Ensemble Binary Segmentation for irregularly spaced data with change-points

DOI10.48550/arXiv.2003.03649zbMath1485.62121arXiv2003.03649MaRDI QIDQ139553

Karolos K. Korkas, Karolos K. Korkas

Publication date: 7 March 2020

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.03649

zbMATH Keywords

ensemble methods; multiple change-point detection; non-stationarity; binary segmentation; conditional duration models

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

eNchange

Uses Software

• R
• CRAN
• wbs
• wbsts
• basta

Cites Work

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