jcp (Q39861)
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Joint Change Point Detection
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | jcp |
Joint Change Point Detection |
Statements
22 September 2026
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Procedures for joint detection of changes in both expectation and variance in univariate sequences. Performs a statistical test of the null hypothesis of the absence of change points. In case of rejection performs an algorithm for change point detection. Reference - Bivariate change point detection - joint detection of changes in expectation and variance, Scandinavian Journal of Statistics, <doi:10.1111/sjos.12547>.
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Identifiers
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