Change-point detection, segmentation, and related topics

DOI10.1051/proc/202068006zbMath1444.62059OpenAlexW3035011329MaRDI QIDQ3300139

Sergueï Dachian, Bruno Saussereau, Vincent Brault, Jean-Marc Bardet, Farida N. Enikeeva

Publication date: 27 July 2020

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc/202068006

zbMATH Keywords

time seriessegmentationchange-point detection

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Robust inference for change points in high dimension

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