Zhao, Wenbiao; Zhu, Lixing Detecting change structures of nonparametric regressions. (English) Zbl 07771449 Comput. Stat. Data Anal. 190, Article ID 107856, 9 p. (2024). MSC: 62-08 PDF BibTeX XML Cite \textit{W. Zhao} and \textit{L. Zhu}, Comput. Stat. Data Anal. 190, Article ID 107856, 9 p. (2024; Zbl 07771449) Full Text: DOI
Hu, Jiuyun; Mei, Yajun; Holte, Sarah; Yan, Hao Adaptive resources allocation CUSUM for binomial count data monitoring with application to COVID-19 hotspot detection. (English) Zbl 07761989 J. Appl. Stat. 50, No. 14, 2889-2913 (2023). MSC: 62-XX 62P10 62L15 PDF BibTeX XML Cite \textit{J. Hu} et al., J. Appl. Stat. 50, No. 14, 2889--2913 (2023; Zbl 07761989) Full Text: DOI arXiv
Han, Dong; Tsung, Fugee; Xian, Jinguo An optimization method for change-point monitoring in finite samples sequence. (English) Zbl 07757626 Statistics 57, No. 5, 1251-1266 (2023). MSC: 62L10 62L15 PDF BibTeX XML Cite \textit{D. Han} et al., Statistics 57, No. 5, 1251--1266 (2023; Zbl 07757626) Full Text: DOI
Horváth, Lajos; Rice, Gregory; Zhao, Yuqian Testing for changes in linear models using weighted residuals. (English) Zbl 07740028 J. Multivariate Anal. 198, Article ID 105210, 21 p. (2023). MSC: 62Hxx 62H12 62F12 PDF BibTeX XML Cite \textit{L. Horváth} et al., J. Multivariate Anal. 198, Article ID 105210, 21 p. (2023; Zbl 07740028) Full Text: DOI
Li, Mei; Tian, Yubin; Ning, Wei Modified information criterion for detecting changes in skew slash distribution. (English) Zbl 07739188 Random Oper. Stoch. Equ. 31, No. 3, 245-255 (2023). MSC: 62F03 62F10 62F12 62F40 PDF BibTeX XML Cite \textit{M. Li} et al., Random Oper. Stoch. Equ. 31, No. 3, 245--255 (2023; Zbl 07739188) Full Text: DOI
Noonan, Jack Online change-point detection for a transient change. (English) Zbl 07738967 Stat. Interface 16, No. 2, 163-179 (2023). MSC: 62-XX 60G35 60G50 60G70 93E20 94C12 PDF BibTeX XML Cite \textit{J. Noonan}, Stat. Interface 16, No. 2, 163--179 (2023; Zbl 07738967) Full Text: DOI arXiv
Mefleh, Aline Simple change point model in heteroscedastic extremes. (English) Zbl 07736152 Commun. Stat., Theory Methods 52, No. 20, 7455-7464 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Mefleh}, Commun. Stat., Theory Methods 52, No. 20, 7455--7464 (2023; Zbl 07736152) Full Text: DOI
Anastasiou, Andreas; Papanastasiou, Angelos Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences. (English) Zbl 1517.62004 Stat. Comput. 33, No. 5, Paper No. 94, 29 p. (2023). MSC: 62-08 62M10 PDF BibTeX XML Cite \textit{A. Anastasiou} and \textit{A. Papanastasiou}, Stat. Comput. 33, No. 5, Paper No. 94, 29 p. (2023; Zbl 1517.62004) Full Text: DOI arXiv
Sokolov, Grigory; Spivak, Valentin S.; Tartakovsky, Alexander G. Detecting an intermittent change of unknown duration. (English) Zbl 07723907 Sequential Anal. 42, No. 3, 269-302 (2023). MSC: 62Lxx PDF BibTeX XML Cite \textit{G. Sokolov} et al., Sequential Anal. 42, No. 3, 269--302 (2023; Zbl 07723907) Full Text: DOI arXiv
Banerjee, Sayan; Bhamidi, Shankar; Carmichael, Iain Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point. (English) Zbl 07720495 Ann. Appl. Probab. 33, No. 4, 2919-2980 (2023). MSC: 60C05 05C80 PDF BibTeX XML Cite \textit{S. Banerjee} et al., Ann. Appl. Probab. 33, No. 4, 2919--2980 (2023; Zbl 07720495) Full Text: DOI arXiv Link
Wang, Yunlong; Du, Lilun Change-detection-assisted multiple testing for spatiotemporal data. (English) Zbl 07714066 J. Stat. Plann. Inference 227, 57-74 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Wang} and \textit{L. Du}, J. Stat. Plann. Inference 227, 57--74 (2023; Zbl 07714066) Full Text: DOI
Lazar, Emese; Wang, Shixuan; Xue, Xiaohan Loss function-based change point detection in risk measures. (English) Zbl 07709825 Eur. J. Oper. Res. 310, No. 1, 415-431 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{E. Lazar} et al., Eur. J. Oper. Res. 310, No. 1, 415--431 (2023; Zbl 07709825) Full Text: DOI
Xu, Qunzhi; Mei, Yajun Asymptotic optimality theory for active quickest detection with unknown postchange parameters. (English) Zbl 07708162 Sequential Anal. 42, No. 2, 150-181 (2023). MSC: 62Lxx PDF BibTeX XML Cite \textit{Q. Xu} and \textit{Y. Mei}, Sequential Anal. 42, No. 2, 150--181 (2023; Zbl 07708162) Full Text: DOI
