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

DOI10.1155/2013/317613MaRDI QIDQ459755zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 53188 (Why is no real title available?)
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• scientific article; zbMATH DE number 651709 (Why is no real title available?)
• A change in level of a non-stationary time series
• An iterative kurtosis-based technique for the detection of nonstationary bioacoustic signals
• Detection of multiple changes in a sequence of dependent variables

Cited in

(1)

• Simple change point model in heteroscedastic extremes

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