Segmenting Time Series via Self-Normalisation

DOI10.1111/RSSB.12552arXiv2112.05331MaRDI QIDQ6044088

Zifeng Zhao, Xiao-Feng Shao, Feiyu Jiang

Publication date: 17 May 2023

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.05331

zbMATH Keywords

long-run variancebinary segmentationchange-point detectiontemporal dependencestudentisationscanning

Mathematics Subject Classification ID

Statistics (62-XX)

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