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1910.12486
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Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
28 October 2019
Haeran Cho
Claudia Kirch
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ArXiv
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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
Claudia Kirch
Kerstin Reckruehm
AI4TS
19
12
0
15 Jul 2022
Moving sum data segmentation for stochastics processes based on invariance
Claudia Kirch
P. Klein
14
8
0
12 Jan 2021
The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution
T. Mikosch
Alfredas Ravckauskas
49
23
0
26 Nov 2010
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