Common change-point estimation and changed panel isolation after sequential detection in an exponential family (Q2223178)
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scientific article; zbMATH DE number 7303017
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| English | Common change-point estimation and changed panel isolation after sequential detection in an exponential family |
scientific article; zbMATH DE number 7303017 |
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Common change-point estimation and changed panel isolation after sequential detection in an exponential family (English)
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28 January 2021
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change-point detection
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common change
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CUSUM process
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exponential family
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Shiryayev-Roberts process
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0.8707225918769836
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0.8104531764984131
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0.8101114630699158
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0.8034541010856628
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0.7969598770141602
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