Discussion of `Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection'

DOI10.1007/s42952-020-00079-0zbMath1485.62111OpenAlexW3087153103MaRDI QIDQ2131952

Moulinath Banerjee

Publication date: 27 April 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-020-00079-0

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Uses Software

• wbs

Cites Work

• Optimal change point detection and localization in sparse dynamic networks
• Wild binary segmentation for multiple change-point detection
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Change-point estimation under adaptive sampling
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features

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