Real time change-point detection in a model by adaptive LASSO and CUSUM (Q2803790)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Real time change-point detection in a model by adaptive LASSO and CUSUM |
scientific article; zbMATH DE number 6576363
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Real time change-point detection in a model by adaptive LASSO and CUSUM |
scientific article; zbMATH DE number 6576363 |
Statements
2 May 2016
0 references
sequential test
0 references
adaptive LASSO
0 references
CUSUM
0 references
asymptotic behaviour
0 references
Real time change-point detection in a model by adaptive LASSO and CUSUM (English)
0 references
0.8869598507881165
0 references
0.8515182733535767
0 references
0.8501132130622864
0 references
0.8231494426727295
0 references
0.8201730251312256
0 references
