IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v61y2020i4d10.1007_s00362-020-01199-9.html
   My bibliography  Save this article

Editorial for the special issue: Change point detection

Author

Listed:
  • Georgy Sofronov

    (Macquarie University)

  • Martin Wendler

    (Otto-von-Guericke-Universität)

  • Volkmar Liebscher

    (Universität Greifswald)

Abstract

No abstract is available for this item.

Suggested Citation

  • Georgy Sofronov & Martin Wendler & Volkmar Liebscher, 2020. "Editorial for the special issue: Change point detection," Statistical Papers, Springer, vol. 61(4), pages 1347-1349, August.
    • Handle: RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01199-9
    DOI: 10.1007/s00362-020-01199-9
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00362-020-01199-9
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s00362-020-01199-9?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Alfredas Račkauskas & Martin Wendler, 2020. "Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment," Statistical Papers, Springer, vol. 61(4), pages 1409-1435, August.
    2. Gapeev, Pavel V., 2020. "On the problems of sequential statistical inference for Wiener processes with delayed observations," LSE Research Online Documents on Economics 104072, London School of Economics and Political Science, LSE Library.
    3. Christoph Bandt, 2020. "Order patterns, their variation and change points in financial time series and Brownian motion," Statistical Papers, Springer, vol. 61(4), pages 1565-1588, August.
    4. Krzysztof J. Szajowski, 2020. "Rationalization of detection of the multiple disorders," Statistical Papers, Springer, vol. 61(4), pages 1545-1563, August.
    5. Maria Mohr & Leonie Selk, 2020. "Estimating change points in nonparametric time series regression models," Statistical Papers, Springer, vol. 61(4), pages 1437-1463, August.
    6. Pavel V. Gapeev, 2020. "On the problems of sequential statistical inference for Wiener processes with delayed observations," Statistical Papers, Springer, vol. 61(4), pages 1529-1544, August.
    7. Qing Yang & Yu-Ning Li & Yi Zhang, 2020. "Change point detection for nonparametric regression under strongly mixing process," Statistical Papers, Springer, vol. 61(4), pages 1465-1506, August.
    8. Lijing Ma & Andrew J. Grant & Georgy Sofronov, 2020. "Multiple change point detection and validation in autoregressive time series data," Statistical Papers, Springer, vol. 61(4), pages 1507-1528, August.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Joseph Ngatchou-Wandji & Echarif Elharfaoui & Michel Harel, 2022. "On change-points tests based on two-samples U-Statistics for weakly dependent observations," Statistical Papers, Springer, vol. 63(1), pages 287-316, February.
    2. Yang, Qing & Zhang, Yi, 2022. "Change-point detection for the link function in a single-index model," Statistics & Probability Letters, Elsevier, vol. 186(C).
    3. Buonaguidi, B., 2022. "The disorder problem for diffusion processes with the ϵ-linear and expected total miss criteria," Statistics & Probability Letters, Elsevier, vol. 189(C).
    4. Qing Yang & Yu-Ning Li & Yi Zhang, 2020. "Change point detection for nonparametric regression under strongly mixing process," Statistical Papers, Springer, vol. 61(4), pages 1465-1506, August.
    5. Maria Mohr & Natalie Neumeyer, 2021. "Nonparametric volatility change detection," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 529-548, June.
    6. Betken, Annika & Dehling, Herold & Nüßgen, Ines & Schnurr, Alexander, 2021. "Ordinal pattern dependence as a multivariate dependence measure," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    7. Julius Juodakis & Stephen Marsland, 2023. "Epidemic changepoint detection in the presence of nuisance changes," Statistical Papers, Springer, vol. 64(1), pages 17-39, February.
    8. Yair Neuman & Yochai Cohen, 2022. "Predicting Change in Emotion through Ordinal Patterns and Simple Symbolic Expressions," Mathematics, MDPI, vol. 10(13), pages 1-18, June.
    9. Zongwu Cai & Gunawan, 2023. "A Combination Forecast for Nonparametric Models with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202310, University of Kansas, Department of Economics, revised Sep 2023.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01199-9. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.