Eslami, Dariush; Izadbakhsh, Hamidreza; Ahmadi, Orod; Zarinbal, Marzieh Statistical monitoring of image data using multi-channel functional principal component analysis. (English) Zbl 07706308 Commun. Stat., Theory Methods 52, No. 12, 4165-4182 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{D. Eslami} et al., Commun. Stat., Theory Methods 52, No. 12, 4165--4182 (2023; Zbl 07706308) Full Text: DOI
Chen, Li; Zhou, Jie; Lin, Lizhen Hypothesis testing for populations of networks. (English) Zbl 07706262 Commun. Stat., Theory Methods 52, No. 11, 3661-3684 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Chen} et al., Commun. Stat., Theory Methods 52, No. 11, 3661--3684 (2023; Zbl 07706262) Full Text: DOI arXiv
Ding, Hao; Zhang, Yan; Wu, Yuehua A novel group VIF regression for group variable selection with application to multiple change-point detection. (English) Zbl 07698004 J. Appl. Stat. 50, No. 2, 247-263 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Ding} et al., J. Appl. Stat. 50, No. 2, 247--263 (2023; Zbl 07698004) Full Text: DOI
Chen, Yunxiao; Li, Xiaoou Compound sequential change-point detection in parallel data streams. (English) Zbl 07688218 Stat. Sin. 33, No. 1, 453-474 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Chen} and \textit{X. Li}, Stat. Sin. 33, No. 1, 453--474 (2023; Zbl 07688218) Full Text: DOI arXiv
Cui, Yan; Yang, Jun; Zhou, Zhou State-domain change point detection for nonlinear time series regression. (English) Zbl 07674647 J. Econom. 234, No. 1, 3-27 (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{Y. Cui} et al., J. Econom. 234, No. 1, 3--27 (2023; Zbl 07674647) Full Text: DOI arXiv
Zhang, Rui; Wang, Haoyun; Xie, Yao Online score statistics for detecting clustered change in network point processes. (English) Zbl 07664894 Sequential Anal. 42, No. 1, 70-89 (2023). MSC: 62L10 62G10 62G32 PDF BibTeX XML Cite \textit{R. Zhang} et al., Sequential Anal. 42, No. 1, 70--89 (2023; Zbl 07664894) Full Text: DOI arXiv
Tonaki, Yozo; Uchida, Masayuki Change point inference in ergodic diffusion processes based on high frequency data. (English) Zbl 07663000 Stochastic Processes Appl. 158, 1-39 (2023). MSC: 62M05 62M02 60J60 PDF BibTeX XML Cite \textit{Y. Tonaki} and \textit{M. Uchida}, Stochastic Processes Appl. 158, 1--39 (2023; Zbl 07663000) Full Text: DOI arXiv
Levajković, Tijana; Messer, Michael Multiscale change point detection via gradual bandwidth adjustment in moving sum processes. (English) Zbl 07649358 Electron. J. Stat. 17, No. 1, 70-101 (2023). MSC: 62G20 62M99 PDF BibTeX XML Cite \textit{T. Levajković} and \textit{M. Messer}, Electron. J. Stat. 17, No. 1, 70--101 (2023; Zbl 07649358) Full Text: DOI arXiv Link
Chen, Likai; Wang, Weining; Wu, Wei Biao Inference of breakpoints in high-dimensional time series. (English) Zbl 1515.62040 J. Am. Stat. Assoc. 117, No. 540, 1951-1963 (2022). MSC: 62M10 PDF BibTeX XML Cite \textit{L. Chen} et al., J. Am. Stat. Assoc. 117, No. 540, 1951--1963 (2022; Zbl 1515.62040) Full Text: DOI
Hüwel, Jan David; Haselbeck, Florian; Grimm, Dominik G.; Beecks, Christian Dynamically self-adjusting Gaussian processes for data stream modelling. (English) Zbl 07689452 Bergmann, Ralph (ed.) et al., KI 2022: advances in artificial intelligence. 45th German conference on AI, Trier, Germany, September 19–23, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13404, 96-114 (2022). MSC: 68T05 60G15 62M10 68W27 PDF BibTeX XML Cite \textit{J. D. Hüwel} et al., Lect. Notes Comput. Sci. 13404, 96--114 (2022; Zbl 07689452) Full Text: DOI
Zhao, Zifeng; Jiang, Feiyu; Shao, Xiaofeng Segmenting time series via self-normalisation. (English) Zbl 07686596 J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 5, 1699-1725 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Zhao} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 5, 1699--1725 (2022; Zbl 07686596) Full Text: DOI arXiv
Jiang, Feiyu; Zhao, Zifeng; Shao, Xiaofeng Modelling the COVID-19 infection trajectory: a piecewise linear quantile trend model. (English) Zbl 07686592 J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 5, 1589-1607 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{F. Jiang} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 5, 1589--1607 (2022; Zbl 07686592) Full Text: DOI
