Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617)
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 7607007
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Two-stage data segmentation permitting multiscale change points, heavy tails and dependence |
scientific article; zbMATH DE number 7607007 |
Statements
74
0 references
4
0 references
653-684
0 references
25 September 2021
0 references
25 October 2022
0 references
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (English)
0 references
change point detection
0 references
data segmentation
0 references
Schwarz criterion
0 references
localised pruning
0 references
multiscale procedure
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8206480145454407
0 references
0.8021160364151001
0 references
0.7976619005203247
0 references
0.7955888509750366
0 references
0.7940638661384583
0 references
Claudia Kirch
0 references
