Multiscale spectral analysis for detecting short and long range change points in time series
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Publication:1023672
DOI10.1016/j.csda.2007.10.027zbMath1452.62668OpenAlexW2042049813MaRDI QIDQ1023672
Lena Ringstad Olsen, Fred Godtliebsen, Probal Chaudhuri
Publication date: 12 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2007.10.027
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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Uses Software
Cites Work
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