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Where can I find resources to learn about change-point analysis ?

Hopefully, someone can advise me a textbook to read and it will cover both univariate change-point analysis and multivariate change-point analysis.

It will also be very helpful if someone can point me to some resources, which contains a worked example (using change-point analysis) using R.

So, I understand the theoretical material and the applied material. Thank you very much.

kjetil b halvorsen
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user1769197
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    [Here's a decent blog post on change-point analysis](http://www.r-bloggers.com/changepoint-analysis-of-time-series/). Also, a related post here on CV: [Change point analysis](http://stats.stackexchange.com/q/59755/32036). Plenty of references listed at [Changepoint.info](http://www.changepoint.info/introduction.html), including a book ([Chen & Gupta, 2012](http://www.springer.com/birkhauser/applied+probability+and+statistics/book/978-0-8176-4800-8)). – Nick Stauner Jul 23 '14 at 10:08
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    There's an R package changepoint with an accompanying paper in the Journal of Statistical software: http://www.jstatsoft.org/v58/i03/paper – a11msp Jul 23 '14 at 10:15
  • I wrote a survey paper on change point analysis in an actuarial context if that may help you: https://www.casact.org/abstract/survey-approaches-changepoint-problem-actuarial-context – Avraham Dec 16 '21 at 15:22

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