Wu, Yanhong; Wu, Wei Biao Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes. (English) Zbl 07660117 J. Stat. Comput. Simulation 92, No. 18, 3817-3835 (2022). MSC: 62-XX 62L10 PDF BibTeX XML Cite \textit{Y. Wu} and \textit{W. B. Wu}, J. Stat. Comput. Simulation 92, No. 18, 3817--3835 (2022; Zbl 07660117) Full Text: DOI
Wang, Xianru; Liu, Bin; Zhang, Xinsheng A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models. (English) Zbl 07643161 J. Korean Stat. Soc. 51, No. 4, 1216-1246 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Wang} et al., J. Korean Stat. Soc. 51, No. 4, 1216--1246 (2022; Zbl 07643161) Full Text: DOI
Kengne, William; Ngongo, Isidore S. Inference for nonstationary time series of counts with application to change-point problems. (English) Zbl 1497.62239 Ann. Inst. Stat. Math. 74, No. 4, 801-835 (2022). MSC: 62M10 62M20 60G55 PDF BibTeX XML Cite \textit{W. Kengne} and \textit{I. S. Ngongo}, Ann. Inst. Stat. Math. 74, No. 4, 801--835 (2022; Zbl 1497.62239) Full Text: DOI arXiv
Cho, Haeran; Kirch, Claudia Two-stage data segmentation permitting multiscale change points, heavy tails and dependence. (English) Zbl 1497.62230 Ann. Inst. Stat. Math. 74, No. 4, 653-684 (2022). MSC: 62M10 62G32 PDF BibTeX XML Cite \textit{H. Cho} and \textit{C. Kirch}, Ann. Inst. Stat. Math. 74, No. 4, 653--684 (2022; Zbl 1497.62230) Full Text: DOI arXiv
Gao, Min; Ding, Saisai; Wu, Shipeng; Yang, Wenzhi The asymptotic distribution of CUSUM estimator based on \(\alpha\)-mixing sequences. (English) Zbl 07603861 Commun. Stat., Simulation Comput. 51, No. 10, 6101-6113 (2022). MSC: 62F12 PDF BibTeX XML Cite \textit{M. Gao} et al., Commun. Stat., Simulation Comput. 51, No. 10, 6101--6113 (2022; Zbl 07603861) Full Text: DOI
Zheng, Chao; Eckley, Idris; Fearnhead, Paul Consistency of a range of penalised cost approaches for detecting multiple changepoints. (English) Zbl 07603092 Electron. J. Stat. 16, No. 2, 4497-4546 (2022). MSC: 62F30 60K35 PDF BibTeX XML Cite \textit{C. Zheng} et al., Electron. J. Stat. 16, No. 2, 4497--4546 (2022; Zbl 07603092) Full Text: DOI arXiv Link
Messer, Michael Bivariate change point detection: joint detection of changes in expectation and variance. (English) Zbl 1496.62145 Scand. J. Stat. 49, No. 2, 886-916 (2022). MSC: 62M07 62G10 62M10 PDF BibTeX XML Cite \textit{M. Messer}, Scand. J. Stat. 49, No. 2, 886--916 (2022; Zbl 1496.62145) Full Text: DOI arXiv
Erlemann, Rasmus; Lockhart, Richard; Yao, Rihan Cramér-von Mises tests for change points. (English) Zbl 1496.62080 Scand. J. Stat. 49, No. 2, 802-830 (2022). MSC: 62G10 62E20 62G20 PDF BibTeX XML Cite \textit{R. Erlemann} et al., Scand. J. Stat. 49, No. 2, 802--830 (2022; Zbl 1496.62080) Full Text: DOI arXiv
Wang, Peiyao; Ning, Wei Sequential change-point detection for skew normal distribution. (English) Zbl 07596763 Sequential Anal. 41, No. 3, 387-415 (2022). MSC: 62F03 62L10 62L15 PDF BibTeX XML Cite \textit{P. Wang} and \textit{W. Ning}, Sequential Anal. 41, No. 3, 387--415 (2022; Zbl 07596763) Full Text: DOI
Brown, Marlo Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables. (English) Zbl 07596760 Sequential Anal. 41, No. 3, 310-324 (2022). MSC: 62L15 60G40 PDF BibTeX XML Cite \textit{M. Brown}, Sequential Anal. 41, No. 3, 310--324 (2022; Zbl 07596760) Full Text: DOI
Xu, Jianyu; Sun, Qiuzhuang; Mo, Huadong; Dong, Daoyi Online routing for smart electricity network under hybrid uncertainty. (English) Zbl 1498.93021 Automatica 145, Article ID 110538, 14 p. (2022). MSC: 93A15 93B70 68W27 PDF BibTeX XML Cite \textit{J. Xu} et al., Automatica 145, Article ID 110538, 14 p. (2022; Zbl 1498.93021) Full Text: DOI
Qiao, Lei; Han, Dong Optimal sequential tests for detection of changes under finite measure space for finite sequences of networks. (English) Zbl 07585010 Commun. Stat., Theory Methods 51, No. 19, 6585-6600 (2022). MSC: 62L10 62L15 PDF BibTeX XML Cite \textit{L. Qiao} and \textit{D. Han}, Commun. Stat., Theory Methods 51, No. 19, 6585--6600 (2022; Zbl 07585010) Full Text: DOI arXiv
Ciuperca, Gabriela Real-time detection of a change-point in a linear expectile model. (English) Zbl 1493.62090 Stat. Pap. 63, No. 4, 1323-1367 (2022). MSC: 62F05 62J07 62L10 PDF BibTeX XML Cite \textit{G. Ciuperca}, Stat. Pap. 63, No. 4, 1323--1367 (2022; Zbl 1493.62090) Full Text: DOI arXiv
