{"id":"https://openalex.org/W2160165321","doi":"https://doi.org/10.1007/978-3-642-40935-6_27","title":"Nonparametric Multiple Change Point Estimation in Highly Dependent Time Series","display_name":"Nonparametric Multiple Change Point Estimation in Highly Dependent Time Series","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W2160165321","doi":"https://doi.org/10.1007/978-3-642-40935-6_27","mag":"2160165321"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-40935-6_27","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-40935-6_27","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/20.500.12210/25292","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5026558348","display_name":"Azadeh Khaleghi","orcid":"https://orcid.org/0000-0001-8643-5416"},"institutions":[{"id":"https://openalex.org/I1326498283","display_name":"Institut national de recherche en informatique et en automatique","ror":"https://ror.org/02kvxyf05","country_code":"FR","type":"funder","lineage":["https://openalex.org/I1326498283"]},{"id":"https://openalex.org/I4210138412","display_name":"Centre de recherche Inria Lille - Nord Europe","ror":"https://ror.org/04eej9726","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1326498283","https://openalex.org/I4210138412"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Azadeh Khaleghi","raw_affiliation_strings":["INRIA Lille, France"],"affiliations":[{"raw_affiliation_string":"INRIA Lille, France","institution_ids":["https://openalex.org/I4210138412","https://openalex.org/I1326498283"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5064627349","display_name":"Daniil Ryabko","orcid":"https://orcid.org/0000-0001-5080-9930"},"institutions":[{"id":"https://openalex.org/I1326498283","display_name":"Institut national de recherche en informatique et en automatique","ror":"https://ror.org/02kvxyf05","country_code":"FR","type":"funder","lineage":["https://openalex.org/I1326498283"]},{"id":"https://openalex.org/I4210138412","display_name":"Centre de recherche Inria Lille - Nord Europe","ror":"https://ror.org/04eej9726","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1326498283","https://openalex.org/I4210138412"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Daniil Ryabko","raw_affiliation_strings":["INRIA Lille, France"],"affiliations":[{"raw_affiliation_string":"INRIA Lille, France","institution_ids":["https://openalex.org/I4210138412","https://openalex.org/I1326498283"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5026558348"],"corresponding_institution_ids":["https://openalex.org/I1326498283","https://openalex.org/I4210138412"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":4.07,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.94754653,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"382","last_page":"396"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9714000225067139,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9714000225067139,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.97079998254776,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9473999738693237,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/nonparametric-statistics","display_name":"Nonparametric statistics","score":0.8027853965759277},{"id":"https://openalex.org/keywords/ergodic-theory","display_name":"Ergodic theory","score":0.790407121181488},{"id":"https://openalex.org/keywords/independence","display_name":"Independence (probability theory)","score":0.7602296471595764},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6889411211013794},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6878657341003418},{"id":"https://openalex.org/keywords/mixing","display_name":"Mixing (physics)","score":0.6212669610977173},{"id":"https://openalex.org/keywords/point-estimation","display_name":"Point estimation","score":0.5129980444908142},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4607784152030945},{"id":"https://openalex.org/keywords/point","display_name":"Point (geometry)","score":0.45486611127853394},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4472917318344116},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.4421887993812561},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.42775455117225647},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.4122391939163208},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.35495585203170776},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.26703545451164246},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.19127044081687927},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.08382043242454529}],"concepts":[{"id":"https://openalex.org/C102366305","wikidata":"https://www.wikidata.org/wiki/Q1097688","display_name":"Nonparametric statistics","level":2,"score":0.8027853965759277},{"id":"https://openalex.org/C122044880","wikidata":"https://www.wikidata.org/wiki/Q5498822","display_name":"Ergodic theory","level":2,"score":0.790407121181488},{"id":"https://openalex.org/C35651441","wikidata":"https://www.wikidata.org/wiki/Q625303","display_name":"Independence (probability theory)","level":2,"score":0.7602296471595764},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6889411211013794},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6878657341003418},{"id":"https://openalex.org/C138777275","wikidata":"https://www.wikidata.org/wiki/Q6884054","display_name":"Mixing (physics)","level":2,"score":0.6212669610977173},{"id":"https://openalex.org/C41426520","wikidata":"https://www.wikidata.org/wiki/Q1192065","display_name":"Point estimation","level":2,"score":0.5129980444908142},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4607784152030945},{"id":"https://openalex.org/C28719098","wikidata":"https://www.wikidata.org/wiki/Q44946","display_name":"Point (geometry)","level":2,"score":0.45486611127853394},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4472917318344116},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.4421887993812561},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.42775455117225647},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.4122391939163208},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.35495585203170776},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.26703545451164246},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.19127044081687927},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.08382043242454529},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":7,"locations":[{"id":"doi:10.1007/978-3-642-40935-6_27","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-40935-6_27","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.458.2628","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.458.2628","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://daniil.ryabko.net/chpalt.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.754.1617","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.754.1617","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://arxiv.org/pdf/1203.1515.pdf","raw_type":"text"},{"id":"pmh:oai:HAL:hal-00913250v1","is_oa":false,"landing_page_url":"https://inria.hal.science/hal-00913250","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Proc. 24th International Conf. on Algorithmic Learning Theory (ALT'13), 2013, Singapore, Singapore. pp.382-396","raw_type":"Conference papers"},{"id":"pmh:oai:eprints.lancs.ac.uk:75766","is_oa":false,"landing_page_url":"https://eprints.lancs.ac.uk/id/eprint/75766/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401916","display_name":"Lancaster EPrints (Lancaster University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I67415387","host_organization_name":"Lancaster University","host_organization_lineage":["https://openalex.org/I67415387"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Contribution in Book/Report/Proceedings"},{"id":"pmh:oai:eprints.lancs.ac.uk:78416","is_oa":false,"landing_page_url":"https://eprints.lancs.ac.uk/id/eprint/78416/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401916","display_name":"Lancaster EPrints (Lancaster University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I67415387","host_organization_name":"Lancaster University","host_organization_lineage":["https://openalex.org/I67415387"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal Article"},{"id":"pmh:oai:lilloa.univ-lille.fr:20.500.12210/25292","is_oa":true,"landing_page_url":"http://hdl.handle.net/20.500.12210/25292","pdf_url":null,"source":{"id":"https://openalex.org/S4306402203","display_name":"LillOA (Universit\u00e9 de Lille (University Of Lille))","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210123514","host_organization_name":"Centre d'Etudes en Civilisations, Langues et Litt\u00e9ratures Etrang\u00e8res","host_organization_lineage":["https://openalex.org/I4210123514"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:lilloa.univ-lille.fr:20.500.12210/25292","is_oa":true,"landing_page_url":"http://hdl.handle.net/20.500.12210/25292","pdf_url":null,"source":{"id":"https://openalex.org/S4306402203","display_name":"LillOA (Universit\u00e9 de Lille (University Of Lille))","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210123514","host_organization_name":"Centre d'Etudes en Civilisations, Langues et Litt\u00e9ratures Etrang\u00e8res","host_organization_lineage":["https://openalex.org/I4210123514"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W570079189","https://openalex.org/W1531679840","https://openalex.org/W1577286032","https://openalex.org/W1965116275","https://openalex.org/W2011459179","https://openalex.org/W2047835459","https://openalex.org/W2055309977","https://openalex.org/W2141363305","https://openalex.org/W2157847315","https://openalex.org/W2160470791","https://openalex.org/W2185331285","https://openalex.org/W2312450606","https://openalex.org/W3037360721","https://openalex.org/W4293404332","https://openalex.org/W4298054937","https://openalex.org/W4300124000"],"related_works":["https://openalex.org/W50969306","https://openalex.org/W2390585021","https://openalex.org/W412641959","https://openalex.org/W2341040961","https://openalex.org/W2779828239","https://openalex.org/W3154976382","https://openalex.org/W4292101436","https://openalex.org/W2044004505","https://openalex.org/W4287207389","https://openalex.org/W2951177262"],"abstract_inverted_index":null,"counts_by_year":[{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":2}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}