Multiscale change point inference

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 76, Issue 3, 2014, Pages 495-580

  Frick, Klaus ^a   Munk, Axel ^b   Sieling, Hannes ^b  

^a University of Applied Sciences   (Switzerland)

^b UNIVERSITY OF GÖTTINGEN   (Germany)

Author keywords

Change point regression; Dynamic programming; Exponential families; Honest confidence sets; Multiscale methods

Indexed keywords

EID: 84899999307     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/rssb.12047     Document Type: Article

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