Change-point detection for Lévy processes (Q1737954): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 04:30, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Change-point detection for Lévy processes |
scientific article |
Statements
Change-point detection for Lévy processes (English)
0 references
24 April 2019
0 references
change-point
0 references
sequential detection
0 references
optimal stopping
0 references
CUSUM
0 references
Lévy processes
0 references