Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes (Q5743276)
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scientific article; zbMATH DE number 7052823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes |
scientific article; zbMATH DE number 7052823 |
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Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes (English)
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9 May 2019
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binary segmentation
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cumulative sum
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mixing
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non-stationary time series
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process transformation
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unbalanced Haar wavelets
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