Identification of the structure break point for data with changing variance

DOI10.14708/MA.V50I1.7155OpenAlexW4304780921MaRDI QIDQ5040997

Agnieszka Wyłomańska, Justyna Witulska

Publication date: 18 October 2022

Published in: Mathematica Applicanda (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14708/ma.v50i1.7155

zbMATH Keywords

Monte Carlo simulationsreal data analysischanging variancestructural change point

Mathematics Subject Classification ID

Statistical aspects of big data and data science (62R07)

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