38 search results - page 1 / 8 » Real time detection of structural breaks in GARCH models |
CSDA
2010
13 years 7 months ago
2010
CSDA
2010
13 years 7 months ago
2010
This paper deals with the analysis of temporal dependence in multivariate highfrequency time series data. The dependence structure between the marginal series is modelled through ...
MCS
2008
Springer
13 years 7 months ago
2008
Springer
In this paper, we propose a computationally effective approach to detect multiple structural breaks in the mean occurring at unknown dates. We present a non-parametric approach th...
SDM
2011
SIAM
12 years 10 months ago
2011
SIAM
This paper describes one of the first attempts to model the temporal structure of massive data streams in real-time using data stream clustering. Recently, many data stream clust...
ICIP
2006
IEEE
14 years 9 months ago
2006
IEEE
This paper seeks to increase the efficiency of background subtraction algorithms for motion detection. Our method uses a quadtree-base hierarchical framework that samples a small ...