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Nonparametric Multiple Change Point Estimation in Highly Dependent Time Series.

Theoretical Computer Science, no. C (2016): 119-133

Cited by: 6|Views107
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Abstract

Given a heterogeneous time-series sample, the objective is to find points in time, called change points, where the probability distribution generating the data has changed. The data are assumed to have been generated by arbitrary unknown stationary ergodic distributions. No modelling, independence or mixing assumptions are made. A novel, ...More

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