Real time change-point detection in a model by adaptive LASSO and CUSUM (Q2803790)
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scientific article; zbMATH DE number 6576363
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Real time change-point detection in a model by adaptive LASSO and CUSUM |
scientific article; zbMATH DE number 6576363 |
Statements
2 May 2016
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sequential test
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adaptive LASSO
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CUSUM
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asymptotic behaviour
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Real time change-point detection in a model by adaptive LASSO and CUSUM (English)
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0.8869598507881165
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0.8515182733535767
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0.8501132130622864
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0.8231494426727295
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0.8201730251312256
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