Time series segmentation procedures to detect, locate and estimate change-points
Year of publication: |
2015
|
---|---|
Authors: | Badagián, Ana Laura ; Kaiser, Regina ; Peña, Daniel |
Published in: |
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]. - Cham : Springer, ISBN 978-3-319-03121-7. - 2015, p. 45-59
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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