Application of modified information criterion to multiple change point problems

By Jianmin Pan, Jiahua Chen. 2006

52 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c1fc32c7e49adaad5891d9503b5b35659d13d865

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. B. Eichinger
2. Piotr Fryzlewicz
3. Claudia Kirch

In Statistics and Probability

1. Claudia Kirch
2. B. Eichinger
3. Piotr Fryzlewicz
4. Haeran Cho
5. Lajos Horv'ath
6. Nicolas Vayatis
7. Laurent Oudre
8. Charles Truong

Citations in the corpus

• A MOSUM procedure for the estimation of multiple random change points (2018, methodology): “[9] and [35] refine existing information criteria such as the Schwarz criterion by making the model complexity not only a function of the number of change points but also a function of the location of the change points.”
• Wild binary segmentation for multiple change-point detection (2014, background): “For a fixed N , Pan and Chen (2006) propose a likelihood criterion with a penalty depending not only on the number, but also on the locations of change-points, favouring more uniformly-spread estimated change-points.”