Change-point detection for Lévy processes (Q1737954)
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scientific article; zbMATH DE number 7047436
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Change-point detection for Lévy processes |
scientific article; zbMATH DE number 7047436 |
Statements
Change-point detection for Lévy processes (English)
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24 April 2019
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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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0.7889685034751892
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0.7874990701675415
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0.7853010892868042
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0.7851986885070801
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0.7843190431594849
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