New approach to the segmentation problem for time series of arbitrary nature

DOI10.1134/S0081543814080045zbMath1327.62464MaRDI QIDQ492165

Alexandra Piryatinska, Boris S. Darkhovsky

Publication date: 20 August 2015

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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