Wu, Teng; Wang, Runmin; Yan, Hao; Shao, Xiaofeng Adaptive change point monitoring for high-dimensional data. (English) Zbl 07559727 Stat. Sin. 32, No. 3, 1583-1610 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{T. Wu} et al., Stat. Sin. 32, No. 3, 1583--1610 (2022; Zbl 07559727) Full Text: DOI arXiv
Han, Dong; Tsung, Fugee; Xian, Jinguo; Yu, Miaomiao Optimal sequential tests for monitoring changes in the distribution of finite observation sequences. (English) Zbl 07559716 Stat. Sin. 32, No. 3, 1317-1342 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{D. Han} et al., Stat. Sin. 32, No. 3, 1317--1342 (2022; Zbl 07559716) Full Text: DOI arXiv
Wu, Yanhong; Wu, Wei Biao Sequential common change detection, isolation, and estimation in multiple Poisson processes. (English) Zbl 1493.62487 Sequential Anal. 41, No. 2, 176-197 (2022). MSC: 62L10 62L15 62P10 PDF BibTeX XML Cite \textit{Y. Wu} and \textit{W. B. Wu}, Sequential Anal. 41, No. 2, 176--197 (2022; Zbl 1493.62487) Full Text: DOI
Fotopoulos, Stergios B.; Paparas, Alex; Jandhyala, Venkata K. Change point detection and estimation methods under gamma series of observations. (English) Zbl 07553164 Stat. Pap. 63, No. 3, 723-754 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{S. B. Fotopoulos} et al., Stat. Pap. 63, No. 3, 723--754 (2022; Zbl 07553164) Full Text: DOI
Lee, Sangyeol; Kim, Chang Kyeom Test for conditional quantile change in GARCH models. (English) Zbl 07553098 J. Korean Stat. Soc. 51, No. 2, 480-499 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Lee} and \textit{C. K. Kim}, J. Korean Stat. Soc. 51, No. 2, 480--499 (2022; Zbl 07553098) Full Text: DOI
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty. (English) Zbl 1493.62483 Sequential Anal. 41, No. 1, 119-141 (2022). MSC: 62L10 62L15 60G40 62B10 60J20 PDF BibTeX XML Cite \textit{V. Girardin} et al., Sequential Anal. 41, No. 1, 119--141 (2022; Zbl 1493.62483) Full Text: DOI
Chan, Kin Wai Optimal difference-based variance estimators in time series: a general framework. (English) Zbl 07547934 Ann. Stat. 50, No. 3, 1376-1400 (2022). MSC: 62G05 62G20 PDF BibTeX XML Cite \textit{K. W. Chan}, Ann. Stat. 50, No. 3, 1376--1400 (2022; Zbl 07547934) Full Text: DOI arXiv
Dayanik, Savas; Yamazaki, Kazutoshi Detection and identification of changes of hidden Markov chains: asymptotic theory. (English) Zbl 1493.62481 Stat. Inference Stoch. Process. 25, No. 2, 261-301 (2022). MSC: 62L10 62L15 62C10 60G40 62M05 PDF BibTeX XML Cite \textit{S. Dayanik} and \textit{K. Yamazaki}, Stat. Inference Stoch. Process. 25, No. 2, 261--301 (2022; Zbl 1493.62481) Full Text: DOI
Madrid Padilla, Oscar Hernan; Yu, Yi; Wang, Daren; Rinaldo, Alessandro Optimal nonparametric multivariate change point detection and localization. (English) Zbl 1495.62028 IEEE Trans. Inf. Theory 68, No. 3, 1922-1944 (2022). MSC: 62G05 62M10 PDF BibTeX XML Cite \textit{O. H. Madrid Padilla} et al., IEEE Trans. Inf. Theory 68, No. 3, 1922--1944 (2022; Zbl 1495.62028) Full Text: DOI arXiv
Karoon, Kotchaporn; Areepong, Yupaporn; Sukparungsee, Saowanit Exact solution of average run length on extended EWMA control chart for the first-order autoregressive process. (English) Zbl 1486.62318 Thail. Stat. 20, No. 2, 395-411 (2022). MSC: 62P30 62M10 62P12 PDF BibTeX XML Cite \textit{K. Karoon} et al., Thail. Stat. 20, No. 2, 395--411 (2022; Zbl 1486.62318) Full Text: Link
Gudan, Jovita; Račkauskas, Alfredas; Suquet, Charles Testing mean changes by maximal ratio statistics. (English) Zbl 1493.62219 Extremes 25, No. 2, 257-298 (2022). MSC: 62G10 60F17 PDF BibTeX XML Cite \textit{J. Gudan} et al., Extremes 25, No. 2, 257--298 (2022; Zbl 1493.62219) Full Text: DOI
Korkas, Karolos K. Ensemble binary segmentation for irregularly spaced data with change-points. (English) Zbl 1485.62121 J. Korean Stat. Soc. 51, No. 1, 65-86 (2022). MSC: 62M10 PDF BibTeX XML Cite \textit{K. K. Korkas}, J. Korean Stat. Soc. 51, No. 1, 65--86 (2022; Zbl 1485.62121) Full Text: DOI arXiv
Belcaid, A.; Belkbir, H. Constrained energy variation for change point detection. (English) Zbl 1491.94018 Multidimensional Syst. Signal Process. 33, No. 1, 63-80 (2022). MSC: 94A12 PDF BibTeX XML Cite \textit{A. Belcaid} and \textit{H. Belkbir}, Multidimensional Syst. Signal Process. 33, No. 1, 63--80 (2022; Zbl 1491.94018) Full Text: DOI
