Two-stage data segmentation permitting multiscale change points, heavy tails and dependence

28 October 2019

Papers citing "Two-stage data segmentation permitting multiscale change points, heavy tails and dependence"

4 / 4 papers shown

Title
Data Segmentation for Time Series Based on a General Moving Sum Approach Claudia Kirch Kerstin Reckruehm AI4TS 24 12 0 15 Jul 2022
Moving sum data segmentation for stochastics processes based on invariance Claudia Kirch P. Klein 19 8 0 12 Jan 2021
Optimal Change-Point Detection and Localization Nicolas Verzélen M. Fromont M. Lerasle Patricia Reynaud-Bouret 22 40 0 22 Oct 2020
The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution T. Mikosch Alfredas Ravckauskas 62 23 0 26 Nov 2010