Narrowest-over-threshold detection of multiple change points and change-point-like features
We propose a new, generic and flexible methodology for non-parametric function estimation, in which we first estimate the number and locations of any features that may be present in the function and then estimate the function parametrically between each pair of neighbouring detected features. Exampl...
| Veröffentlicht in: | Journal of the Royal Statistical Society. Series B (Statistical Methodology). - Blackwell Publishers. - 81(2019), 3, Seite 649-672 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2019
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| Zugriff auf das übergeordnete Werk: | Journal of the Royal Statistical Society. Series B (Statistical Methodology) |
| Online verfügbar |
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