Hwang, Neil; Xu, Jiarui; Bhattacharyya, Sharmodeep; Chatterjee, Shirshendu The Bethe Hessian and information theoretic approaches for online change-point detection in network data. (English) Zbl 1490.62141 Sankhyā, Ser. A 84, No. 1, 283-320 (2022). MSC: 62H22 62H30 62F12 91D30 PDF BibTeX XML Cite \textit{N. Hwang} et al., Sankhyā, Ser. A 84, No. 1, 283--320 (2022; Zbl 1490.62141) Full Text: DOI
Diop, Mamadou Lamine; Kengne, William Poisson QMLE for change-point detection in general integer-valued time series models. (English) Zbl 1493.62516 Metrika 85, No. 3, 373-403 (2022). MSC: 62M10 62F05 62F12 62L12 PDF BibTeX XML Cite \textit{M. L. Diop} and \textit{W. Kengne}, Metrika 85, No. 3, 373--403 (2022; Zbl 1493.62516) Full Text: DOI arXiv
Lu, Xiaoling; Guo, Yuxuan; Chen, Jiayi; Wang, Feifei Topic change point detection using a mixed Bayesian model. (English) Zbl 1494.68266 Data Min. Knowl. Discov. 36, No. 1, 146-173 (2022). MSC: 68T50 62F15 68T10 PDF BibTeX XML Cite \textit{X. Lu} et al., Data Min. Knowl. Discov. 36, No. 1, 146--173 (2022; Zbl 1494.68266) Full Text: DOI
Engmann, Gideon Mensah; Han, Dong Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change. (English) Zbl 07497832 J. Stat. Comput. Simulation 92, No. 3, 524-543 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{G. M. Engmann} and \textit{D. Han}, J. Stat. Comput. Simulation 92, No. 3, 524--543 (2022; Zbl 07497832) Full Text: DOI
Cheng, Xueqin; Li, Yanpeng An improved Hoeffding’s inequality for sum of independent random variables. (English) Zbl 1489.60030 Stat. Probab. Lett. 183, Article ID 109349, 7 p. (2022). MSC: 60E15 PDF BibTeX XML Cite \textit{X. Cheng} and \textit{Y. Li}, Stat. Probab. Lett. 183, Article ID 109349, 7 p. (2022; Zbl 1489.60030) Full Text: DOI
Horváth, Lajos; Rice, Gregory; Zhao, Yuqian Change point analysis of covariance functions: a weighted cumulative sum approach. (English) Zbl 1493.62309 J. Multivariate Anal. 189, Article ID 104877, 23 p. (2022). MSC: 62H12 62F12 PDF BibTeX XML Cite \textit{L. Horváth} et al., J. Multivariate Anal. 189, Article ID 104877, 23 p. (2022; Zbl 1493.62309) Full Text: DOI
Corradin, Riccardo; Danese, Luca; Ongaro, Andrea Bayesian nonparametric change point detection for multivariate time series with missing observations. (English) Zbl 07478963 Int. J. Approx. Reasoning 143, 26-43 (2022). MSC: 68T37 PDF BibTeX XML Cite \textit{R. Corradin} et al., Int. J. Approx. Reasoning 143, 26--43 (2022; Zbl 07478963) Full Text: DOI
Liu, Bin; Zhang, Xinsheng; Liu, Yufeng High dimensional change point inference: recent developments and extensions. (English) Zbl 1493.62344 J. Multivariate Anal. 188, Article ID 104833, 19 p. (2022). MSC: 62H15 62E20 PDF BibTeX XML Cite \textit{B. Liu} et al., J. Multivariate Anal. 188, Article ID 104833, 19 p. (2022; Zbl 1493.62344) Full Text: DOI
Ratnasingam, Suthakaran; Ning, Wei Sequential change point detection for high-dimensional data using nonconvex penalized quantile regression. (English) Zbl 07771040 Biom. J. 63, No. 3, 575-598 (2021). MSC: 62P10 PDF BibTeX XML Cite \textit{S. Ratnasingam} and \textit{W. Ning}, Biom. J. 63, No. 3, 575--598 (2021; Zbl 07771040) Full Text: DOI
Ellenberger, David; Lausen, Berthold; Friede, Tim Exact change point detection with improved power in small-sample binomial sequences. (English) Zbl 07771039 Biom. J. 63, No. 3, 558-574 (2021). MSC: 62P10 PDF BibTeX XML Cite \textit{D. Ellenberger} et al., Biom. J. 63, No. 3, 558--574 (2021; Zbl 07771039) Full Text: DOI OA License
Wang, Yaping; Peng, Zhicheng; Zhang, Riquan; Xiao, Qian Robust sequential design for piecewise-stationary multi-armed bandit problem in the presence of outliers. (English) Zbl 07660261 Stat. Theory Relat. Fields 5, No. 2, 122-133 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Wang} et al., Stat. Theory Relat. Fields 5, No. 2, 122--133 (2021; Zbl 07660261) Full Text: DOI
Argun, Aykut; Volpe, Giovanni; Bo, Stefano Classification, inference and segmentation of anomalous diffusion with recurrent neural networks. (English) Zbl 1519.62023 J. Phys. A, Math. Theor. 54, No. 29, Article ID 294003, 19 p. (2021). MSC: 62M20 60K50 65K05 82B31 62H30 68T07 PDF BibTeX XML Cite \textit{A. Argun} et al., J. Phys. A, Math. Theor. 54, No. 29, Article ID 294003, 19 p. (2021; Zbl 1519.62023) Full Text: DOI arXiv
