Change point analysis with irregular signals Article Swipe

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Tobias Kley , Y. Liu , Hongyuan Cao , Wei Biao Wu ·

YOU? · · 2024 · Open Access · · DOI: https://doi.org/10.48550/arxiv.2409.08863

This paper considers the problem of testing and estimation of change point where signals after the change point can be highly irregular, which departs from the existing literature that assumes signals after the change point to be piece-wise constant or vary smoothly. A two-step approach is proposed to effectively estimate the location of the change point. The first step consists of a preliminary estimation of the change point that allows us to obtain unknown parameters for the second step. In the second step we use a new procedure to determine the position of the change point. We show that, under suitable conditions, the desirable $\mathcal{O}_P(1)$ rate of convergence of the estimated change point can be obtained. We apply our method to analyze the Baidu search index of COVID-19 related symptoms and find 8~December 2019 to be the starting date of the COVID-19 pandemic.

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Type: preprint
Language: en
Landing Page: http://arxiv.org/abs/2409.08863
PDF: https://arxiv.org/pdf/2409.08863
OA Status: green
Related Works: 10
OpenAlex ID: https://openalex.org/W4403662178

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OpenAlex ID: https://openalex.org/W4403662178

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DOI: https://doi.org/10.48550/arxiv.2409.08863

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Title: Change point analysis with irregular signals

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Type: preprint

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Language: en

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Publication year: 2024

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Publication date: 2024-09-13

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Authors: Tobias Kley, Y. Liu, Hongyuan Cao, Wei Biao Wu

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Landing page: https://arxiv.org/abs/2409.08863

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PDF URL: https://arxiv.org/pdf/2409.08863

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Open access: Yes

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OA status: green

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OA URL: https://arxiv.org/pdf/2409.08863

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Concepts: Point (geometry), Computer science, Mathematics, Geometry

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Cited by: 0

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Related works (count): 10

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