Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
From MaRDI portal
Publication:3006704
DOI10.1080/07474946.2011.563710zbMath1215.62076arXiv1003.4148MaRDI QIDQ3006704
Mehdi Fhima, Arnaud Guillin, Pierre R. Bertrand
Publication date: 20 June 2011
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.4148
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62L10: Sequential statistical analysis
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