A multiple filter test for the detection of rate changes in renewal processes with varying variance (Q146393): Difference between revisions

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Property / DOI: 10.1214/14-AOAS782 / rank
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / arXiv ID: 1303.3594 / rank
 
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Latest revision as of 09:55, 30 July 2024

scientific article
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English
A multiple filter test for the detection of rate changes in renewal processes with varying variance
scientific article

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    1 December 2014
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    26 February 2015
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    A multiple filter test for the detection of rate changes in renewal processes with varying variance (English)
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    stochastic processes
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    renewal processes
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    change point detection
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    nonstationary rate
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    multiple filters
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    multiple time scales
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