Ensemble Binary Segmentation for irregularly spaced data with change-points
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DOI10.48550/arXiv.2003.03649zbMath1485.62121arXiv2003.03649OpenAlexW3156243411MaRDI 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 methodsmultiple change-point detectionnon-stationaritybinary segmentationconditional duration models
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- Locally stationary Hawkes processes
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