Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm (Q6128257)

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scientific article; zbMATH DE number 7832533
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Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm
scientific article; zbMATH DE number 7832533

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    Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm (English)
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    15 April 2024
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    data segmentation
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    wild binary segmentation
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    information criterion
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    autoregressive time series
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