Unsupervised Self-Normalized Change-Point Testing for Time Series
Work
Year: 2017
Type: article
Abstract: We propose a new self-normalized method for testing change points in the time series setting. Self-normalization has been celebrated for its ability to avoid direct estimation of the nuisance asymptot... more
Authors Ting Zhang, Liliya Lavitas
Institution Boston University
Cites: 34
Cited by: 46
Related to: 10
FWCI: 2.559
Citation percentile (by year/subfield): 84.39
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Grant ID 1461796