Change point detection in time series using higher-order statistics: a heuristic approach

DOI10.1155/2013/317613zbMATH Open1296.62162OpenAlexW2050813807MaRDI QIDQ459755FDOQ459755

Authors: Constantinos S. Hilas, Ioannis T. Rekanos, Paris Ast. Mastorocostas 

Publication date: 13 October 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/317613

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Title not available (Why is that?)
• Detection of multiple changes in a sequence of dependent variables
• Title not available (Why is that?)
• An iterative kurtosis-based technique for the detection of nonstationary bioacoustic signals
• Title not available (Why is that?)
• A change in level of a non-stationary time series

Cited In (1)

• Simple change point model in heteroscedastic extremes

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