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Assessing time series stationarity by combining change-point detection tests of different types

Ivan Kojadinovic
Laboratoire de Mathématiques et de leurs Applications [Pau]

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Statistics [math.ST]

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https://hal-univ-pau.archives-ouvertes.fr/hal-02388654

Submitted on : Monday, December 2, 2019-9:20:15 AM

Last modification on : Friday, March 24, 2023-2:53:14 PM

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hal-02388654 , version 1 (02-12-2019)

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  • HAL Id : hal-02388654 , version 1

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Ivan Kojadinovic. Assessing time series stationarity by combining change-point detection tests of different types. Workshop Change Point Detection: Limit Theorems, Algorithms, and Applications in Life Sciences, Jul 2019, Greifswald, Germany. ⟨hal-02388654⟩

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