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  • Search: subject:"Multiple change point detection"
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Subject
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Multiple change point detection 2 Binary segmentation 1 CUSUM statistics 1 Correlations 1 Dynamic programming algorithm 1 Estimation theory 1 Financial returns 1 IV-Schätzung 1 Instrumental variable 1 Instrumental variables 1 Kleinste-Quadrate-Methode 1 Latent structure model 1 Least squares method 1 Multiple change-point detection 1 Penalized regression 1 Plant structure analysis 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Smoothing algorithm 1 Structural equation model 1 Strukturgleichungsmodell 1 Subgroup identification 1 Two-stage least square estimation 1
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Undetermined 3
Type of publication
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Article 3
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Galeano, Pedro 1 Guédon, Yann 1 Li, Jialiang 1 Wang, Jingli 1 Wied, Dominik 1
Published in...
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Computational Statistics 1 Computational Statistics & Data Analysis 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Multi-threshold structural equation model
Wang, Jingli; Li, Jialiang - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 377-387
Persistent link: https://www.econbiz.de/10014448173
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Multiple break detection in the correlation structure of random variables
Galeano, Pedro; Wied, Dominik - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 262-282
Correlations between random variables play an important role in applications, e.g. in financial analysis. More precisely, accurate estimates of the correlation between financial returns are crucial in portfolio management. In particular, in periods of financial crisis, extreme movements in...
Persistent link: https://www.econbiz.de/10011056392
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Exploring the latent segmentation space for the assessment of multiple change-point models
Guédon, Yann - In: Computational Statistics 28 (2013) 6, pp. 2641-2678
This paper addresses the retrospective or off-line multiple change-point detection problem. Multiple change …
Persistent link: https://www.econbiz.de/10010998429
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