hdbinseg: Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation

Haeran Cho, Piotr Fryzlewicz

Research output: Non-textual form › Software

Original language	English
Publication status	Published - 29 May 2018

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https://cran.r-project.org/web/packages/hdbinseg/index.html

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2 Article (Academic Journal)

Change-point detection in panel data via double CUSUM statistic
Cho, H., Jul 2016, In: Electronic Journal of Statistics. 10, 2, p. 2000-2038 39 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

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92 Citations (Scopus)

709 Downloads (Pure)
Multiple-change-point detection for high dimensional time series via sparsified binary segmentation
Cho, H. & Fryzlewicz, P. Z., Mar 2015, In: Journal of the Royal Statistical Society B. 77, 2, p. 475-507 33 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Open Access
File
235 Citations (Scopus)

548 Downloads (Pure)

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