basta

swMATH29265MaRDI QIDQ40979FDOQ40979

Author name not available (Why is that?)

Described by source

• Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes

Cited In (16)

• Piecewise autoregression for general integer-valued time series
• Oracally efficient estimation for dense functional data with holiday effects
• Comments on: ``Extensions of some classical methods in change point analysis
• Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models
• Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
• Dating multiple change points in the correlation matrix
• Ensemble Binary Segmentation for irregularly spaced data with change-points
• Wild binary segmentation for multiple change-point detection
• Monitoring procedure for parameter change in causal time series
• Inference on a structural break in trend with mildly integrated errors
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Relevant parameter changes in structural break models
• Estimating multiple breaks in nonstationary autoregressive models
• Simultaneous multiple change-point and factor analysis for high-dimensional time series
• Multiple changepoint detection with partial information on changepoint times
• Tail-greedy bottom-up data decompositions and fast multiple change-point detection

This page was built for software: basta