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pro vyhledávání: '"Korkas, Karolos"'
Autor:
Korkas, Karolos K.
We propose a new technique for consistent estimation of the number and locations of the change-points in the structure of an irregularly spaced time series. The core of the segmentation procedure is the Ensemble Binary Segmentation method (EBS), a te
Externí odkaz:
http://arxiv.org/abs/2003.03649
Autor:
Cho, Haeran, Korkas, Karolos K.
Publikováno v:
In Econometrics and Statistics July 2022 23:187-203
Autor:
Cho, Haeran, Korkas, Karolos
Models for financial risk often assume that underlying asset returns are stationary. However, there is strong evidence that multivariate financial time series entail changes not only in their within-series dependence structure, but also in the cross-
Externí odkaz:
http://arxiv.org/abs/1706.01155
Autor:
Korkas, Karolos K., PryzlewiczV, Piotr
Publikováno v:
Statistica Sinica, 2017 Jan 01. 27(1), 287-311.
Externí odkaz:
http://www.jstor.org/stable/44114372
Akademický článek
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Autor:
Korkas, Karolos K.
Publikováno v:
Journal of the Korean Statistical Society; Mar2022, Vol. 51 Issue 1, p65-86, 22p
Autor:
Korkas, Karolos
It is a common approach in statistics to assume that the parameters of a stochastic model change. The simplest model involves parameters than can be exactly or approximately piecewise constant. In such a model, the aim is the posteriori detection of
Externí odkaz:
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.634501
Detection of multiple change points for linear processes under negatively super-additive dependence.
Autor:
Yu, Yuncai1 (AUTHOR), Liu, Xinsheng1 (AUTHOR) xsliu@nuaa.edu.cn, Liu, Ling2 (AUTHOR), Zhao, Piao1 (AUTHOR)
Publikováno v:
Journal of Inequalities & Applications. 8/15/2019, Vol. 2019 Issue 1, pN.PAG-N.PAG. 1p.