Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (2021)
Attributed to:
Isaac Newton Institute for Mathematical Sciences
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s10463-021-00811-5
Publication URI: http://dx.doi.org/10.1007/s10463-021-00811-5
Type: Journal Article/Review
Parent Publication: Annals of the Institute of Statistical Mathematics
Issue: 4
ISSN: 0020-3157