Change-Point Detection for Variance Piecewise Constant Models

DOI10.1080/03610918.2011.592248zbMath1296.62146OpenAlexW2059939199MaRDI QIDQ4906425

Giada Adelfio

Publication date: 11 February 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.592248

zbMATH Keywords

change-pointschanges in variationcumulative segmentation

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items (2)

Detection of a change-point in variance by a weighted sum of powers of variances test ⋮ Inference on the change point estimator of variance in measurement error models

Uses Software

• R

Cites Work

• Unnamed Item
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• Least angle regression. (With discussion)
• Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• Circular binary segmentation for the analysis of array-based DNA copy number data
• On Detecting Changes in the Mean of Normal Variates
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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