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Relevant change points in high dimensional time series
v1v2v3 (latest)

Relevant change points in high dimensional time series

15 April 2017
Holger Dette
Josua Gösmann
ArXiv (abs)PDFHTML

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

7 / 7 papers shown
Title
Validating Approximate Slope Homogeneity in Large Panels
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
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
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
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
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
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
Estimating a change point in a sequence of very high-dimensional covariance matrices
Holger Dette
G. Pan
Qing Yang
60
33
0
27 Jul 2018
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