Martingale Type Statistics Applied to Change Points Detection (Q3634526): Difference between revisions
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Revision as of 14:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale Type Statistics Applied to Change Points Detection |
scientific article |
Statements
Martingale Type Statistics Applied to Change Points Detection (English)
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25 June 2009
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change point
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CUSUM statistics
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epidemic alternative
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martingale
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maximum likelihood
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Shiryayev-Roberts statistics
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AR(1) model
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