129 citations · 527 across the 38 of their papers we have counts for
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stat.ME2017★ 7 cited
Intelligent sampling for multiple change-points in exceedingly long time series with rate guarantees
Zhiyuan Lu, Moulinath Banerjee, George Michailidis
Change point estimation in its offline version is traditionally performed by optimizing over the data set of interest, by considering each data point as the true location parameter…
math.ST2017★ 8 cited
Common change point estimation in panel data from the least squares and maximum likelihood viewpoints
Monika Bhattacharjee, Moulinath Banerjee, George Michailidis
We establish the convergence rates and asymptotic distributions of the common break change-point estimators, obtained by least squares and maximum likelihood in panel data models a…