Détection de ruptures multiples dans la moyenne d'un processus aléatoire (Q4342556): Difference between revisions

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Latest revision as of 09:11, 30 July 2024

scientific article; zbMATH DE number 1025747
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English
Détection de ruptures multiples dans la moyenne d'un processus aléatoire
scientific article; zbMATH DE number 1025747

    Statements

    Détection de ruptures multiples dans la moyenne d'un processus aléatoire (English)
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    23 June 1997
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    off-line least-square estimate of changes in the mean of a stationary random process
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    Hájek-Rényi inequality
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    fluctuations
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    rate of convergence
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    change-point estimate
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    long-range dependent processes
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    Identifiers