Liu, Bin; Zhang, Xinsheng; Liu, Yufeng Simultaneous change point inference and structure recovery for high dimensional Gaussian graphical models. (English) Zbl 07626789 J. Mach. Learn. Res. 22, Paper No. 274, 62 p. (2021). MSC: 68T05 PDF BibTeX XML Cite \textit{B. Liu} et al., J. Mach. Learn. Res. 22, Paper No. 274, 62 p. (2021; Zbl 07626789) Full Text: Link
Wang, Daren; Zhao, Zifeng; Lin, Kevin Z.; Willett, Rebecca Statistically and computationally efficient change point localization in regression settings. (English) Zbl 07626763 J. Mach. Learn. Res. 22, Paper No. 248, 46 p. (2021). MSC: 68T05 PDF BibTeX XML Cite \textit{D. Wang} et al., J. Mach. Learn. Res. 22, Paper No. 248, 46 p. (2021; Zbl 07626763) Full Text: arXiv Link
Noonan, Jack; Zhigljavsky, Anatoly Approximations for the boundary crossing probabilities of moving sums of normal random variables. (English) Zbl 1492.60126 Commun. Stat., Simulation Comput. 50, No. 11, 3547-3568 (2021). MSC: 60G50 60G15 PDF BibTeX XML Cite \textit{J. Noonan} and \textit{A. Zhigljavsky}, Commun. Stat., Simulation Comput. 50, No. 11, 3547--3568 (2021; Zbl 1492.60126) Full Text: DOI arXiv
Prakash, Arjun; James, Nick; Menzies, Max; Francis, Gilad Structural clustering of volatility regimes for dynamic trading strategies. (English) Zbl 1490.91200 Appl. Math. Finance 28, No. 3, 236-274 (2021). MSC: 91G15 62P05 PDF BibTeX XML Cite \textit{A. Prakash} et al., Appl. Math. Finance 28, No. 3, 236--274 (2021; Zbl 1490.91200) Full Text: DOI arXiv
Choi, Guebin A new approach for detecting gradual changes in non-stationary time series with seasonal effects. (English) Zbl 1485.62114 J. Korean Stat. Soc. 50, No. 2, 419-430 (2021). MSC: 62M10 62M07 62P20 PDF BibTeX XML Cite \textit{G. Choi}, J. Korean Stat. Soc. 50, No. 2, 419--430 (2021; Zbl 1485.62114) Full Text: DOI
Buonaguidi, Bruno On the dimension reduction in the quickest detection problem for diffusion processes with exponential penalty for the delay. (English) Zbl 1496.60035 Electron. Commun. Probab. 26, Paper No. 73, 12 p. (2021). Reviewer: Pavel Gapeev (London) MSC: 60G40 60J60 62C10 62L15 PDF BibTeX XML Cite \textit{B. Buonaguidi}, Electron. Commun. Probab. 26, Paper No. 73, 12 p. (2021; Zbl 1496.60035) Full Text: DOI
Xu, Qunzhi; Mei, Yajun; Moustakides, George V. Optimum multi-stream sequential change-point detection with sampling control. (English) Zbl 1487.94050 IEEE Trans. Inf. Theory 67, No. 11, 7627-7636 (2021). MSC: 94A13 PDF BibTeX XML Cite \textit{Q. Xu} et al., IEEE Trans. Inf. Theory 67, No. 11, 7627--7636 (2021; Zbl 1487.94050) Full Text: DOI
Huang, Ke-Wen; Wang, Hui-Ming; Poor, H. Vincent On covert communication against sequential change-point detection. (English) Zbl 1487.94155 IEEE Trans. Inf. Theory 67, No. 11, 7285-7303 (2021). MSC: 94A62 94A40 PDF BibTeX XML Cite \textit{K.-W. Huang} et al., IEEE Trans. Inf. Theory 67, No. 11, 7285--7303 (2021; Zbl 1487.94155) Full Text: DOI
Hu, Yao; Chen, Yewen A likelihood ratio model for change point detection of generalized Pareto distribution. (Chinese. English summary) Zbl 1488.62024 Acta Math. Appl. Sin. 44, No. 4, 553-573 (2021). MSC: 62F03 62F05 PDF BibTeX XML Cite \textit{Y. Hu} and \textit{Y. Chen}, Acta Math. Appl. Sin. 44, No. 4, 553--573 (2021; Zbl 1488.62024)
Zheng, Jinhui; Yu, Jinghu; Ding, Yiming; Bao, Zeyu Research on change-point detection for parameters in regression model. (Chinese. English summary) Zbl 1488.62144 Acta Math. Sci., Ser. A, Chin. Ed. 41, No. 4, 1124-1134 (2021). MSC: 62M10 62F10 PDF BibTeX XML Cite \textit{J. Zheng} et al., Acta Math. Sci., Ser. A, Chin. Ed. 41, No. 4, 1124--1134 (2021; Zbl 1488.62144)
Horváth, Lajos; Kokoszka, Piotr; Wang, Shixuan Monitoring for a change point in a sequence of distributions. (English) Zbl 1480.62082 Ann. Stat. 49, No. 4, 2271-2291 (2021). MSC: 62G30 62L10 62G10 62P05 PDF BibTeX XML Cite \textit{L. Horváth} et al., Ann. Stat. 49, No. 4, 2271--2291 (2021; Zbl 1480.62082) Full Text: DOI Link
Brown, Marlo Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown. (English) Zbl 1479.62065 Sequential Anal. 40, No. 3, 427-440 (2021). MSC: 62L15 60G40 60G55 62F15 PDF BibTeX XML Cite \textit{M. Brown}, Sequential Anal. 40, No. 3, 427--440 (2021; Zbl 1479.62065) Full Text: DOI
Noonan, Jack; Zhigljavsky, Anatoly Approximations for the boundary crossing probabilities of moving sums of random variables. (English) Zbl 1473.60074 Methodol. Comput. Appl. Probab. 23, No. 3, 873-892 (2021). MSC: 60G50 62L20 PDF BibTeX XML Cite \textit{J. Noonan} and \textit{A. Zhigljavsky}, Methodol. Comput. Appl. Probab. 23, No. 3, 873--892 (2021; Zbl 1473.60074) Full Text: DOI arXiv
