Asymptotic change-point analysis of the dependencies in time series (Q2820738)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6626040
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic change-point analysis of the dependencies in time series |
scientific article; zbMATH DE number 6626040 |
Statements
9 September 2016
0 references
change-point analysis
0 references
a posteriori analysis
0 references
sequential testing procedures
0 references
long-run variance estimation
0 references
change-point estimation
0 references
Asymptotic change-point analysis of the dependencies in time series (English)
0 references
0.8350114822387695
0 references
0.8350113034248352
0 references
0.8054586052894592
0 references
0.7952170372009277
0 references
0.7824831008911133
0 references
