changepointsVar (Q152091)
From MaRDI portal
Change-Points Detections for Changes in Variance
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | changepointsVar |
Change-Points Detections for Changes in Variance |
Statements
23 January 2024
0 references
Detection of change-points for variance of heteroscedastic Gaussian variables with piecewise constant variance function. Adelfio, G. (2012), Change-point detection for variance piecewise constant models, Communications in Statistics, Simulation and Computation, 41:4, 437-448, <doi:10.1080/03610918.2011.592248>.
0 references
