Nonparametric Bayesian online change point detection using kernel density estimation with nonparametric hazard function
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Publication:6494399
DOI10.1007/S11222-023-10375-4WikidataQ130128257 ScholiaQ130128257MaRDI QIDQ6494399
Unnamed Author, Unnamed Author, P. Vatiwutipong
Publication date: 30 April 2024
Published in: Statistics and Computing (Search for Journal in Brave)
Cites Work
- A Kernel Multiple Change-point Algorithm via Model Selection
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- An exact approach to Bayesian sequential change point detection
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- Detection of a changepoint, a mean-shift accompanied with a trend change, in short time-series with autocorrelation
- A Bayesian Analysis for Change Point Problems
- The Cusum Test for Parameter Change in Time Series Models
- Numerical Bayesian Methods Applied to Signal Processing
- A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
- On-Line Inference for Multiple Changepoint Problems
- The Effectiveness of Quality Control Charts
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