Multiple change point detection and validation in autoregressive time series data (Q2208378)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Multiple change point detection and validation in autoregressive time series data
scientific article

    Statements

    Multiple change point detection and validation in autoregressive time series data (English)
    0 references
    0 references
    0 references
    0 references
    2 November 2020
    0 references
    changepoint detection
    0 references
    autoregressive time series
    0 references
    likelihood ratio scan statistics
    0 references
    multiple testing problems
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references