Shi, Xiaoping; Wu, Yuehua An empirical-characteristic-function-based change-point test for detection of multiple distributional changes. (English) Zbl 1477.62114 J. Stat. Theory Pract. 15, No. 2, Paper No. 33, 17 p. (2021). MSC: 62G10 60E10 PDF BibTeX XML Cite \textit{X. Shi} and \textit{Y. Wu}, J. Stat. Theory Pract. 15, No. 2, Paper No. 33, 17 p. (2021; Zbl 1477.62114) Full Text: DOI
Zhigljavsky, Anatoly; Noonan, Jack First passage times for Slepian process with linear and piecewise linear barriers. (English) Zbl 1475.62226 Extremes 24, No. 3, 565-589 (2021). MSC: 62L15 62L10 62G10 62M10 60J65 37M10 PDF BibTeX XML Cite \textit{A. Zhigljavsky} and \textit{J. Noonan}, Extremes 24, No. 3, 565--589 (2021; Zbl 1475.62226) Full Text: DOI
Holmes, Mark; Kojadinovic, Ivan Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic. (English) Zbl 1471.62341 Electron. J. Stat. 15, No. 1, 2288-2335 (2021). MSC: 62G10 62L12 PDF BibTeX XML Cite \textit{M. Holmes} and \textit{I. Kojadinovic}, Electron. J. Stat. 15, No. 1, 2288--2335 (2021; Zbl 1471.62341) Full Text: DOI arXiv
Zhang, Wanrong; Krehbiel, Sara; Tuo, Rui; Mei, Yajun; Cummings, Rachel Single and multiple change-point detection with differential privacy. (English) Zbl 07370546 J. Mach. Learn. Res. 22, Paper No. 29, 36 p. (2021). MSC: 68T05 PDF BibTeX XML Cite \textit{W. Zhang} et al., J. Mach. Learn. Res. 22, Paper No. 29, 36 p. (2021; Zbl 07370546) Full Text: Link
Muravlev, Alexey; Urusov, Mikhail; Zhitlukhin, Mikhail Sequential tracking of an unobservable two-state Markov process under Brownian noise. (English) Zbl 1464.62361 Sequential Anal. 40, No. 1, 1-16 (2021). MSC: 62L10 62L15 62G10 60G40 60J65 PDF BibTeX XML Cite \textit{A. Muravlev} et al., Sequential Anal. 40, No. 1, 1--16 (2021; Zbl 1464.62361) Full Text: DOI arXiv
Wang, Daren; Yu, Yi; Rinaldo, Alessandro Optimal change point detection and localization in sparse dynamic networks. (English) Zbl 1465.62154 Ann. Stat. 49, No. 1, 203-232 (2021). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62M45 62G10 62C20 91B84 PDF BibTeX XML Cite \textit{D. Wang} et al., Ann. Stat. 49, No. 1, 203--232 (2021; Zbl 1465.62154) Full Text: DOI arXiv Euclid
Fuh, Cheng-Der Asymptotically optimal change point detection for composite hypothesis in state space models. (English) Zbl 1473.62278 IEEE Trans. Inf. Theory 67, No. 1, 485-505 (2021). MSC: 62L10 62M02 PDF BibTeX XML Cite \textit{C.-D. Fuh}, IEEE Trans. Inf. Theory 67, No. 1, 485--505 (2021; Zbl 1473.62278) Full Text: DOI arXiv
Ning, Wei; Wu, Yanhong Common change-point estimation and changed panel isolation after sequential detection in an exponential family. (English) Zbl 1458.62183 J. Stat. Theory Pract. 15, No. 1, Paper No. 1, 16 p. (2021). MSC: 62L10 62J15 62P05 PDF BibTeX XML Cite \textit{W. Ning} and \textit{Y. Wu}, J. Stat. Theory Pract. 15, No. 1, Paper No. 1, 16 p. (2021; Zbl 1458.62183) Full Text: DOI
Wang, Daren; Yu, Yi; Rinaldo, Alessandro Optimal covariance change point localization in high dimensions. (English) Zbl 1479.62077 Bernoulli 27, No. 1, 554-575 (2021). Reviewer: Joseph Melamed (Los Angeles) MSC: 62M10 62H15 62G10 62G20 PDF BibTeX XML Cite \textit{D. Wang} et al., Bernoulli 27, No. 1, 554--575 (2021; Zbl 1479.62077) Full Text: DOI arXiv Euclid
Chenouri, Shojaeddin; Mozaffari, Ahmad; Rice, Gregory Robust multivariate change point analysis based on data depth. (English. French summary) Zbl 1492.62100 Can. J. Stat. 48, No. 3, 417-446 (2020). MSC: 62H15 62G05 62G35 62P12 PDF BibTeX XML Cite \textit{S. Chenouri} et al., Can. J. Stat. 48, No. 3, 417--446 (2020; Zbl 1492.62100) Full Text: DOI
Shin, Seung Jun; Wu, Yichao; Hao, Ning A backward procedure for change-point detection with applications to copy number variation detection. (English. French summary) Zbl 1492.62176 Can. J. Stat. 48, No. 3, 366-385 (2020). MSC: 62P10 62F10 92D20 PDF BibTeX XML Cite \textit{S. J. Shin} et al., Can. J. Stat. 48, No. 3, 366--385 (2020; Zbl 1492.62176) Full Text: DOI arXiv
