Narrowest-over-threshold detection of multiple change points and change-point-like features
نویسندگان
چکیده
منابع مشابه
Narrowest-Over-Threshold Detection of Multiple Change-points and Change-point-like Features
We propose a new, generic and flexible methodology for nonparametric 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. Examples of features handled by our methodology include change-points in the piecewise-constant signal ...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2019
ISSN: 1369-7412
DOI: 10.1111/rssb.12322