Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method

DOI10.1080/07474946.2011.563710zbMath1215.62076arXiv1003.4148OpenAlexW1977661272MaRDI QIDQ3006704

Mehdi Fhima, Arnaud Guillin, Pierre R. Bertrand

Publication date: 20 June 2011

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.4148

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

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