Concepedia

Detection of multiple changes in a sequence of dependent variables

Stochastic Processes and their Applications · 1999 · 229 citations · 21 references

Concepts

ComputingData ScienceData MiningTime Series AnalysisAnomaly Detection In Time SeriesChange DetectionChange-point DetectionTemporal Change DetectionTemporal Dependence ModelingTrend AnalysisDependent VariablesMultiple Change-point DetectionSequential Change DetectionSequential Change-point DetectionTime-series Change Detection

References

21

A new look at the statistical model identification

Hirotugu Akaike · IEEE Transactions on Automatic Control · 1974 · 50.7K citations · Full text

Business, Biostatistics, Statistical Modeling +9

Detection of Abrupt Changes: Theory and Application

Kurt S. Riedel · Technometrics · 1994 · 3K citations

Computing, Systems Engineering, Time Series Analysis +9

Detection of Abrupt Changes: Theory and Applications.

Nigel Peach, Michèle Basseville, Igor V. Nikiforov · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1995 · 1K citations

Computing, Data Science, Time Series Analysis +9

Fitting time series models to nonstationary processes

Rainer Dahlhaus · The Annals of Statistics · 1997 · 938 citations · Full text

Computing, Meteorology, Econometrics +15

Risk bounds for model selection via penalization

Andrew R. Barron, Lucien Birgé, Pascal Massart · Probability Theory and Related Fields · 1999 · 667 citations · Full text

Natural Sciences, Biostatistics, Mathematics +12