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

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

28 October 2019
Haeran Cho
Claudia Kirch
ArXivPDFHTML

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

3 / 3 papers shown
Title
Data Segmentation for Time Series Based on a General Moving Sum Approach
Data Segmentation for Time Series Based on a General Moving Sum Approach
Claudia Kirch
Kerstin Reckruehm
AI4TS
17
12
0
15 Jul 2022
Moving sum data segmentation for stochastics processes based on
  invariance
Moving sum data segmentation for stochastics processes based on invariance
Claudia Kirch
P. Klein
12
8
0
12 Jan 2021
The limit distribution of the maximum increment of a random walk with
  regularly varying jump size distribution
The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution
T. Mikosch
Alfredas Ravckauskas
47
23
0
26 Nov 2010
1