Data-driven estimation of change-points with mean shift

DOI10.1007/s42952-022-00194-0zbMath1512.62026OpenAlexW4306176556MaRDI QIDQ6101010

Wenzhi Yang, Huanshuo Liu, YiWei Wang, Xue-jun Wang

Publication date: 20 June 2023

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-022-00194-0

zbMATH Keywords

mean shiftmultiple change-point estimationCUSUM estimatorLasso algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Cites Work

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