Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (Q5378375): Difference between revisions

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scientific article; zbMATH DE number 7065241
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English
Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics
scientific article; zbMATH DE number 7065241

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    Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (English)
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    12 June 2019
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    change point detection
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    confidence interval
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    likelihood ratio
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    piecewise stationary time series
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