A heuristic, iterative algorithm for change-point detection in abrupt change models
type: Item
instance of: scholarly article
title: A heuristic, iterative algorithm for change-point detection in abrupt change models
zbMATH Open document ID: 1417.65038
author: Salvatore Fasola
author: Vito M. R. Muggeo
author: Helmut Küchenhoff
published in: Computational Statistics
publication date: 2018-06-18T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 6890536
zbMATH Keywords: piecewise constant model
zbMATH Keywords: approximate maximum likelihood
zbMATH Keywords: model linearization
zbMATH Keywords: grid search limitations
describes a project that uses: R
describes a project that uses: changepoint
MaRDI profile type: Publication
full work available at URL: s00180-017-0740-4
OpenAlex ID: W2623229964
cites work: Modelling structural breaks, long memory and stock market volatility: an overview
cites work: Consistencies and rates of convergence of jump-penalized least squares estimators
cites work: Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
cites work: Multiscale and multilevel technique for consistent segmentation of nonstationary time series
cites work: The problem of the Nile: Conditional solution to a changepoint problem
cites work: Adapting to Unknown Smoothness via Wavelet Shrinkage
cites work: The asymptotic behavior of some nonparametric change-point estimators
cites work: Multiscale Change Point Inference
cites work: Hidden Markov models approach to the analysis of array CGH data
cites work: Bayesian Hidden Markov Modeling of Array CGH Data
cites work: Fitting multiple change-point models to data
cites work: The maximum likelihood method for testing changes in the parameters of normal observations
cites work: Denoising array-based comparative genomic hybridization data using wavelets
cites work: Models for Longitudinal Data with Censored Changepoints
cites work: Q4418357
cites work: Optimal Detection of Changepoints With a Linear Computational Cost
cites work: Detection of multiple changes in a sequence of dependent variables
cites work: Change point estimation using nonparametric regression
cites work: On optimal multiple changepoint algorithms for large data
cites work: Segmented mixed models with random changepoints: a maximum likelihood approach with application to treatment for depression study
cites work: Circular binary segmentation for the analysis of array-based DNA copy number data
cites work: Exact posterior distributions and model selection criteria for multiple change-point detection problems
cites work: A Cluster Analysis Method for Grouping Means in the Analysis of Variance
cites work: Change-Points: From Sequential Detection to Biology and Back
cites work: Spatial smoothing and hot spot detection for CGH data using the fused lasso
cites work: A New Maximum Likelihood Algorithm for Piecewise Regression
cites work: A method for calling gains and losses in array CGH data
cites work: Q3497042
cites work: Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen
DOI: 10.1007/S00180-017-0740-4
description: scientific article; zbMATH DE number 6890536