An efficient algorithm to estimate the change in variance (Q1787600)
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scientific article; zbMATH DE number 6947731
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|---|---|---|---|
| default for all languages | No label defined |
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| English | An efficient algorithm to estimate the change in variance |
scientific article; zbMATH DE number 6947731 |
Statements
An efficient algorithm to estimate the change in variance (English)
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5 October 2018
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change point
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linear processes
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CUSUM estimator
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0.8809374
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0.87630767
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0.86542785
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0.8606459
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0.8567804
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