Detecting change-points in multidimensional stochastic processes (Q1010538)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Detecting change-points in multidimensional stochastic processes |
scientific article |
Statements
Detecting change-points in multidimensional stochastic processes (English)
0 references
6 April 2009
0 references
binary segmentation
0 references
Cramér-von Mises
0 references
covariance matrices
0 references
cumulative sum
0 references
likelihood ratio
0 references
0 references