Data-adaptive structural change-point detection via isolation

DOI10.1007/S11222-025-10643-5MaRDI QIDQ6961483zbMATH OpenFDO

Authors Andreas Anastasiou, Sophia Loizidou

Publication date 10 July 2025

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-025-10643-5

zbMATH Keywords

change-point detectiondata-adaptivityisolationthresholding criterion

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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