Ensemble Binary Segmentation for irregularly spaced data with change-points
From MaRDI portal
Publication:139553
DOI10.48550/arXiv.2003.03649zbMath1485.62121arXiv2003.03649MaRDI QIDQ139553
Karolos K. Korkas, Karolos K. Korkas
Publication date: 7 March 2020
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.03649
ensemble methods; multiple change-point detection; non-stationarity; binary segmentation; conditional duration models
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
Uses Software