Estimating a change point in a sequence of very high-dimensional covariance matrices

27 July 2018

Papers citing "Estimating a change point in a sequence of very high-dimensional covariance matrices"

9 / 9 papers shown

Title
Relevant change points in high dimensional time series Holger Dette Josua Gösmann 43 16 0 15 Apr 2017
Change-point detection in high-dimensional covariance structure V. Avanesov N. Buzun 62 57 0 12 Oct 2016
High-dimensional changepoint estimation via sparse projection Tengyao Wang R. Samworth AI4TS 67 233 0 20 Jun 2016
Uniform change point tests in high dimension M. Jirak 52 132 0 17 Nov 2015
Wild binary segmentation for multiple change-point detection Piotr Fryzlewicz 86 654 0 04 Nov 2014
High-dimensional change-point detection with sparse alternatives F. Enikeeva Zaïd Harchaoui 67 63 0 06 Dec 2013
Break detection in the covariance structure of multivariate time series models Alexander Aue Siegfried Hormann Lajos Horváth M. Reimherr 227 365 0 19 Nov 2009
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 204 1,275 0 20 Jan 2009
Sparsistency and rates of convergence in large covariance matrix estimation Clifford Lam Jianqing Fan 233 610 0 26 Nov 2007