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Finding multiple abrupt change points

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  • Venter, J. H.
  • Steel, S. J.

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Suggested Citation

  • Venter, J. H. & Steel, S. J., 1996. "Finding multiple abrupt change points," Computational Statistics & Data Analysis, Elsevier, vol. 22(5), pages 481-504, September.
    • Handle: RePEc:eee:csdana:v:22:y:1996:i:5:p:481-504
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    References listed on IDEAS

    as
    1. Yao, Yi-Ching, 1988. "Estimating the number of change-points via Schwarz' criterion," Statistics & Probability Letters, Elsevier, vol. 6(3), pages 181-189, February.
    2. Gombay, Edit, 1994. "Testing for change-points with rank and sign statistics," Statistics & Probability Letters, Elsevier, vol. 20(1), pages 49-55, May.
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    Cited by:

    1. Kang-Ping Lu & Shao-Tung Chang, 2023. "An Advanced Segmentation Approach to Piecewise Regression Models," Mathematics, MDPI, vol. 11(24), pages 1-23, December.
    2. Hawkins, Douglas M., 2001. "Fitting multiple change-point models to data," Computational Statistics & Data Analysis, Elsevier, vol. 37(3), pages 323-341, September.
    3. Jaehee Kim & Sooyoung Cheon, 2010. "Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo," Computational Statistics, Springer, vol. 25(2), pages 215-239, June.
    4. Cheon, Sooyoung & Kim, Jaehee, 2010. "Multiple change-point detection of multivariate mean vectors with the Bayesian approach," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 406-415, February.
    5. Terence Chong, 2001. "Estimating the locations and number of change points by the sample-splitting method," Statistical Papers, Springer, vol. 42(1), pages 53-79, January.
    6. Aaron L. Halpern, 2000. "Multiple-Changepoint Testing for an Alternating Segments Model of a Binary Sequence," Biometrics, The International Biometric Society, vol. 56(3), pages 903-908, September.
    7. David Hallac & Peter Nystrup & Stephen Boyd, 2019. "Greedy Gaussian segmentation of multivariate time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(3), pages 727-751, September.

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