Optimal Detection of Changepoints With a Linear Computational Cost
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Publication:4904735
DOI10.1080/01621459.2012.737745zbMath1258.62091arXiv1101.1438OpenAlexW1975684011WikidataQ105583949 ScholiaQ105583949MaRDI QIDQ4904735
Paul Fearnhead, Idris A. Eckley, Rebecca Killick
Publication date: 31 January 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.1438
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric inference (62F99) Dynamic programming (90C39)
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Uses Software
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