Inference for multiple change points in time series via likelihood ratio scan statistics (Q5378375)
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scientific article; zbMATH DE number 7065241
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| English | Inference for multiple change points in time series via likelihood ratio scan statistics |
scientific article; zbMATH DE number 7065241 |
Statements
Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (English)
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12 June 2019
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change point detection
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confidence interval
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likelihood ratio
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piecewise stationary time series
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0.8676168918609619
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0.7987855076789856
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0.794710636138916
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0.7860351204872131
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0.780514657497406
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