The following pages link to basta (Q40979):
Displaying 16 items.
- Ensemble Binary Segmentation for irregularly spaced data with change-points (Q139553) (← links)
- Wild binary segmentation for multiple change-point detection (Q482881) (← links)
- Piecewise autoregression for general integer-valued time series (Q826981) (← links)
- Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery (Q896583) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Dating multiple change points in the correlation matrix (Q1694371) (← links)
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585) (← links)
- Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131951) (← links)
- Oracally efficient estimation for dense functional data with holiday effects (Q2177735) (← links)
- Relevant parameter changes in structural break models (Q2190210) (← links)
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
- Multiple changepoint detection with partial information on changepoint times (Q2316608) (← links)
- Monitoring procedure for parameter change in causal time series (Q2637611) (← links)
- Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models (Q5083365) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971363) (← links)
