Si-GARCH: Construction and validation of a new method for the detection of breaking points in models

DOI10.1080/03610918.2015.1083330zbMath1462.62562OpenAlexW2315345666MaRDI QIDQ5358382

Mohamed Lemdani, Bruno Sarrazin, Djamel Zitouni, Benjamin C. Guinhouya, Hossein Mehdaoui, P. Ravaux, C. Vilhelm

Publication date: 20 September 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1083330

zbMATH Keywords

signalGARCHtrendssegmentationbiomedical

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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