Relevant change points in high dimensional time series

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Relevant change points in high dimensional time series

15 April 2017

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Papers citing "Relevant change points in high dimensional time series"

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Title
Validating Approximate Slope Homogeneity in Large Panels T. Kutta Holger Dette 68 2 0 04 May 2022
Optimal multiple change-point detection for high-dimensional data Emmanuel Pilliat Alexandra Carpentier Nicolas Verzélen 67 16 0 16 Nov 2020
Statistical Inference for High Dimensional Panel Functional Time Series Zhou Zhou Holger Dette 67 14 0 12 Mar 2020
Localizing Changes in High-Dimensional Vector Autoregressive Processes Daren Wang Yi Yu Alessandro Rinaldo Rebecca Willett 85 22 0 12 Sep 2019
Inference for Change Points in High Dimensional Data via Self-Normalization Runmin Wang Changbo Zhu S. Volgushev Xiaofeng Shao 66 34 0 21 May 2019
Multiscale change point detection for dependent data Holger Dette Theresa Eckle Mathias Vetter 49 42 0 14 Nov 2018
Estimating a change point in a sequence of very high-dimensional covariance matrices Holger Dette G. Pan Qing Yang 63 33 0 27 Jul 2018