Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (Q5378375): 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/10.1111/rssb.12139 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2180399634 / rank | |||
Normal rank | |||
Latest revision as of 18:52, 19 March 2024
scientific article; zbMATH DE number 7065241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics |
scientific article; zbMATH DE number 7065241 |
Statements
Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (English)
0 references
12 June 2019
0 references
change point detection
0 references
confidence interval
0 references
likelihood ratio
0 references
piecewise stationary time series
0 references
