Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (Q2742772): Difference between revisions
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| Property / author: Eric Moulines / rank | |||
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Latest revision as of 19:16, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least‐squares Estimation of an Unknown Number of Shifts in a Time Series |
scientific article |
Statements
Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (English)
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23 September 2001
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Hajek-Renyi inequality
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fractional Brownian motion
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detection of change points
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strong mixing processes
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penalized least-squares estimates
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