Detecting change-points in multidimensional stochastic processes (Q1010538)
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scientific article; zbMATH DE number 5540534
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Detecting change-points in multidimensional stochastic processes |
scientific article; zbMATH DE number 5540534 |
Statements
Detecting change-points in multidimensional stochastic processes (English)
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6 April 2009
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binary segmentation
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Cramér-von Mises
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covariance matrices
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cumulative sum
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likelihood ratio
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0.8418616056442261
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0.8384277820587158
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0.8265377879142761
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0.8253973126411438
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0.8180704712867737
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