Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (Q5378375): 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 20:04, 5 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