Nonparametric multiple change point estimation in highly dependent time series
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Publication:5964070
DOI10.1016/j.tcs.2015.10.041zbMath1343.62063OpenAlexW2176516221MaRDI QIDQ5964070
Daniil Ryabko, Azadeh Khaleghi
Publication date: 26 February 2016
Published in: Theoretical Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.tcs.2015.10.041
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)
Cites Work
- Discrimination between B-processes is impossible
- The change-point problem for dependent observations
- Testing composite hypotheses about discrete ergodic processes
- Applications of Universal Source Coding to Statistical Analysis of Time Series
- Nonparametric Change-Point Estimation for Data from an Ergodic Sequence
- Nonparametric Statistical Inference for Ergodic Processes
- Information Theory and Statistics: A Tutorial
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