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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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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