Nonparametric detection of changepoints for sequentially observed data (Q1336982)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric detection of changepoints for sequentially observed data |
scientific article |
Statements
Nonparametric detection of changepoints for sequentially observed data (English)
0 references
30 November 1994
0 references
probability of false alarm
0 references
weak convergence of two-parameter stochastic processes
0 references
martingale maximal-inequalities
0 references
invariance principle
0 references
triangular array
0 references
finite horizon
0 references
nonparametric stopping rule
0 references
