Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
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Publication:5378126
DOI10.1111/rssb.12079zbMath1414.62356arXiv1611.08639OpenAlexW3105334025WikidataQ105584093 ScholiaQ105584093MaRDI QIDQ5378126
Publication date: 12 June 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/1611.08639
thresholdingbinary segmentationcumulative sum statistichigh dimensional time seriesmultiple-change-point detectionlocally stationary wavelet model
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