Optimal change-point estimation in time series (Q2054501)
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scientific article; zbMATH DE number 7438246
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| English | Optimal change-point estimation in time series |
scientific article; zbMATH DE number 7438246 |
Statements
Optimal change-point estimation in time series (English)
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3 December 2021
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Bayes-type estimator
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confidence interval
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double-sided random process
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piecewise stationary time series
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structural break
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0.8111925721168518
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0.801281750202179
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