Identification of the structure break point for data with changing variance

DOI10.14708/MA.V50I1.7155MaRDI QIDQ5040997zbMATH OpenOpenAlexFDO

Authors Justyna Witulska, Agnieszka Wyłomańska

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

changing varianceMonte Carlo simulationsreal data analysisstructural change point

Mathematics Subject Classification ID

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

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Cited in

(1)

• Break point detection for functional covariance

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