Optimal change point detection in Gaussian processes
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Publication:1681057
DOI10.1016/j.jspi.2017.09.003zbMath1377.62175arXiv1506.01338MaRDI QIDQ1681057
XuanLong Nguyen, Clayton Scott, Hossein Keshavarz
Publication date: 17 November 2017
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.01338
60G15: Gaussian processes
62E20: Asymptotic distribution theory in statistics
62M07: Non-Markovian processes: hypothesis testing
Uses Software