wbsts

swMATH19367CRANwbstsMaRDI QIDQ31194

Multiple Change-Point Detection for Nonstationary Time Series

Karolos Korkas

Last update: 12 June 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.1

Source code repository: https://github.com/cran/wbsts

Cites work

• Multiple change-point detection for non-stationary time series using Wild Binary Segmentation

Related Items (8)

Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection ⋮ Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC ⋮ Multiple change point detection and validation in autoregressive time series data ⋮ Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points ⋮ Multiple change-point detection for non-stationary time series using Wild Binary Segmentation ⋮ Ensemble Binary Segmentation for irregularly spaced data with change-points ⋮ Detection of multiple change points for linear processes under negatively super-additive dependence ⋮ Asymptotic properties of semiparametric \(M\)-estimators with multiple change points

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