Robust multiscale estimation of time-average variance for time series segmentation (Q6166922)
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scientific article; zbMATH DE number 7708457
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| English | Robust multiscale estimation of time-average variance for time series segmentation |
scientific article; zbMATH DE number 7708457 |
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Robust multiscale estimation of time-average variance for time series segmentation (English)
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7 July 2023
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change point analysis
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time-average variance constant
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robust estimation
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moving sum procedure
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wild binary segmentation
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0.91491866
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0.89664215
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0.8828668
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0.87783337
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0.8738652
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0.8667617
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0.86341655
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0.8534431
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