Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
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Publication:5234417
DOI10.1111/rssb.12322zbMath1420.62157arXiv1609.00293OpenAlexW2963686891MaRDI QIDQ5234417
Yining Chen, Piotr Fryzlewicz, R. Baranowski
Publication date: 26 September 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.00293
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Uses Software
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