Nonparametric detection of changepoints for sequentially observed data
DOI10.1016/0304-4149(94)90051-5zbMath0801.62070OpenAlexW2077604548MaRDI QIDQ1336982
Publication date: 30 November 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)90051-5
finite horizoninvariance principletriangular arrayprobability of false alarmmartingale maximal-inequalitiesnonparametric stopping ruleweak convergence of two-parameter stochastic processes
Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17) Optimal stopping in statistics (62L15) Nonparametric inference (62G99)
Related Items (6)
Cites Work
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