Pages that link to "Item:Q1990585"

The following pages link to Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585):

Displaying 24 items.

• breakfast (Q34187) (← links)
• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
• Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585) (← links)
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points (Q1996305) (← links)
• High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
• Detecting multiple generalized change-points by isolating single ones (Q2075028) (← links)
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131951) (← links)
• A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
• Large-Scale Multi-Stream Quickest Change Detection via Shrinkage Post-Change Estimation (Q2977196) (← links)
• Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems (Q3518369) (← links)
• Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models (Q5083365) (← links)
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features (Q5234417) (← links)
• Multiscale Quantile Segmentation (Q5881143) (← links)
• A Unified Framework for Change Point Detection in High-Dimensional Linear Models (Q6069892) (← links)
• Optimal multiple change-point detection for high-dimensional data (Q6158217) (← links)
• Optimal change-point detection and localization (Q6183751) (← links)
• Determining the number of change-point via high-dimensional cross-validation (Q6541573) (← links)
• Relating and comparing methods for detecting changes in mean (Q6541582) (← links)
• Detecting changes in mean in the presence of time-varying autocovariance (Q6541760) (← links)
• Detecting linear trend changes in data sequences (Q6579392) (← links)
• Moving Sum Procedure for Change Point Detection under Piecewise Linearity (Q6637461) (← links)