Micro–Macro Changepoint Inference for Periodic Data Sequences

DOI10.1080/10618600.2022.2104288OpenAlexW4286608153MaRDI QIDQ6094097

Simon A. C. Taylor, Anastasia Ushakova, Rebecca Killick

Publication date: 9 October 2023

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2022.2104288

zbMATH Keywords

periodicitysegmentationlevel shiftPELThouse price indexnorth atlantic oscillation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• A comparison of single and multiple changepoint techniques for time series data
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Bayesian Time Series Models
• A test for a change in a parameter occurring at an unknown point
• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• Optimal Detection of Changepoints With a Linear Computational Cost
• Multiscale Change Point Inference

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