Detection of the number, locations and magnitudes of jumps (Q3817476): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/15326348808807089 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2021493583 / rank | |||
Normal rank | |||
Latest revision as of 22:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of the number, locations and magnitudes of jumps |
scientific article |
Statements
Detection of the number, locations and magnitudes of jumps (English)
0 references
1988
0 references
change point problem
0 references
Brownian motion
0 references
discontinuities of the first kind
0 references
strongly consistent estimators
0 references
