changepointsVar

CRANchangepointsVarMaRDI QIDQ152091

Change-Points Detections for Changes in Variance

Giada Adelfio

Last update: 23 January 2024

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.0, 0.1.1

Description

Detection of change-points for variance of heteroscedastic Gaussian variables with piecewise constant variance function. Adelfio, G. (2012), Change-point detection for variance piecewise constant models, Communications in Statistics, Simulation and Computation, 41:4, 437-448, <doi:10.1080/03610918.2011.592248>.

Cites work

• Change-Point Detection for Variance Piecewise Constant Models

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