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Good practices and common pitfalls in climate time series changepoint techniques: A review
Climate changepoint (homogenization) methods abound today, with a myriad of techniques
existing in both the climate and statistics literature. Unfortunately, the appropriate …
existing in both the climate and statistics literature. Unfortunately, the appropriate …
A MOSUM procedure for the estimation of multiple random change points
B Eichinger, C Kirch - 2018 - projecteuclid.org
A MOSUM procedure for the estimation of multiple random change points Page 1 Bernoulli
24(1), 2018, 526–564 DOI: 10.3150/16-BEJ887 A MOSUM procedure for the estimation of …
24(1), 2018, 526–564 DOI: 10.3150/16-BEJ887 A MOSUM procedure for the estimation of …
[HTML][HTML] Detecting and estimating changes in dependent functional data
Change point detection in sequences of functional data is examined where the functional
observations are dependent. Of particular interest is the case where the change point is an …
observations are dependent. Of particular interest is the case where the change point is an …
Evaluating stationarity via change-point alternatives with applications to fMRI data
Evaluating stationarity via change-point alternatives with applications to fMRI data Page 1 The
Annals of Applied Statistics 2012, Vol. 6, No. 4, 1906–1948 DOI: 10.1214/12-AOAS565 © …
Annals of Applied Statistics 2012, Vol. 6, No. 4, 1906–1948 DOI: 10.1214/12-AOAS565 © …
Change point detection and inference in multivariate non-parametric models under mixing conditions
This paper addresses the problem of localizing and inferring multiple change points, in non-
parametric multivariate time series settings. Specifically, we consider a multivariate time …
parametric multivariate time series settings. Specifically, we consider a multivariate time …
Change-point detection for sparse and dense functional data in general dimensions
We study the problem of change-point detection and localisation for functional data
sequentially observed on a general $ d $-dimensional space, where we allow the functional …
sequentially observed on a general $ d $-dimensional space, where we allow the functional …
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
The segmentation of a time series into piecewise stationary segments is an important
problem both in time series analysis and signal processing. In the presence of multiscale …
problem both in time series analysis and signal processing. In the presence of multiscale …
TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain
C Kirch, DN Politis - 2011 - projecteuclid.org
TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the
time domain Page 1 The Annals of Statistics 2011, Vol. 39, No. 3, 1427–1470 DOI: 10.1214/10-AOS868 …
time domain Page 1 The Annals of Statistics 2011, Vol. 39, No. 3, 1427–1470 DOI: 10.1214/10-AOS868 …
Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm
We propose a methodology for detecting multiple change points in the mean of an otherwise
stationary, autocorrelated, linear time series. It combines solution path generation based on …
stationary, autocorrelated, linear time series. It combines solution path generation based on …
Optimal change-point testing for high-dimensional linear models with temporal dependence
Z Zhao, X Luo, Z Liu, D Wang - arxiv preprint arxiv:2205.03880, 2022 - arxiv.org
In this paper, we study change-point testing for high-dimensional linear models, an
important problem that has not been well explored in the literature. Specifically, we propose …
important problem that has not been well explored in the literature. Specifically, we propose …