[1] |
PAGE E S. Continuous inspection schemes [J]. Biometrika, 1954, 41:100-115.
|
[2] |
PICARD D. Testing and estimating change-points in time series [J]. Advances in Applied Probability, 1985, 17(4):841-867.
|
[3] |
TAKANAMI T, KITAGAWA G. A new efficient procedure for the estimation of onset times of seismic waves [J].Journal of Physics of the Earth, 1988, 36(6):267-290.
|
[4] |
DAVISR A, LEE T C, RODRIGUEZYAM G A, et al. Structural break estimation for nonstationary time Series models[J].Journal of the American Statistical Association, 2006, 101(473): 223-239.
|
[5] |
YAU C Y, ZHAO Z. Inference for multiple change points in time series via likelihood ratio scan statistics [J].Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2016, 78(4): 895-916.
|
[6] |
吴楠,胡尧,王丹. 分段平稳时间序列中的多变点检测[J]. 理论数学, 2018,8(2):136-148.
|
[7] |
HARCHAOUI Z, LVY-LEDUC C. Multiple change point estimation with a total variation penalty [J]. Journal of the American Statistical Association, 2010, 105(492): 1480-1493.
|
[8] |
JIN B S, WU Y H, SHI X P. Consistent two-stage multiple change-point detection in linear models [J]. Canadian Journal of Statistics, 2016,44: 161-179.
|
[9] |
CHAN N H, YAU C Y, ZHANG R M. Group LASSO for structural break time series [J]. Journal of the American Statistical Association, 2014, 109(506): 590-599.
|
[10] |
王国长, 梁焙婷, 王金枝. 改进的自适应Lasso方法在股票市场中的应用 [J]. 数理统计与管理, 2019, 38(4): 750-760.
|
[11] |
TIBSHIRANI R, SAUNDERS M, ROSSET S, et al. Sparsity and smoothness via the fused lasso [J]. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2005, 67: 91-108.
|
[12] |
ZHAO P, YU B. On model selection consistency of Lasso [J].Journal of Machine Learning Research, 2006, 7: 2541-2563.
|
[13] |
ZOU Hui. The adaptive Lasso and its oracle properties [J]. Journal of the American Statistical Association, 2006, 101(476): 1418-1429.
|
[14] |
FAN J, LI R. Variable selection via non-concave penalized likelihood and its oracle properties [J]. Journal of the American statistical Association, 2001, 96(456): 1348-1360.
|
[15] |
SHAO J. Linear model selection by cross validation [J]. Journal of the American Statistical Association, 1993, 88(422): 486-494.
|
[16] |
何先龙, 佘天莉, 高峰. 一种地震P波和S波初至时间自动拾取的新方法[J]. 地球物理学报, 2016, 59(7): 2519-2527.
|
[17] |
SHUMWAY R H, STOFFER D S. Time Series Analysis and Its Applications: With R examples [M]. Berlin: Springer, 2017.
|
[18] |
CHAN N H. Time Series: Applications to Finance with R and S-Plus [M]. New York: Wiley, 2011.
|
[1] |
PAGE E S. Continuous inspection schemes [J]. Biometrika, 1954, 41:100-115.
|
[2] |
PICARD D. Testing and estimating change-points in time series [J]. Advances in Applied Probability, 1985, 17(4):841-867.
|
[3] |
TAKANAMI T, KITAGAWA G. A new efficient procedure for the estimation of onset times of seismic waves [J].Journal of Physics of the Earth, 1988, 36(6):267-290.
|
[4] |
DAVISR A, LEE T C, RODRIGUEZYAM G A, et al. Structural break estimation for nonstationary time Series models[J].Journal of the American Statistical Association, 2006, 101(473): 223-239.
|
[5] |
YAU C Y, ZHAO Z. Inference for multiple change points in time series via likelihood ratio scan statistics [J].Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2016, 78(4): 895-916.
|
[6] |
吴楠,胡尧,王丹. 分段平稳时间序列中的多变点检测[J]. 理论数学, 2018,8(2):136-148.
|
[7] |
HARCHAOUI Z, LVY-LEDUC C. Multiple change point estimation with a total variation penalty [J]. Journal of the American Statistical Association, 2010, 105(492): 1480-1493.
|
[8] |
JIN B S, WU Y H, SHI X P. Consistent two-stage multiple change-point detection in linear models [J]. Canadian Journal of Statistics, 2016,44: 161-179.
|
[9] |
CHAN N H, YAU C Y, ZHANG R M. Group LASSO for structural break time series [J]. Journal of the American Statistical Association, 2014, 109(506): 590-599.
|
[10] |
王国长, 梁焙婷, 王金枝. 改进的自适应Lasso方法在股票市场中的应用 [J]. 数理统计与管理, 2019, 38(4): 750-760.
|
[11] |
TIBSHIRANI R, SAUNDERS M, ROSSET S, et al. Sparsity and smoothness via the fused lasso [J]. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2005, 67: 91-108.
|
[12] |
ZHAO P, YU B. On model selection consistency of Lasso [J].Journal of Machine Learning Research, 2006, 7: 2541-2563.
|
[13] |
ZOU Hui. The adaptive Lasso and its oracle properties [J]. Journal of the American Statistical Association, 2006, 101(476): 1418-1429.
|
[14] |
FAN J, LI R. Variable selection via non-concave penalized likelihood and its oracle properties [J]. Journal of the American statistical Association, 2001, 96(456): 1348-1360.
|
[15] |
SHAO J. Linear model selection by cross validation [J]. Journal of the American Statistical Association, 1993, 88(422): 486-494.
|
[16] |
何先龙, 佘天莉, 高峰. 一种地震P波和S波初至时间自动拾取的新方法[J]. 地球物理学报, 2016, 59(7): 2519-2527.
|
[17] |
SHUMWAY R H, STOFFER D S. Time Series Analysis and Its Applications: With R examples [M]. Berlin: Springer, 2017.
|
[18] |
CHAN N H. Time Series: Applications to Finance with R and S-Plus [M]. New York: Wiley, 2011.
|