Errata on ``Multiscale and multilevel technique for consistent segmentation of nonstationary time series
zbMATH Open1421.62117MaRDI QIDQ2864557FDOQ2864557
Authors: Haeran Cho, P. Fryzlewicz
Publication date: 25 November 2013
Published in: Statistica Sinica (Search for Journal in Brave)
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
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)
Cited In (1)
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)