Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
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Publication:2131951
DOI10.1007/s42952-020-00060-xzbMath1485.62116arXiv1812.06880OpenAlexW2904346342MaRDI QIDQ2131951
Publication date: 27 April 2022
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.06880
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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