Detection of Locally Stationary Segments in Time Series

DOI10.1007/978-3-642-57489-4_40zbMath1440.62014OpenAlexW1487602131MaRDI QIDQ3298699

Uwe Ligges, Claus Weihs, Petra Hasse-Becker

Publication date: 15 July 2020

Published in: Compstat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57489-4_40

zbMATH Keywords

time seriessegmentationchattering predictionnote classification

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

• Time series: theory and methods.
• Fitting time series models to nonstationary processes
• Time-Dependent Spectral Analysis of Nonstationary Time Series