Robust multiscale estimation of time-average variance for time series segmentation
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Publication:6166922
DOI10.1016/j.csda.2022.107648arXiv2205.11496OpenAlexW4307571509MaRDI QIDQ6166922
Publication date: 7 July 2023
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.11496
robust estimationchange point analysiswild binary segmentationmoving sum proceduretime-average variance constant
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