Adaptive algorithms for change point detection in financial time series
The detection of change points in chaotic and non-stationary time series presents a critical challenge for numerous practical applications, particularly in fields such as finance, climatology, and engineering. Traditional statistical methods, grounded in stationary models, are often ill-suited to ca...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-12-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.20241674 |
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