Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage data segmentation permitting multiscale change points, heavy tails and dependence |
scientific article |
Statements
74
0 references
4
0 references
653-684
0 references
25 September 2021
0 references
25 October 2022
0 references
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (English)
0 references
change point detection
0 references
data segmentation
0 references
Schwarz criterion
0 references
localised pruning
0 references
multiscale procedure
0 references
0 references
0 references
0 references
0 references
0 references
0 references
