scientific article; zbMATH DE number 919366

MaRDI QIDQ4889037zbMATH OpenFDO

Authors B. S. Darkhovskij

Publication date 17 March 1997

zbMATH Keywords

change-pointrandom sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(4)

• Algebraic change-point detection
• Detecting changes in the functional linear regression model
• Retrospective Change Point Detection: From Parametric to Distribution Free Policies
• A posteriori joint detection of a recurring tuple of reference fragments in a quasi-periodic sequence

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