point Estimation for Time Series of Complex Oscillation Hau‐Tieng Wu Zhou Zhou 49 5 0 05 May 2020
Consistency of a range of penalised cost approaches for detecting multiple changepoints Chaowen Zheng I. Eckley Paul Fearnhead 57 8 0 05 Nov 2019
Optimal nonparametric change point detection and localization Oscar Hernan Madrid Padilla Yi Yu Daren Wang Alessandro Rinaldo 55 23 0 24 May 2019
ACF estimation via difference schemes for a semiparametric model with m-dependent errors Michael Levine Inder Tecuapetla-Gómez 13 0 0 11 May 2019
Nonparametric Multiple Change Point Detection for Non-Stationary Times Series Zixiang Guan Gemai Chen AI4TS 23 1 0 10 Jan 2019
Multiscale change point detection for dependent data Holger Dette Theresa Eckle Mathias Vetter 36 42 0 14 Nov 2018
An Efficient ADMM Algorithm for Structural Break Detection in Multivariate Time Series Alex Tank E. Fox Ali Shojaie 42 3 0 22 Nov 2017
High-dimensional changepoint estimation via sparse projection Tengyao Wang R. Samworth AI4TS 71 235 0 20 Jun 2016
Change-point detection using the conditional entropy of ordinal patterns A. Unakafov K. Keller 20 14 0 06 Oct 2015