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"Hybrid CUSUM Change Point Test for Time Series with Time-Varying ..."

Sangyeol Lee, Chang Kyeom Kim, Sangjo Lee (2020)

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DOI: 10.3390/E22050578

access: open

type: Journal Article

metadata version: 2020-12-25

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Sangyeol Lee, Chang Kyeom Kim, Sangjo Lee:
Hybrid CUSUM Change Point Test for Time Series with Time-Varying Volatilities Based on Support Vector Regression. Entropy 22(5): 578 (2020)

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