Novel Methodology of Change-Points Detection for Time Series with Arbitrary Generating Mechanisms

DOI10.1007/978-3-319-13881-7_27zbMath1349.62395OpenAlexW287324529MaRDI QIDQ2833378

Alexandra Piryatinska, Boris S. Darkhovsky

Publication date: 18 November 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_27

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)