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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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