J. Bardet, V. Brault, S. Dachian, F. Enikeeva, B. Saussereau
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Change-point detection, segmentation, and related topics
Recent contributions to change-point detection, segmentation and inference for non-regular models are presented. Various problems are considered including the multiple change-point estimation with adaptive penalty for time series with different dependency structures, estimation of the singularity point in cusp-type models, inference for thresholded autoregressive models, and cross-segmentation of matrices.
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