Liu, Bin; Zhou, Cheng; Zhang, Xinsheng; Liu, Yufeng A unified data-adaptive framework for high dimensional change point detection. (English) Zbl 07554780 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 4, 933-963 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{B. Liu} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 4, 933--963 (2020; Zbl 07554780) Full Text: DOI
Cui, Yunwei; Wu, Rongning Test of parameter changes in a class of observation-driven models for count time series. (English) Zbl 1511.62215 Commun. Stat., Theory Methods 49, No. 8, 1933-1959 (2020). MSC: 62M10 62M07 PDF BibTeX XML Cite \textit{Y. Cui} and \textit{R. Wu}, Commun. Stat., Theory Methods 49, No. 8, 1933--1959 (2020; Zbl 1511.62215) Full Text: DOI
Cho, Haeran; Kirch, Claudia Discussion of ‘Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection’. (English) Zbl 1485.62113 J. Korean Stat. Soc. 49, No. 4, 1076-1080 (2020). MSC: 62M10 62M07 62-08 PDF BibTeX XML Cite \textit{H. Cho} and \textit{C. Kirch}, J. Korean Stat. Soc. 49, No. 4, 1076--1080 (2020; Zbl 1485.62113) Full Text: DOI arXiv
James, Nick; Menzies, Max; Azizi, Lamiae; Chan, Jennifer Novel semi-metrics for multivariate change point analysis and anomaly detection. (English) Zbl 1490.62252 Physica D 412, Article ID 132636, 15 p. (2020). MSC: 62M10 37M10 62H15 PDF BibTeX XML Cite \textit{N. James} et al., Physica D 412, Article ID 132636, 15 p. (2020; Zbl 1490.62252) Full Text: DOI arXiv
Ghilagaber, Gebrenegus; Munezero, Parfait Bayesian change-point modelling of the effects of 3-points-for-a-win rule in football. (English) Zbl 1521.62327 J. Appl. Stat. 47, No. 2, 248-264 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{G. Ghilagaber} and \textit{P. Munezero}, J. Appl. Stat. 47, No. 2, 248--264 (2020; Zbl 1521.62327) Full Text: DOI
Abbas, Sermad; Fried, Roland Robust control charts for the mean of a locally linear time series. (English) Zbl 07480200 J. Stat. Comput. Simulation 90, No. 15, 2741-2765 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Abbas} and \textit{R. Fried}, J. Stat. Comput. Simulation 90, No. 15, 2741--2765 (2020; Zbl 07480200) Full Text: DOI
Yue, Mu; Huang, Lei A new approach of subgroup identification for high-dimensional longitudinal data. (English) Zbl 07480153 J. Stat. Comput. Simulation 90, No. 11, 2098-2116 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Yue} and \textit{L. Huang}, J. Stat. Comput. Simulation 90, No. 11, 2098--2116 (2020; Zbl 07480153) Full Text: DOI
Li, Fuxiao; Chen, Zhanshou; Xiao, Yanting Sequential change-point detection in a multinomial logistic regression model. (English) Zbl 1479.62074 Open Math. 18, 807-819 (2020). MSC: 62M10 62L10 62J12 62G10 62P10 PDF BibTeX XML Cite \textit{F. Li} et al., Open Math. 18, 807--819 (2020; Zbl 1479.62074) Full Text: DOI
Dette, Holger; Eckle, Theresa; Vetter, Mathias Multiscale change point detection for dependent data. (English) Zbl 1467.62064 Scand. J. Stat. 47, No. 4, 1243-1274 (2020). MSC: 62G10 60G35 PDF BibTeX XML Cite \textit{H. Dette} et al., Scand. J. Stat. 47, No. 4, 1243--1274 (2020; Zbl 1467.62064) Full Text: DOI arXiv
Chen, Junzhuo; Kim, Seong-Hee; Xie, Yao \(\mathsf{S^3T}\): a score statistic for spatiotemporal change point detection. (English) Zbl 1461.62134 Sequential Anal. 39, No. 4, 563-592 (2020). MSC: 62L10 62G10 62G32 62M30 62P12 PDF BibTeX XML Cite \textit{J. Chen} et al., Sequential Anal. 39, No. 4, 563--592 (2020; Zbl 1461.62134) Full Text: DOI arXiv
Nath, Samrat; Wu, Jingxian Quickest change point detection with multiple postchange models. (English) Zbl 1461.62144 Sequential Anal. 39, No. 4, 543-562 (2020). MSC: 62L15 62L10 62G10 60G40 PDF BibTeX XML Cite \textit{S. Nath} and \textit{J. Wu}, Sequential Anal. 39, No. 4, 543--562 (2020; Zbl 1461.62144) Full Text: DOI
Xie, Liyan; Xie, Yao; Moustakides, George V. Sequential subspace change point detection. (English) Zbl 1461.62138 Sequential Anal. 39, No. 3, 307-335 (2020). MSC: 62L10 62G10 62G32 62P10 62P12 62P35 86A15 PDF BibTeX XML Cite \textit{L. Xie} et al., Sequential Anal. 39, No. 3, 307--335 (2020; Zbl 1461.62138) Full Text: DOI arXiv
Noonan, Jack; Zhigljavsky, Anatoly Power of the MOSUM test for online detection of a transient change in mean. (English) Zbl 1456.60107 Sequential Anal. 39, No. 2, 269-293 (2020). MSC: 60G50 60G35 60G70 62L10 62P30 PDF BibTeX XML Cite \textit{J. Noonan} and \textit{A. Zhigljavsky}, Sequential Anal. 39, No. 2, 269--293 (2020; Zbl 1456.60107) Full Text: DOI