Errata on ``Multiscale and multilevel technique for consistent segmentation of nonstationary time series

MaRDI QIDQ2864557zbMATH OpenFDO

Authors Haeran Cho, P. Fryzlewicz

Publication date 25 November 2013

Published in Statistica Sinica (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Multiscale and multilevel technique for consistent segmentation of nonstationary time series
• Erratum to: ``Regularly varying multivariate time series
• Erratum to: ``Multi-scale anomaly detection algorithm based on infrequent pattern of time series
• Robust multiscale estimation of time-average variance for time series segmentation
• Erratum
• Correction to: Signal extraction for nonstationary time series
• Corrigendum to the article “Regular multidimensional stationary time series”
• A Total Variation Based Method for Multivariate Time Series Segmentation

Cited in

(1)

• Multiscale and multilevel technique for consistent segmentation of nonstationary time series

This page was built for publication: Errata on ``Multiscale and multilevel technique for consistent segmentation of nonstationary time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2864557)