Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage data segmentation permitting multiscale change points, heavy tails and dependence |
scientific article |
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74
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4
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653-684
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25 September 2021
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25 October 2022
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Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (English)
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change point detection
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data segmentation
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Schwarz criterion
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localised pruning
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multiscale procedure
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