Add to ORKGAbstract In the paper we consider a changed segment model for sample distributions. We generalize Dümbgen's [6] change point estimator and obtain optimal rates of convergence of estimators of the begining and the length of the changed segment
[[abstract]]We consider a new change-point model with some smooth mixture intervention. Some least-s...
The modified information criterion (MIC) is applied to detect multiple change points in a sequence o...
We consider an estimator of the change-point of a stochastic process satisfying some weak invariance...
We address the problem of detection and estimation of one or two change-points in the mean of a seri...
This thesis studied the change point problem under the contiguous setup. Specifically when the amoun...
SUMMARY. Maximum likelihood method is applied to estimate the change-point of a param-eter associate...
Recently there has been a keen interest in the statistical analysis of change point detection and es...
Models with multiple change points are used in many fields; however, the theoreti-cal properties of ...
With regards to the retrospective or off-line multiple change-point detection problem, much effort h...
International audienceRecent contributions to change-point detection, segmentation and inference for...
International audienceThis chapter studies nonparametric models for densities, regressions and autor...
In the asymptotic setting of the change-point estimation problem the limiting behavior of Bayes proc...
Abstract This paper first develops a general theory for estimating change-points in a general class ...
considered segment variances simulated so that 95 % were within [1/10,10] and a linearly increasing ...
This paper addresses the retrospective or off-line multiple change-point detection problem. Multiple...
[[abstract]]We consider a new change-point model with some smooth mixture intervention. Some least-s...
The modified information criterion (MIC) is applied to detect multiple change points in a sequence o...
We consider an estimator of the change-point of a stochastic process satisfying some weak invariance...
We address the problem of detection and estimation of one or two change-points in the mean of a seri...
This thesis studied the change point problem under the contiguous setup. Specifically when the amoun...
SUMMARY. Maximum likelihood method is applied to estimate the change-point of a param-eter associate...
Recently there has been a keen interest in the statistical analysis of change point detection and es...
Models with multiple change points are used in many fields; however, the theoreti-cal properties of ...
With regards to the retrospective or off-line multiple change-point detection problem, much effort h...
International audienceRecent contributions to change-point detection, segmentation and inference for...
International audienceThis chapter studies nonparametric models for densities, regressions and autor...
In the asymptotic setting of the change-point estimation problem the limiting behavior of Bayes proc...
Abstract This paper first develops a general theory for estimating change-points in a general class ...
considered segment variances simulated so that 95 % were within [1/10,10] and a linearly increasing ...
This paper addresses the retrospective or off-line multiple change-point detection problem. Multiple...
[[abstract]]We consider a new change-point model with some smooth mixture intervention. Some least-s...
The modified information criterion (MIC) is applied to detect multiple change points in a sequence o...
We consider an estimator of the change-point of a stochastic process satisfying some weak invariance...