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Theory and Methods

Changepoint Detection in the Presence of Outliers

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Pages 169-183 | Received 01 Oct 2016, Published online: 28 Jun 2018

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Zifeng Zhao, Ting Fung Ma, Wai Leong Ng & Chun Yip Yau. (2024) A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes. Journal of the American Statistical Association 0:0, pages 1-15.
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Christina Parpoula & Alex Karagrigoriou. (2022) On optimal segmentation and parameter tuning for multiple change-point detection and inference. Journal of Statistical Computation and Simulation 92:18, pages 3789-3816.
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Gaetano Romano, Guillem Rigaill, Vincent Runge & Paul Fearnhead. (2022) Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise. Journal of the American Statistical Association 117:540, pages 2147-2162.
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Ines Wilms, Rebecca Killick & David S. Matteson. (2022) Graphical Influence Diagnostics for Changepoint Models. Journal of Computational and Graphical Statistics 31:3, pages 753-765.
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Laura Jula Vanegas, Merle Behr & Axel Munk. (2022) Multiscale Quantile Segmentation. Journal of the American Statistical Association 117:539, pages 1384-1397.
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Alexander T. M. Fisch, Idris A. Eckley & Paul Fearnhead. (2022) Subset Multivariate Collective and Point Anomaly Detection. Journal of Computational and Graphical Statistics 31:2, pages 574-585.
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Zifeng Zhao & Chun Yip Yau. (2021) Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation. Journal of Computational and Graphical Statistics 30:3, pages 808-821.
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Yunlong Wang, Zhaojun Wang & Xuemin Zi. (2020) Rank-based multiple change-point detection. Communications in Statistics - Theory and Methods 49:14, pages 3438-3454.
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Lawrence Bardwell, Paul Fearnhead, Idris A. Eckley, Simon Smith & Martin Spott. (2019) Most Recent Changepoint Detection in Panel Data. Technometrics 61:1, pages 88-98.
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