Approximations of the boundary crossing probabilities for the maximum of moving weighted sums (Q1757244)
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scientific article; zbMATH DE number 6997285
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| English | Approximations of the boundary crossing probabilities for the maximum of moving weighted sums |
scientific article; zbMATH DE number 6997285 |
Statements
Approximations of the boundary crossing probabilities for the maximum of moving weighted sums (English)
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3 January 2019
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moving weighted sum
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boundary crossing probability
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moving weighted sum of squares
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change-point detection
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singular spectrum analysis
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0.8048213124275208
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0.7947217226028442
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0.7514262795448303
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0.7400514483451843
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0.7307044863700867
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