Consistent change-point detection with kernels
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Publication:1711585
DOI10.1214/18-EJS1513zbMath1409.62172arXiv1612.04740OpenAlexW2563493802WikidataQ128722366 ScholiaQ128722366MaRDI QIDQ1711585
Publication date: 18 January 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.04740
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items
Optimal multiple change-point detection for high-dimensional data, Rank-based multiple change-point detection, Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences, Optimal change-point detection and localization, Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points, Fréchet change-point detection, A Kernel Multiple Change-point Algorithm via Model Selection, Localising change points in piecewise polynomials of general degrees, Optimal nonparametric change point analysis
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Cites Work
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