Relevant change points in high dimensional time series

v1v2v3 (latest)

Relevant change points in high dimensional time series

15 April 2017

ArXiv (abs)PDF HTML

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

7 / 7 papers shown

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 72 33 0 27 Jul 2018