264 citations · 864 across the 22 of their papers we have counts for
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stat.ME2020★ 13 cited
Data segmentation algorithms: Univariate mean change and beyond
Haeran Cho, Claudia Kirch
Data segmentation a.k.a. multiple change point analysis has received considerable attention due to its importance in time series analysis and signal processing, with applications i…
stat.ME2020★ 1 cited
Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm
Haeran Cho, Piotr Fryzlewicz
We propose a methodology for detecting multiple change points in the mean of an otherwise stationary, autocorrelated, linear time series. It combines solution path generation based…
stat.ME2020
Discussion of 'Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection'
Haeran Cho, Claudia Kirch
We discuss the theoretical guarantee provided by the WBS2.SDLL proposed in Fryzlewicz (2020) and explore an alternative, MOSUM-based candidate generation method for the SDLL.