Nonparametric Multiple Change Point Estimation in Highly Dependent Time Series

DOI10.1007/978-3-642-40935-6_27zbMath1407.62318arXiv1203.1515OpenAlexW2160165321MaRDI QIDQ2859234

Daniil Ryabko, Azadeh Khaleghi

Publication date: 6 November 2013

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.1515

zbMATH Keywords

consistencyunsupervised learningstationary ergodic time serieschange-point analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Learning and adaptive systems in artificial intelligence (68T05)

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