Wild binary segmentation for multiple change-point detection

Annals of Statistics

Volumn 42, Issue 6, 2014, Pages 2243-2281

  Fryzlewicz, Piotr ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Bayesian information criterion; Binary segmentation; Change point detection; Multiple change points; Randomised algorithms; Thresholding

Indexed keywords

EID: 84908219936     PISSN: 00905364     EISSN: 21688966     Source Type: Journal    
DOI: 10.1214/14-AOS1245     Document Type: Article

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