Testing for multiple change points

DOI10.1007/s00180-013-0401-1zbMath1306.65022OpenAlexW1983739056MaRDI QIDQ2259214

Daniela Jarušková, Jaromír Antoch

Publication date: 27 February 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-013-0401-1

zbMATH Keywords

asymptotic distributionMonte Carlo simulationssegmentationdynamic programming principleextremes of Gaussian fieldsapproximate critical valuesmaximum type test statistictesting for multiple change-points

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (7)

Estimating non-simultaneous changes in the mean of vectors ⋮ Mean stationarity test in time series: a signal variance-based approach ⋮ The extremes of dependent chi-processes attracted by the Brown-Resnick process ⋮ Detecting non-simultaneous changes in means of vectors ⋮ Wild binary segmentation for multiple change-point detection ⋮ Extremes of locally stationary chi-square processes with trend ⋮ Comments on: ``Extensions of some classical methods in change point analysis

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