期刊名称:Actual Problems of Automation and Information Technology
印刷版ISSN:2312-119X
电子版ISSN:2313-5301
出版年度:2012
期号:16
页码:13
语种:
出版社:Oles Honchar Dnipropetrovsk National University
摘要:Proposed using change-point detection methods to determine areas of stationarity in time series of stock market quotations. The review of existing sequential methods of change-point detection provided.