Change-point detection for Lévy processes (Q1737954)

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Change-point detection for Lévy processes
scientific article

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    title
    Change-point detection for Lévy processes (English)
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    DOI
    10.1214/17-AAP1368
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    publication date
    24 April 2019
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    Mathematics Subject Classification ID
    62L10
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    60G51
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    60G40
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    62C20
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    62G10
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    62P30
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    zbMATH DE Number
    7047436
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    zbMATH Keywords
    change-point
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    sequential detection
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    optimal stopping
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    CUSUM
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    Lévy processes
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