Multiscale and multilevel technique for consistent segmentation of nonstationary time series

Statistica Sinica

Volumn 22, Issue 1, 2012, Pages 207-229

  Cho, Haeran ^a   Fryzlewicz, Piotr ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Binary segmentation; Breakpoint detection; Locally stationary wavelet model; Piecewise stationarity; Post processing; Wavelet periodogram

Indexed keywords

EID: 84858431431     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: 10.5705/ss.2009.280     Document Type: Article

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