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Ensemble Binary Segmentation for irregularly spaced data with change-points - MaRDI portal

Ensemble Binary Segmentation for irregularly spaced data with change-points (Q139553)

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scientific article; zbMATH DE number 7507754
  • Ensemble binary segmentation for irregularly spaced data with change-points
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English
Ensemble Binary Segmentation for irregularly spaced data with change-points
scientific article; zbMATH DE number 7507754
  • Ensemble binary segmentation for irregularly spaced data with change-points

Statements

7 March 2020
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14 April 2022
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stat.ME
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Ensemble binary segmentation for irregularly spaced data with change-points (English)
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multiple change-point detection
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conditional duration models
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binary segmentation
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ensemble methods
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non-stationarity
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