Nonparametric changepoint detection for time series

DOI10.1002/PAMM.200310211zbMath1201.62099OpenAlexW2086919798MaRDI QIDQ3061524

Gerald Kroisandt, Jürgen Franke

Publication date: 15 December 2010

Published in: PAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/pamm.200310211

zbMATH Keywords

autoregression functions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural nets and related approaches to inference from stochastic processes (62M45)

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